Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 08-Aug-2016
Day Change Summary
Previous Current
05-Aug-2016 08-Aug-2016 Change Change % Previous Week
Open 167.62 166.98 -0.64 -0.4% 167.84
High 167.64 167.24 -0.40 -0.2% 167.85
Low 167.05 166.76 -0.29 -0.2% 166.38
Close 167.15 167.10 -0.05 0.0% 167.15
Range 0.59 0.48 -0.11 -18.6% 1.47
ATR 0.80 0.78 -0.02 -2.9% 0.00
Volume 393,233 438,210 44,977 11.4% 2,607,477
Daily Pivots for day following 08-Aug-2016
Classic Woodie Camarilla DeMark
R4 168.47 168.27 167.36
R3 167.99 167.79 167.23
R2 167.51 167.51 167.19
R1 167.31 167.31 167.14 167.41
PP 167.03 167.03 167.03 167.09
S1 166.83 166.83 167.06 166.93
S2 166.55 166.55 167.01
S3 166.07 166.35 166.97
S4 165.59 165.87 166.84
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 171.54 170.81 167.96
R3 170.07 169.34 167.55
R2 168.60 168.60 167.42
R1 167.87 167.87 167.28 167.50
PP 167.13 167.13 167.13 166.94
S1 166.40 166.40 167.02 166.03
S2 165.66 165.66 166.88
S3 164.19 164.93 166.75
S4 162.72 163.46 166.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 167.69 166.38 1.31 0.8% 0.74 0.4% 55% False False 471,531
10 168.00 166.36 1.64 1.0% 0.76 0.5% 45% False False 499,459
20 168.00 165.63 2.37 1.4% 0.76 0.5% 62% False False 516,819
40 168.86 163.52 5.34 3.2% 0.81 0.5% 67% False False 559,574
60 168.86 162.12 6.74 4.0% 0.72 0.4% 74% False False 473,610
80 168.86 160.43 8.43 5.0% 0.68 0.4% 79% False False 357,266
100 168.86 160.43 8.43 5.0% 0.61 0.4% 79% False False 286,393
120 168.86 160.12 8.74 5.2% 0.54 0.3% 80% False False 238,666
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 169.28
2.618 168.50
1.618 168.02
1.000 167.72
0.618 167.54
HIGH 167.24
0.618 167.06
0.500 167.00
0.382 166.94
LOW 166.76
0.618 166.46
1.000 166.28
1.618 165.98
2.618 165.50
4.250 164.72
Fisher Pivots for day following 08-Aug-2016
Pivot 1 day 3 day
R1 167.07 167.13
PP 167.03 167.12
S1 167.00 167.11

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

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