Euro Bund Future September 2016

Trading Metrics calculated at close of trading on 28-Jul-2016

Day Change Summary
	Previous	Current
	27-Jul-2016	28-Jul-2016	Change	Change %	Previous Week
Open	166.54	167.55	1.01	0.6%	166.27
High	167.61	167.62	0.01	0.0%	166.87
Low	166.36	167.12	0.76	0.5%	165.63
Close	167.36	167.41	0.05	0.0%	166.37
Range	1.25	0.50	-0.75	-60.0%	1.24
ATR	0.83	0.81	-0.02	-2.8%	0.00
Volume	455,486	603,893	148,407	32.6%	2,644,126

Daily Pivots for day following 28-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	168.88	168.65	167.69
R3	168.38	168.15	167.55
R2	167.88	167.88	167.50
R1	167.65	167.65	167.46	167.52
PP	167.38	167.38	167.38	167.32
S1	167.15	167.15	167.36	167.02
S2	166.88	166.88	167.32
S3	166.38	166.65	167.27
S4	165.88	166.15	167.14

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	170.01	169.43	167.05
R3	168.77	168.19	166.71
R2	167.53	167.53	166.60
R1	166.95	166.95	166.48	167.24
PP	166.29	166.29	166.29	166.44
S1	165.71	165.71	166.26	166.00
S2	165.05	165.05	166.14
S3	163.81	164.47	166.03
S4	162.57	163.23	165.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	167.62	166.01	1.61	1.0%	0.73	0.4%	87%	True	False	496,720
10	167.62	165.63	1.99	1.2%	0.70	0.4%	89%	True	False	518,730
20	168.13	165.51	2.62	1.6%	0.80	0.5%	73%	False	False	529,444
40	168.86	162.85	6.01	3.6%	0.77	0.5%	76%	False	False	597,226
60	168.86	161.74	7.12	4.3%	0.70	0.4%	80%	False	False	418,061
80	168.86	160.43	8.43	5.0%	0.64	0.4%	83%	False	False	315,104
100	168.86	160.12	8.74	5.2%	0.59	0.4%	83%	False	False	252,299
120	168.86	160.12	8.74	5.2%	0.50	0.3%	83%	False	False	210,250

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	0.16
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	169.75
2.618	168.93
1.618	168.43
1.000	168.12
0.618	167.93
HIGH	167.62
0.618	167.43
0.500	167.37
0.382	167.31
LOW	167.12
0.618	166.81
1.000	166.62
1.618	166.31
2.618	165.81
4.250	165.00

Fisher Pivots for day following 28-Jul-2016
Pivot	1 day	3 day
R1	167.40	167.27
PP	167.38	167.13
S1	167.37	166.99

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols