Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 24-Aug-2016
Day Change Summary
Previous Current
23-Aug-2016 24-Aug-2016 Change Change % Previous Week
Open 167.50 167.67 0.17 0.1% 167.65
High 167.84 167.73 -0.11 -0.1% 167.86
Low 167.37 167.44 0.07 0.0% 166.65
Close 167.67 167.56 -0.11 -0.1% 166.97
Range 0.47 0.29 -0.18 -38.3% 1.21
ATR 0.73 0.70 -0.03 -4.3% 0.00
Volume 401,549 455,930 54,381 13.5% 2,262,030
Daily Pivots for day following 24-Aug-2016
Classic Woodie Camarilla DeMark
R4 168.45 168.29 167.72
R3 168.16 168.00 167.64
R2 167.87 167.87 167.61
R1 167.71 167.71 167.59 167.65
PP 167.58 167.58 167.58 167.54
S1 167.42 167.42 167.53 167.36
S2 167.29 167.29 167.51
S3 167.00 167.13 167.48
S4 166.71 166.84 167.40
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
5 167.84 166.76 1.08 0.6% 0.58 0.3% 74% False False 436,149
10 168.02 166.65 1.37 0.8% 0.65 0.4% 66% False False 430,788
20 168.02 166.38 1.64 1.0% 0.67 0.4% 72% False False 459,720
40 168.13 165.51 2.62 1.6% 0.74 0.4% 78% False False 500,769
60 168.86 162.85 6.01 3.6% 0.74 0.4% 78% False False 550,465
80 168.86 160.97 7.89 4.7% 0.70 0.4% 84% False False 421,097
100 168.86 160.43 8.43 5.0% 0.65 0.4% 85% False False 338,034
120 168.86 160.12 8.74 5.2% 0.60 0.4% 85% False False 281,837
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 78 trading days
Fibonacci Retracements and Extensions
4.250 168.96
2.618 168.49
1.618 168.20
1.000 168.02
0.618 167.91
HIGH 167.73
0.618 167.62
0.500 167.59
0.382 167.55
LOW 167.44
0.618 167.26
1.000 167.15
1.618 166.97
2.618 166.68
4.250 166.21
Fisher Pivots for day following 24-Aug-2016
Pivot 1 day 3 day
R1 167.59 167.49
PP 167.58 167.42
S1 167.57 167.35

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

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