Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 15-Aug-2016
Day Change Summary
Previous Current
12-Aug-2016 15-Aug-2016 Change Change % Previous Week
Open 164.77 165.10 0.33 0.2% 164.13
High 165.24 165.10 -0.14 -0.1% 165.28
Low 164.76 164.52 -0.24 -0.1% 164.11
Close 165.07 164.53 -0.54 -0.3% 165.07
Range 0.48 0.58 0.10 20.8% 1.17
ATR 0.61 0.61 0.00 -0.4% 0.00
Volume 8,242 9,405 1,163 14.1% 16,621
Daily Pivots for day following 15-Aug-2016
Classic Woodie Camarilla DeMark
R4 166.46 166.07 164.85
R3 165.88 165.49 164.69
R2 165.30 165.30 164.64
R1 164.91 164.91 164.58 164.82
PP 164.72 164.72 164.72 164.67
S1 164.33 164.33 164.48 164.24
S2 164.14 164.14 164.42
S3 163.56 163.75 164.37
S4 162.98 163.17 164.21
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 168.33 167.87 165.71
R3 167.16 166.70 165.39
R2 165.99 165.99 165.28
R1 165.53 165.53 165.18 165.76
PP 164.82 164.82 164.82 164.94
S1 164.36 164.36 164.96 164.59
S2 163.65 163.65 164.86
S3 162.48 163.19 164.75
S4 161.31 162.02 164.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.28 164.33 0.95 0.6% 0.52 0.3% 21% False False 4,220
10 165.28 163.68 1.60 1.0% 0.58 0.4% 53% False False 4,145
20 165.28 163.04 2.24 1.4% 0.57 0.3% 67% False False 4,561
40 165.63 161.11 4.52 2.7% 0.59 0.4% 76% False False 2,416
60 165.63 159.84 5.79 3.5% 0.47 0.3% 81% False False 1,615
80 165.63 159.13 6.50 4.0% 0.41 0.2% 83% False False 1,212
100 165.63 159.13 6.50 4.0% 0.33 0.2% 83% False False 970
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 167.57
2.618 166.62
1.618 166.04
1.000 165.68
0.618 165.46
HIGH 165.10
0.618 164.88
0.500 164.81
0.382 164.74
LOW 164.52
0.618 164.16
1.000 163.94
1.618 163.58
2.618 163.00
4.250 162.06
Fisher Pivots for day following 15-Aug-2016
Pivot 1 day 3 day
R1 164.81 164.90
PP 164.72 164.78
S1 164.62 164.65

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

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