Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 23-Aug-2016
Day Change Summary
Previous Current
22-Aug-2016 23-Aug-2016 Change Change % Previous Week
Open 166.90 167.50 0.60 0.4% 167.65
High 167.65 167.84 0.19 0.1% 167.86
Low 166.85 167.37 0.52 0.3% 166.65
Close 167.50 167.67 0.17 0.1% 166.97
Range 0.80 0.47 -0.33 -41.3% 1.21
ATR 0.75 0.73 -0.02 -2.7% 0.00
Volume 476,583 401,549 -75,034 -15.7% 2,262,030
Daily Pivots for day following 23-Aug-2016
Classic Woodie Camarilla DeMark
R4 169.04 168.82 167.93
R3 168.57 168.35 167.80
R2 168.10 168.10 167.76
R1 167.88 167.88 167.71 167.99
PP 167.63 167.63 167.63 167.68
S1 167.41 167.41 167.63 167.52
S2 167.16 167.16 167.58
S3 166.69 166.94 167.54
S4 166.22 166.47 167.41
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
5 167.84 166.65 1.19 0.7% 0.66 0.4% 86% True False 424,985
10 168.02 166.65 1.37 0.8% 0.67 0.4% 74% False False 423,384
20 168.02 166.36 1.66 1.0% 0.72 0.4% 79% False False 459,698
40 168.13 165.51 2.62 1.6% 0.74 0.4% 82% False False 502,365
60 168.86 162.36 6.50 3.9% 0.75 0.4% 82% False False 547,910
80 168.86 160.79 8.07 4.8% 0.70 0.4% 85% False False 415,480
100 168.86 160.43 8.43 5.0% 0.65 0.4% 86% False False 333,496
120 168.86 160.12 8.74 5.2% 0.60 0.4% 86% False False 278,038
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 169.84
2.618 169.07
1.618 168.60
1.000 168.31
0.618 168.13
HIGH 167.84
0.618 167.66
0.500 167.61
0.382 167.55
LOW 167.37
0.618 167.08
1.000 166.90
1.618 166.61
2.618 166.14
4.250 165.37
Fisher Pivots for day following 23-Aug-2016
Pivot 1 day 3 day
R1 167.65 167.55
PP 167.63 167.42
S1 167.61 167.30

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

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