Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 06-Sep-2016
Day Change Summary
Previous Current
02-Sep-2016 06-Sep-2016 Change Change % Previous Week
Open 167.34 167.29 -0.05 0.0% 166.96
High 167.70 168.21 0.51 0.3% 167.86
Low 166.92 167.15 0.23 0.1% 166.55
Close 166.96 168.06 1.10 0.7% 166.96
Range 0.78 1.06 0.28 35.9% 1.31
ATR 0.70 0.74 0.04 5.6% 0.00
Volume 962,973 272,180 -690,793 -71.7% 3,900,686
Daily Pivots for day following 06-Sep-2016
Classic Woodie Camarilla DeMark
R4 170.99 170.58 168.64
R3 169.93 169.52 168.35
R2 168.87 168.87 168.25
R1 168.46 168.46 168.16 168.67
PP 167.81 167.81 167.81 167.91
S1 167.40 167.40 167.96 167.61
S2 166.75 166.75 167.87
S3 165.69 166.34 167.77
S4 164.63 165.28 167.48
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
5 168.21 166.92 1.29 0.8% 0.67 0.4% 88% True False 728,556
10 168.21 166.55 1.66 1.0% 0.67 0.4% 91% True False 586,014
20 168.21 166.55 1.66 1.0% 0.68 0.4% 91% True False 509,160
40 168.21 165.63 2.58 1.5% 0.72 0.4% 94% True False 512,990
60 168.86 163.52 5.34 3.2% 0.77 0.5% 85% False False 542,770
80 168.86 162.12 6.74 4.0% 0.71 0.4% 88% False False 482,498
100 168.86 160.43 8.43 5.0% 0.68 0.4% 91% False False 387,645
120 168.86 160.43 8.43 5.0% 0.62 0.4% 91% False False 323,521
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 172.72
2.618 170.99
1.618 169.93
1.000 169.27
0.618 168.87
HIGH 168.21
0.618 167.81
0.500 167.68
0.382 167.55
LOW 167.15
0.618 166.49
1.000 166.09
1.618 165.43
2.618 164.37
4.250 162.65
Fisher Pivots for day following 06-Sep-2016
Pivot 1 day 3 day
R1 167.93 167.90
PP 167.81 167.73
S1 167.68 167.57

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.