Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 06-Sep-2016
Day Change Summary
Previous Current
02-Sep-2016 06-Sep-2016 Change Change % Previous Week
Open 164.65 164.56 -0.09 -0.1% 164.29
High 164.98 165.47 0.49 0.3% 165.14
Low 164.22 164.44 0.22 0.1% 163.78
Close 164.27 165.32 1.05 0.6% 164.27
Range 0.76 1.03 0.27 35.5% 1.36
ATR 0.64 0.68 0.04 6.2% 0.00
Volume 763,933 817,648 53,715 7.0% 1,566,059
Daily Pivots for day following 06-Sep-2016
Classic Woodie Camarilla DeMark
R4 168.17 167.77 165.89
R3 167.14 166.74 165.60
R2 166.11 166.11 165.51
R1 165.71 165.71 165.41 165.91
PP 165.08 165.08 165.08 165.18
S1 164.68 164.68 165.23 164.88
S2 164.05 164.05 165.13
S3 163.02 163.65 165.04
S4 161.99 162.62 164.75
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 168.48 167.73 165.02
R3 167.12 166.37 164.64
R2 165.76 165.76 164.52
R1 165.01 165.01 164.39 164.71
PP 164.40 164.40 164.40 164.24
S1 163.65 163.65 164.15 163.35
S2 163.04 163.04 164.02
S3 161.68 162.29 163.90
S4 160.32 160.93 163.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.47 164.22 1.25 0.8% 0.66 0.4% 88% True False 468,404
10 165.47 163.78 1.69 1.0% 0.66 0.4% 91% True False 250,576
20 165.47 163.78 1.69 1.0% 0.64 0.4% 91% True False 129,065
40 165.47 163.04 2.43 1.5% 0.61 0.4% 94% True False 66,395
60 165.63 161.11 4.52 2.7% 0.60 0.4% 93% False False 44,282
80 165.63 159.75 5.88 3.6% 0.48 0.3% 95% False False 33,214
100 165.63 159.13 6.50 3.9% 0.43 0.3% 95% False False 26,572
120 165.63 159.13 6.50 3.9% 0.36 0.2% 95% False False 22,143
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 169.85
2.618 168.17
1.618 167.14
1.000 166.50
0.618 166.11
HIGH 165.47
0.618 165.08
0.500 164.96
0.382 164.83
LOW 164.44
0.618 163.80
1.000 163.41
1.618 162.77
2.618 161.74
4.250 160.06
Fisher Pivots for day following 06-Sep-2016
Pivot 1 day 3 day
R1 165.20 165.16
PP 165.08 165.00
S1 164.96 164.85

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

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