Euro Bund Future September 2016

Trading Metrics calculated at close of trading on 01-Aug-2016

Day Change Summary
	Previous	Current
	29-Jul-2016	01-Aug-2016	Change	Change %	Previous Week
Open	167.05	167.84	0.79	0.5%	166.42
High	168.00	167.85	-0.15	-0.1%	168.00
Low	166.92	167.37	0.45	0.3%	166.16
Close	167.81	167.45	-0.36	-0.2%	167.81
Range	1.08	0.48	-0.60	-55.6%	1.84
ATR	0.83	0.80	-0.02	-3.0%	0.00
Volume	364,278	688,028	323,750	88.9%	2,444,513

Daily Pivots for day following 01-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	169.00	168.70	167.71
R3	168.52	168.22	167.58
R2	168.04	168.04	167.54
R1	167.74	167.74	167.49	167.65
PP	167.56	167.56	167.56	167.51
S1	167.26	167.26	167.41	167.17
S2	167.08	167.08	167.36
S3	166.60	166.78	167.32
S4	166.12	166.30	167.19

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	172.84	172.17	168.82
R3	171.00	170.33	168.32
R2	169.16	169.16	168.15
R1	168.49	168.49	167.98	168.83
PP	167.32	167.32	167.32	167.49
S1	166.65	166.65	167.64	166.99
S2	165.48	165.48	167.47
S3	163.64	164.81	167.30
S4	161.80	162.97	166.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	168.00	166.36	1.64	1.0%	0.78	0.5%	66%	False	False	527,387
10	168.00	165.63	2.37	1.4%	0.72	0.4%	77%	False	False	524,053
20	168.13	165.63	2.50	1.5%	0.73	0.4%	73%	False	False	538,032
40	168.86	163.52	5.34	3.2%	0.77	0.5%	74%	False	False	582,397
60	168.86	162.12	6.74	4.0%	0.70	0.4%	79%	False	False	435,283
80	168.86	160.43	8.43	5.0%	0.65	0.4%	83%	False	False	328,161
100	168.86	160.12	8.74	5.2%	0.60	0.4%	84%	False	False	262,819
120	168.86	160.12	8.74	5.2%	0.51	0.3%	84%	False	False	219,019

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	169.89
2.618	169.11
1.618	168.63
1.000	168.33
0.618	168.15
HIGH	167.85
0.618	167.67
0.500	167.61
0.382	167.55
LOW	167.37
0.618	167.07
1.000	166.89
1.618	166.59
2.618	166.11
4.250	165.33

Fisher Pivots for day following 01-Aug-2016
Pivot	1 day	3 day
R1	167.61	167.46
PP	167.56	167.46
S1	167.50	167.45

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