Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 09-Aug-2016
Day Change Summary
Previous Current
08-Aug-2016 09-Aug-2016 Change Change % Previous Week
Open 166.98 167.20 0.22 0.1% 167.84
High 167.24 167.57 0.33 0.2% 167.85
Low 166.76 166.91 0.15 0.1% 166.38
Close 167.10 167.44 0.34 0.2% 167.15
Range 0.48 0.66 0.18 37.5% 1.47
ATR 0.78 0.77 -0.01 -1.1% 0.00
Volume 438,210 490,783 52,573 12.0% 2,607,477
Daily Pivots for day following 09-Aug-2016
Classic Woodie Camarilla DeMark
R4 169.29 169.02 167.80
R3 168.63 168.36 167.62
R2 167.97 167.97 167.56
R1 167.70 167.70 167.50 167.84
PP 167.31 167.31 167.31 167.37
S1 167.04 167.04 167.38 167.18
S2 166.65 166.65 167.32
S3 165.99 166.38 167.26
S4 165.33 165.72 167.08
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
5 167.69 166.42 1.27 0.8% 0.67 0.4% 80% False False 481,921
10 168.00 166.36 1.64 1.0% 0.77 0.5% 66% False False 496,012
20 168.00 165.63 2.37 1.4% 0.73 0.4% 76% False False 510,726
40 168.86 163.52 5.34 3.2% 0.81 0.5% 73% False False 552,153
60 168.86 162.12 6.74 4.0% 0.73 0.4% 79% False False 481,607
80 168.86 160.43 8.43 5.0% 0.68 0.4% 83% False False 363,379
100 168.86 160.43 8.43 5.0% 0.61 0.4% 83% False False 291,301
120 168.86 160.12 8.74 5.2% 0.55 0.3% 84% False False 242,756
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 170.38
2.618 169.30
1.618 168.64
1.000 168.23
0.618 167.98
HIGH 167.57
0.618 167.32
0.500 167.24
0.382 167.16
LOW 166.91
0.618 166.50
1.000 166.25
1.618 165.84
2.618 165.18
4.250 164.11
Fisher Pivots for day following 09-Aug-2016
Pivot 1 day 3 day
R1 167.37 167.36
PP 167.31 167.28
S1 167.24 167.20

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

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