Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 07-Sep-2016
Day Change Summary
Previous Current
06-Sep-2016 07-Sep-2016 Change Change % Previous Week
Open 167.29 168.12 0.83 0.5% 166.96
High 168.21 168.42 0.21 0.1% 167.86
Low 167.15 168.06 0.91 0.5% 166.55
Close 168.06 168.32 0.26 0.2% 166.96
Range 1.06 0.36 -0.70 -66.0% 1.31
ATR 0.74 0.71 -0.03 -3.7% 0.00
Volume 272,180 272,180 0 0.0% 3,900,686
Daily Pivots for day following 07-Sep-2016
Classic Woodie Camarilla DeMark
R4 169.35 169.19 168.52
R3 168.99 168.83 168.42
R2 168.63 168.63 168.39
R1 168.47 168.47 168.35 168.55
PP 168.27 168.27 168.27 168.31
S1 168.11 168.11 168.29 168.19
S2 167.91 167.91 168.25
S3 167.55 167.75 168.22
S4 167.19 167.39 168.12
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
5 168.42 166.92 1.50 0.9% 0.65 0.4% 93% True False 667,130
10 168.42 166.55 1.87 1.1% 0.66 0.4% 95% True False 573,077
20 168.42 166.55 1.87 1.1% 0.67 0.4% 95% True False 498,230
40 168.42 165.63 2.79 1.7% 0.70 0.4% 96% True False 504,478
60 168.86 163.52 5.34 3.2% 0.77 0.5% 90% False False 534,179
80 168.86 162.12 6.74 4.0% 0.71 0.4% 92% False False 485,763
100 168.86 160.43 8.43 5.0% 0.68 0.4% 94% False False 390,349
120 168.86 160.43 8.43 5.0% 0.62 0.4% 94% False False 325,789
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 False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 169.95
2.618 169.36
1.618 169.00
1.000 168.78
0.618 168.64
HIGH 168.42
0.618 168.28
0.500 168.24
0.382 168.20
LOW 168.06
0.618 167.84
1.000 167.70
1.618 167.48
2.618 167.12
4.250 166.53
Fisher Pivots for day following 07-Sep-2016
Pivot 1 day 3 day
R1 168.29 168.10
PP 168.27 167.89
S1 168.24 167.67

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

View Archives - Comment on this page... - Back to Index of Symbols