Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 12-Aug-2016
Day Change Summary
Previous Current
11-Aug-2016 12-Aug-2016 Change Change % Previous Week
Open 167.87 167.52 -0.35 -0.2% 166.98
High 168.02 167.97 -0.05 0.0% 168.02
Low 167.31 167.40 0.09 0.1% 166.76
Close 167.66 167.78 0.12 0.1% 167.78
Range 0.71 0.57 -0.14 -19.7% 1.26
ATR 0.75 0.74 -0.01 -1.7% 0.00
Volume 374,590 337,200 -37,390 -10.0% 2,022,676
Daily Pivots for day following 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 169.43 169.17 168.09
R3 168.86 168.60 167.94
R2 168.29 168.29 167.88
R1 168.03 168.03 167.83 168.16
PP 167.72 167.72 167.72 167.78
S1 167.46 167.46 167.73 167.59
S2 167.15 167.15 167.68
S3 166.58 166.89 167.62
S4 166.01 166.32 167.47
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 171.30 170.80 168.47
R3 170.04 169.54 168.13
R2 168.78 168.78 168.01
R1 168.28 168.28 167.90 168.53
PP 167.52 167.52 167.52 167.65
S1 167.02 167.02 167.66 167.27
S2 166.26 166.26 167.55
S3 165.00 165.76 167.43
S4 163.74 164.50 167.09
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 0.3% 81% False False 404,535
10 168.02 166.38 1.64 1.0% 0.67 0.4% 85% False False 463,015
20 168.02 165.63 2.39 1.4% 0.69 0.4% 90% False False 485,939
40 168.86 163.52 5.34 3.2% 0.81 0.5% 80% False False 534,012
60 168.86 162.12 6.74 4.0% 0.73 0.4% 84% False False 498,983
80 168.86 160.43 8.43 5.0% 0.69 0.4% 87% False False 376,839
100 168.86 160.43 8.43 5.0% 0.62 0.4% 87% False False 302,237
120 168.86 160.12 8.74 5.2% 0.56 0.3% 88% False False 251,870
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 170.39
2.618 169.46
1.618 168.89
1.000 168.54
0.618 168.32
HIGH 167.97
0.618 167.75
0.500 167.69
0.382 167.62
LOW 167.40
0.618 167.05
1.000 166.83
1.618 166.48
2.618 165.91
4.250 164.98
Fisher Pivots for day following 12-Aug-2016
Pivot 1 day 3 day
R1 167.75 167.74
PP 167.72 167.70
S1 167.69 167.67

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

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