Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 16-Aug-2016
Day Change Summary
Previous Current
15-Aug-2016 16-Aug-2016 Change Change % Previous Week
Open 167.65 167.40 -0.25 -0.1% 166.98
High 167.86 167.61 -0.25 -0.1% 168.02
Low 167.17 166.66 -0.51 -0.3% 166.76
Close 167.24 166.70 -0.54 -0.3% 167.78
Range 0.69 0.95 0.26 37.7% 1.26
ATR 0.74 0.75 0.02 2.1% 0.00
Volume 556,497 458,737 -97,760 -17.6% 2,022,676
Daily Pivots for day following 16-Aug-2016
Classic Woodie Camarilla DeMark
R4 169.84 169.22 167.22
R3 168.89 168.27 166.96
R2 167.94 167.94 166.87
R1 167.32 167.32 166.79 167.16
PP 166.99 166.99 166.99 166.91
S1 166.37 166.37 166.61 166.21
S2 166.04 166.04 166.53
S3 165.09 165.42 166.44
S4 164.14 164.47 166.18
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
5 168.02 166.66 1.36 0.8% 0.69 0.4% 3% False True 421,783
10 168.02 166.42 1.60 1.0% 0.68 0.4% 18% False False 451,852
20 168.02 165.63 2.39 1.4% 0.72 0.4% 45% False False 482,856
40 168.86 163.52 5.34 3.2% 0.82 0.5% 60% False False 530,983
60 168.86 162.13 6.73 4.0% 0.74 0.4% 68% False False 515,212
80 168.86 160.43 8.43 5.1% 0.70 0.4% 74% False False 389,225
100 168.86 160.43 8.43 5.1% 0.63 0.4% 74% False False 312,323
120 168.86 160.12 8.74 5.2% 0.57 0.3% 75% False False 260,330
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 171.65
2.618 170.10
1.618 169.15
1.000 168.56
0.618 168.20
HIGH 167.61
0.618 167.25
0.500 167.14
0.382 167.02
LOW 166.66
0.618 166.07
1.000 165.71
1.618 165.12
2.618 164.17
4.250 162.62
Fisher Pivots for day following 16-Aug-2016
Pivot 1 day 3 day
R1 167.14 167.32
PP 166.99 167.11
S1 166.85 166.91

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

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