Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 23-Aug-2016
Day Change Summary
Previous Current
22-Aug-2016 23-Aug-2016 Change Change % Previous Week
Open 164.18 164.83 0.65 0.4% 165.10
High 164.92 165.10 0.18 0.1% 165.10
Low 164.18 164.66 0.48 0.3% 163.95
Close 164.78 164.95 0.17 0.1% 164.26
Range 0.74 0.44 -0.30 -40.5% 1.15
ATR 0.65 0.64 -0.02 -2.3% 0.00
Volume 18,435 29,236 10,801 58.6% 45,398
Daily Pivots for day following 23-Aug-2016
Classic Woodie Camarilla DeMark
R4 166.22 166.03 165.19
R3 165.78 165.59 165.07
R2 165.34 165.34 165.03
R1 165.15 165.15 164.99 165.25
PP 164.90 164.90 164.90 164.95
S1 164.71 164.71 164.91 164.81
S2 164.46 164.46 164.87
S3 164.02 164.27 164.83
S4 163.58 163.83 164.71
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
5 165.10 163.95 1.15 0.7% 0.62 0.4% 87% True False 16,329
10 165.28 163.95 1.33 0.8% 0.61 0.4% 75% False False 10,332
20 165.28 163.67 1.61 1.0% 0.62 0.4% 80% False False 7,616
40 165.38 163.04 2.34 1.4% 0.58 0.4% 82% False False 4,504
60 165.63 160.33 5.30 3.2% 0.54 0.3% 87% False False 3,010
80 165.63 159.58 6.05 3.7% 0.46 0.3% 89% False False 2,258
100 165.63 159.13 6.50 3.9% 0.37 0.2% 90% False False 1,806
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 0.10
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 166.97
2.618 166.25
1.618 165.81
1.000 165.54
0.618 165.37
HIGH 165.10
0.618 164.93
0.500 164.88
0.382 164.83
LOW 164.66
0.618 164.39
1.000 164.22
1.618 163.95
2.618 163.51
4.250 162.79
Fisher Pivots for day following 23-Aug-2016
Pivot 1 day 3 day
R1 164.93 164.83
PP 164.90 164.71
S1 164.88 164.59

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

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