Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 17-Aug-2016
Day Change Summary
Previous Current
16-Aug-2016 17-Aug-2016 Change Change % Previous Week
Open 167.40 166.82 -0.58 -0.3% 166.98
High 167.61 167.31 -0.30 -0.2% 168.02
Low 166.66 166.65 -0.01 0.0% 166.76
Close 166.70 166.95 0.25 0.1% 167.78
Range 0.95 0.66 -0.29 -30.5% 1.26
ATR 0.75 0.75 -0.01 -0.9% 0.00
Volume 458,737 400,111 -58,626 -12.8% 2,022,676
Daily Pivots for day following 17-Aug-2016
Classic Woodie Camarilla DeMark
R4 168.95 168.61 167.31
R3 168.29 167.95 167.13
R2 167.63 167.63 167.07
R1 167.29 167.29 167.01 167.46
PP 166.97 166.97 166.97 167.06
S1 166.63 166.63 166.89 166.80
S2 166.31 166.31 166.83
S3 165.65 165.97 166.77
S4 164.99 165.31 166.59
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
5 168.02 166.65 1.37 0.8% 0.72 0.4% 22% False True 425,427
10 168.02 166.56 1.46 0.9% 0.70 0.4% 27% False False 425,791
20 168.02 165.63 2.39 1.4% 0.73 0.4% 55% False False 468,740
40 168.86 163.52 5.34 3.2% 0.82 0.5% 64% False False 528,504
60 168.86 162.13 6.73 4.0% 0.74 0.4% 72% False False 521,568
80 168.86 160.43 8.43 5.0% 0.70 0.4% 77% False False 394,179
100 168.86 160.43 8.43 5.0% 0.63 0.4% 77% False False 316,317
120 168.86 160.12 8.74 5.2% 0.58 0.3% 78% False False 263,664
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 0.16
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 170.12
2.618 169.04
1.618 168.38
1.000 167.97
0.618 167.72
HIGH 167.31
0.618 167.06
0.500 166.98
0.382 166.90
LOW 166.65
0.618 166.24
1.000 165.99
1.618 165.58
2.618 164.92
4.250 163.85
Fisher Pivots for day following 17-Aug-2016
Pivot 1 day 3 day
R1 166.98 167.26
PP 166.97 167.15
S1 166.96 167.05

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

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