Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 30-Aug-2016
Day Change Summary
Previous Current
29-Aug-2016 30-Aug-2016 Change Change % Previous Week
Open 164.29 164.89 0.60 0.4% 164.18
High 165.04 165.14 0.10 0.1% 165.10
Low 163.78 164.66 0.88 0.5% 164.18
Close 164.86 165.02 0.16 0.1% 164.98
Range 1.26 0.48 -0.78 -61.9% 0.92
ATR 0.67 0.65 -0.01 -2.0% 0.00
Volume 41,684 67,842 26,158 62.8% 140,497
Daily Pivots for day following 30-Aug-2016
Classic Woodie Camarilla DeMark
R4 166.38 166.18 165.28
R3 165.90 165.70 165.15
R2 165.42 165.42 165.11
R1 165.22 165.22 165.06 165.32
PP 164.94 164.94 164.94 164.99
S1 164.74 164.74 164.98 164.84
S2 164.46 164.46 164.93
S3 163.98 164.26 164.89
S4 163.50 163.78 164.76
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 167.51 167.17 165.49
R3 166.59 166.25 165.23
R2 165.67 165.67 165.15
R1 165.33 165.33 165.06 165.50
PP 164.75 164.75 164.75 164.84
S1 164.41 164.41 164.90 164.58
S2 163.83 163.83 164.81
S3 162.91 163.49 164.73
S4 161.99 162.57 164.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.14 163.78 1.36 0.8% 0.67 0.4% 91% True False 40,470
10 165.14 163.78 1.36 0.8% 0.64 0.4% 91% True False 28,399
20 165.28 163.77 1.51 0.9% 0.61 0.4% 83% False False 16,334
40 165.38 163.04 2.34 1.4% 0.58 0.4% 85% False False 9,559
60 165.63 161.11 4.52 2.7% 0.57 0.3% 87% False False 6,380
80 165.63 159.75 5.88 3.6% 0.47 0.3% 90% False False 4,787
100 165.63 159.13 6.50 3.9% 0.40 0.2% 91% False False 3,830
120 165.63 158.67 6.96 4.2% 0.34 0.2% 91% False False 3,191
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 0.18
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 167.18
2.618 166.40
1.618 165.92
1.000 165.62
0.618 165.44
HIGH 165.14
0.618 164.96
0.500 164.90
0.382 164.84
LOW 164.66
0.618 164.36
1.000 164.18
1.618 163.88
2.618 163.40
4.250 162.62
Fisher Pivots for day following 30-Aug-2016
Pivot 1 day 3 day
R1 164.98 164.83
PP 164.94 164.65
S1 164.90 164.46

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

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