Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 18-Aug-2016
Day Change Summary
Previous Current
17-Aug-2016 18-Aug-2016 Change Change % Previous Week
Open 166.82 167.24 0.42 0.3% 166.98
High 167.31 167.68 0.37 0.2% 168.02
Low 166.65 167.16 0.51 0.3% 166.76
Close 166.95 167.46 0.51 0.3% 167.78
Range 0.66 0.52 -0.14 -21.2% 1.26
ATR 0.75 0.74 0.00 -0.2% 0.00
Volume 400,111 414,153 14,042 3.5% 2,022,676
Daily Pivots for day following 18-Aug-2016
Classic Woodie Camarilla DeMark
R4 168.99 168.75 167.75
R3 168.47 168.23 167.60
R2 167.95 167.95 167.56
R1 167.71 167.71 167.51 167.83
PP 167.43 167.43 167.43 167.50
S1 167.19 167.19 167.41 167.31
S2 166.91 166.91 167.36
S3 166.39 166.67 167.32
S4 165.87 166.15 167.17
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
5 167.97 166.65 1.32 0.8% 0.68 0.4% 61% False False 433,339
10 168.02 166.65 1.37 0.8% 0.63 0.4% 59% False False 424,540
20 168.02 166.01 2.01 1.2% 0.71 0.4% 72% False False 465,376
40 168.86 163.52 5.34 3.2% 0.82 0.5% 74% False False 520,429
60 168.86 162.13 6.73 4.0% 0.74 0.4% 79% False False 527,859
80 168.86 160.52 8.34 5.0% 0.70 0.4% 83% False False 399,275
100 168.86 160.43 8.43 5.0% 0.64 0.4% 83% False False 320,448
120 168.86 160.12 8.74 5.2% 0.58 0.3% 84% False False 267,116
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 169.89
2.618 169.04
1.618 168.52
1.000 168.20
0.618 168.00
HIGH 167.68
0.618 167.48
0.500 167.42
0.382 167.36
LOW 167.16
0.618 166.84
1.000 166.64
1.618 166.32
2.618 165.80
4.250 164.95
Fisher Pivots for day following 18-Aug-2016
Pivot 1 day 3 day
R1 167.45 167.36
PP 167.43 167.26
S1 167.42 167.17

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

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