Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 03-Aug-2016
Day Change Summary
Previous Current
02-Aug-2016 03-Aug-2016 Change Change % Previous Week
Open 164.55 163.77 -0.78 -0.5% 163.74
High 164.60 164.19 -0.41 -0.2% 165.28
Low 163.68 163.77 0.09 0.1% 163.51
Close 163.88 163.94 0.06 0.0% 165.10
Range 0.92 0.42 -0.50 -54.3% 1.77
ATR 0.65 0.63 -0.02 -2.5% 0.00
Volume 780 6,564 5,784 741.5% 19,140
Daily Pivots for day following 03-Aug-2016
Classic Woodie Camarilla DeMark
R4 165.23 165.00 164.17
R3 164.81 164.58 164.06
R2 164.39 164.39 164.02
R1 164.16 164.16 163.98 164.28
PP 163.97 163.97 163.97 164.02
S1 163.74 163.74 163.90 163.86
S2 163.55 163.55 163.86
S3 163.13 163.32 163.82
S4 162.71 162.90 163.71
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 169.94 169.29 166.07
R3 168.17 167.52 165.59
R2 166.40 166.40 165.42
R1 165.75 165.75 165.26 166.08
PP 164.63 164.63 164.63 164.79
S1 163.98 163.98 164.94 164.31
S2 162.86 162.86 164.78
S3 161.09 162.21 164.61
S4 159.32 160.44 164.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.28 163.68 1.60 1.0% 0.59 0.4% 16% False False 6,372
10 165.28 163.04 2.24 1.4% 0.62 0.4% 40% False False 4,422
20 165.37 163.04 2.33 1.4% 0.55 0.3% 39% False False 3,110
40 165.63 161.11 4.52 2.8% 0.54 0.3% 63% False False 1,567
60 165.63 159.75 5.88 3.6% 0.40 0.2% 71% False False 1,047
80 165.63 159.13 6.50 4.0% 0.36 0.2% 74% False False 786
100 165.63 158.67 6.96 4.2% 0.28 0.2% 76% False False 629
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 165.98
2.618 165.29
1.618 164.87
1.000 164.61
0.618 164.45
HIGH 164.19
0.618 164.03
0.500 163.98
0.382 163.93
LOW 163.77
0.618 163.51
1.000 163.35
1.618 163.09
2.618 162.67
4.250 161.99
Fisher Pivots for day following 03-Aug-2016
Pivot 1 day 3 day
R1 163.98 164.35
PP 163.97 164.21
S1 163.95 164.08

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

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