Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 11-Aug-2016
Day Change Summary
Previous Current
10-Aug-2016 11-Aug-2016 Change Change % Previous Week
Open 167.60 167.87 0.27 0.2% 167.84
High 168.00 168.02 0.02 0.0% 167.85
Low 167.49 167.31 -0.18 -0.1% 166.38
Close 167.84 167.66 -0.18 -0.1% 167.15
Range 0.51 0.71 0.20 39.2% 1.47
ATR 0.76 0.75 0.00 -0.4% 0.00
Volume 381,893 374,590 -7,303 -1.9% 2,607,477
Daily Pivots for day following 11-Aug-2016
Classic Woodie Camarilla DeMark
R4 169.79 169.44 168.05
R3 169.08 168.73 167.86
R2 168.37 168.37 167.79
R1 168.02 168.02 167.73 167.84
PP 167.66 167.66 167.66 167.58
S1 167.31 167.31 167.59 167.13
S2 166.95 166.95 167.53
S3 166.24 166.60 167.46
S4 165.53 165.89 167.27
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
5 168.02 166.76 1.26 0.8% 0.59 0.4% 71% True False 415,741
10 168.02 166.38 1.64 1.0% 0.72 0.4% 78% True False 465,723
20 168.02 165.63 2.39 1.4% 0.71 0.4% 85% True False 492,226
40 168.86 163.52 5.34 3.2% 0.81 0.5% 78% False False 540,682
60 168.86 162.12 6.74 4.0% 0.73 0.4% 82% False False 493,672
80 168.86 160.43 8.43 5.0% 0.69 0.4% 86% False False 372,740
100 168.86 160.43 8.43 5.0% 0.62 0.4% 86% False False 298,866
120 168.86 160.12 8.74 5.2% 0.56 0.3% 86% False False 249,060
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 171.04
2.618 169.88
1.618 169.17
1.000 168.73
0.618 168.46
HIGH 168.02
0.618 167.75
0.500 167.67
0.382 167.58
LOW 167.31
0.618 166.87
1.000 166.60
1.618 166.16
2.618 165.45
4.250 164.29
Fisher Pivots for day following 11-Aug-2016
Pivot 1 day 3 day
R1 167.67 167.60
PP 167.66 167.53
S1 167.66 167.47

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

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