Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 02-Sep-2016
Day Change Summary
Previous Current
01-Sep-2016 02-Sep-2016 Change Change % Previous Week
Open 167.26 167.34 0.08 0.0% 166.96
High 167.48 167.70 0.22 0.1% 167.86
Low 166.95 166.92 -0.03 0.0% 166.55
Close 167.38 166.96 -0.42 -0.3% 166.96
Range 0.53 0.78 0.25 47.2% 1.31
ATR 0.69 0.70 0.01 0.9% 0.00
Volume 900,033 962,973 62,940 7.0% 3,900,686
Daily Pivots for day following 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 169.53 169.03 167.39
R3 168.75 168.25 167.17
R2 167.97 167.97 167.10
R1 167.47 167.47 167.03 167.33
PP 167.19 167.19 167.19 167.13
S1 166.69 166.69 166.89 166.55
S2 166.41 166.41 166.82
S3 165.63 165.91 166.75
S4 164.85 165.13 166.53
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 171.05 170.32 167.68
R3 169.74 169.01 167.32
R2 168.43 168.43 167.20
R1 167.70 167.70 167.08 167.62
PP 167.12 167.12 167.12 167.08
S1 166.39 166.39 166.84 166.31
S2 165.81 165.81 166.72
S3 164.50 165.08 166.60
S4 163.19 163.77 166.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 167.86 166.55 1.31 0.8% 0.70 0.4% 31% False False 780,137
10 167.86 166.55 1.31 0.8% 0.65 0.4% 31% False False 606,454
20 168.02 166.55 1.47 0.9% 0.65 0.4% 28% False False 517,462
40 168.05 165.63 2.42 1.4% 0.71 0.4% 55% False False 524,079
60 168.86 163.52 5.34 3.2% 0.75 0.5% 64% False False 547,498
80 168.86 162.12 6.74 4.0% 0.71 0.4% 72% False False 479,262
100 168.86 160.43 8.43 5.0% 0.67 0.4% 77% False False 384,929
120 168.86 160.12 8.74 5.2% 0.61 0.4% 78% False False 321,253
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 171.02
2.618 169.74
1.618 168.96
1.000 168.48
0.618 168.18
HIGH 167.70
0.618 167.40
0.500 167.31
0.382 167.22
LOW 166.92
0.618 166.44
1.000 166.14
1.618 165.66
2.618 164.88
4.250 163.61
Fisher Pivots for day following 02-Sep-2016
Pivot 1 day 3 day
R1 167.31 167.34
PP 167.19 167.21
S1 167.08 167.09

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.