Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 04-Aug-2016
Day Change Summary
Previous Current
03-Aug-2016 04-Aug-2016 Change Change % Previous Week
Open 166.54 166.69 0.15 0.1% 166.42
High 166.92 167.69 0.77 0.5% 168.00
Low 166.42 166.56 0.14 0.1% 166.16
Close 166.64 167.59 0.95 0.6% 167.81
Range 0.50 1.13 0.63 126.0% 1.84
ATR 0.80 0.82 0.02 3.0% 0.00
Volume 660,720 426,661 -234,059 -35.4% 2,444,513
Daily Pivots for day following 04-Aug-2016
Classic Woodie Camarilla DeMark
R4 170.67 170.26 168.21
R3 169.54 169.13 167.90
R2 168.41 168.41 167.80
R1 168.00 168.00 167.69 168.21
PP 167.28 167.28 167.28 167.38
S1 166.87 166.87 167.49 167.08
S2 166.15 166.15 167.38
S3 165.02 165.74 167.28
S4 163.89 164.61 166.97
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 172.84 172.17 168.82
R3 171.00 170.33 168.32
R2 169.16 169.16 168.15
R1 168.49 168.49 167.98 168.83
PP 167.32 167.32 167.32 167.49
S1 166.65 166.65 167.64 166.99
S2 165.48 165.48 167.47
S3 163.64 164.81 167.30
S4 161.80 162.97 166.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 168.00 166.38 1.62 1.0% 0.84 0.5% 75% False False 515,704
10 168.00 166.01 1.99 1.2% 0.79 0.5% 79% False False 506,212
20 168.06 165.63 2.43 1.4% 0.77 0.5% 81% False False 531,651
40 168.86 163.52 5.34 3.2% 0.80 0.5% 76% False False 566,221
60 168.86 162.12 6.74 4.0% 0.73 0.4% 81% False False 460,311
80 168.86 160.43 8.43 5.0% 0.67 0.4% 85% False False 346,971
100 168.86 160.12 8.74 5.2% 0.61 0.4% 85% False False 278,079
120 168.86 160.12 8.74 5.2% 0.53 0.3% 85% False False 231,737
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 172.49
2.618 170.65
1.618 169.52
1.000 168.82
0.618 168.39
HIGH 167.69
0.618 167.26
0.500 167.13
0.382 166.99
LOW 166.56
0.618 165.86
1.000 165.43
1.618 164.73
2.618 163.60
4.250 161.76
Fisher Pivots for day following 04-Aug-2016
Pivot 1 day 3 day
R1 167.44 167.41
PP 167.28 167.22
S1 167.13 167.04

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These figures are updated between 7pm and 10pm EST after a trading day.

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