Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 10-Aug-2016
Day Change Summary
Previous Current
09-Aug-2016 10-Aug-2016 Change Change % Previous Week
Open 167.20 167.60 0.40 0.2% 167.84
High 167.57 168.00 0.43 0.3% 167.85
Low 166.91 167.49 0.58 0.3% 166.38
Close 167.44 167.84 0.40 0.2% 167.15
Range 0.66 0.51 -0.15 -22.7% 1.47
ATR 0.77 0.76 -0.02 -2.0% 0.00
Volume 490,783 381,893 -108,890 -22.2% 2,607,477
Daily Pivots for day following 10-Aug-2016
Classic Woodie Camarilla DeMark
R4 169.31 169.08 168.12
R3 168.80 168.57 167.98
R2 168.29 168.29 167.93
R1 168.06 168.06 167.89 168.18
PP 167.78 167.78 167.78 167.83
S1 167.55 167.55 167.79 167.67
S2 167.27 167.27 167.75
S3 166.76 167.04 167.70
S4 166.25 166.53 167.56
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
5 168.00 166.56 1.44 0.9% 0.67 0.4% 89% True False 426,156
10 168.00 166.38 1.62 1.0% 0.70 0.4% 90% True False 488,653
20 168.00 165.63 2.37 1.4% 0.72 0.4% 93% True False 497,628
40 168.86 163.52 5.34 3.2% 0.81 0.5% 81% False False 546,582
60 168.86 162.12 6.74 4.0% 0.73 0.4% 85% False False 487,737
80 168.86 160.43 8.43 5.0% 0.68 0.4% 88% False False 368,067
100 168.86 160.43 8.43 5.0% 0.61 0.4% 88% False False 295,120
120 168.86 160.12 8.74 5.2% 0.55 0.3% 88% False False 245,938
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 170.17
2.618 169.34
1.618 168.83
1.000 168.51
0.618 168.32
HIGH 168.00
0.618 167.81
0.500 167.75
0.382 167.68
LOW 167.49
0.618 167.17
1.000 166.98
1.618 166.66
2.618 166.15
4.250 165.32
Fisher Pivots for day following 10-Aug-2016
Pivot 1 day 3 day
R1 167.81 167.69
PP 167.78 167.53
S1 167.75 167.38

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

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