Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 22-Aug-2016
Day Change Summary
Previous Current
19-Aug-2016 22-Aug-2016 Change Change % Previous Week
Open 167.46 166.90 -0.56 -0.3% 167.65
High 167.59 167.65 0.06 0.0% 167.86
Low 166.76 166.85 0.09 0.1% 166.65
Close 166.97 167.50 0.53 0.3% 166.97
Range 0.83 0.80 -0.03 -3.6% 1.21
ATR 0.75 0.75 0.00 0.5% 0.00
Volume 432,532 476,583 44,051 10.2% 2,262,030
Daily Pivots for day following 22-Aug-2016
Classic Woodie Camarilla DeMark
R4 169.73 169.42 167.94
R3 168.93 168.62 167.72
R2 168.13 168.13 167.65
R1 167.82 167.82 167.57 167.98
PP 167.33 167.33 167.33 167.41
S1 167.02 167.02 167.43 167.18
S2 166.53 166.53 167.35
S3 165.73 166.22 167.28
S4 164.93 165.42 167.06
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 170.79 170.09 167.64
R3 169.58 168.88 167.30
R2 168.37 168.37 167.19
R1 167.67 167.67 167.08 167.42
PP 167.16 167.16 167.16 167.03
S1 166.46 166.46 166.86 166.21
S2 165.95 165.95 166.75
S3 164.74 165.25 166.64
S4 163.53 164.04 166.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 167.68 166.65 1.03 0.6% 0.75 0.4% 83% False False 436,423
10 168.02 166.65 1.37 0.8% 0.69 0.4% 62% False False 432,307
20 168.02 166.36 1.66 1.0% 0.73 0.4% 69% False False 465,883
40 168.13 165.51 2.62 1.6% 0.76 0.5% 76% False False 505,594
60 168.86 162.36 6.50 3.9% 0.75 0.4% 79% False False 541,508
80 168.86 160.56 8.30 5.0% 0.70 0.4% 84% False False 410,488
100 168.86 160.43 8.43 5.0% 0.64 0.4% 84% False False 329,504
120 168.86 160.12 8.74 5.2% 0.59 0.4% 84% False False 274,691
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 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 171.05
2.618 169.74
1.618 168.94
1.000 168.45
0.618 168.14
HIGH 167.65
0.618 167.34
0.500 167.25
0.382 167.16
LOW 166.85
0.618 166.36
1.000 166.05
1.618 165.56
2.618 164.76
4.250 163.45
Fisher Pivots for day following 22-Aug-2016
Pivot 1 day 3 day
R1 167.42 167.41
PP 167.33 167.31
S1 167.25 167.22

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

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