Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 22-Aug-2016
Day Change Summary
Previous Current
19-Aug-2016 22-Aug-2016 Change Change % Previous Week
Open 164.77 164.18 -0.59 -0.4% 165.10
High 164.85 164.92 0.07 0.0% 165.10
Low 164.07 164.18 0.11 0.1% 163.95
Close 164.26 164.78 0.52 0.3% 164.26
Range 0.78 0.74 -0.04 -5.1% 1.15
ATR 0.65 0.65 0.01 1.0% 0.00
Volume 13,654 18,435 4,781 35.0% 45,398
Daily Pivots for day following 22-Aug-2016
Classic Woodie Camarilla DeMark
R4 166.85 166.55 165.19
R3 166.11 165.81 164.98
R2 165.37 165.37 164.92
R1 165.07 165.07 164.85 165.22
PP 164.63 164.63 164.63 164.70
S1 164.33 164.33 164.71 164.48
S2 163.89 163.89 164.64
S3 163.15 163.59 164.58
S4 162.41 162.85 164.37
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 167.89 167.22 164.89
R3 166.74 166.07 164.58
R2 165.59 165.59 164.47
R1 164.92 164.92 164.37 164.68
PP 164.44 164.44 164.44 164.32
S1 163.77 163.77 164.15 163.53
S2 163.29 163.29 164.05
S3 162.14 162.62 163.94
S4 160.99 161.47 163.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.96 163.95 1.01 0.6% 0.71 0.4% 82% False False 10,885
10 165.28 163.95 1.33 0.8% 0.62 0.4% 62% False False 7,553
20 165.28 163.67 1.61 1.0% 0.62 0.4% 69% False False 6,406
40 165.38 163.04 2.34 1.4% 0.58 0.4% 74% False False 3,773
60 165.63 160.30 5.33 3.2% 0.53 0.3% 84% False False 2,522
80 165.63 159.58 6.05 3.7% 0.46 0.3% 86% False False 1,892
100 165.63 159.13 6.50 3.9% 0.36 0.2% 87% False False 1,514
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 168.07
2.618 166.86
1.618 166.12
1.000 165.66
0.618 165.38
HIGH 164.92
0.618 164.64
0.500 164.55
0.382 164.46
LOW 164.18
0.618 163.72
1.000 163.44
1.618 162.98
2.618 162.24
4.250 161.04
Fisher Pivots for day following 22-Aug-2016
Pivot 1 day 3 day
R1 164.70 164.69
PP 164.63 164.60
S1 164.55 164.52

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

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