Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 25-Aug-2016
Day Change Summary
Previous Current
24-Aug-2016 25-Aug-2016 Change Change % Previous Week
Open 167.67 167.60 -0.07 0.0% 167.65
High 167.73 167.64 -0.09 -0.1% 167.86
Low 167.44 167.12 -0.32 -0.2% 166.65
Close 167.56 167.47 -0.09 -0.1% 166.97
Range 0.29 0.52 0.23 79.3% 1.21
ATR 0.70 0.69 -0.01 -1.9% 0.00
Volume 455,930 478,784 22,854 5.0% 2,262,030
Daily Pivots for day following 25-Aug-2016
Classic Woodie Camarilla DeMark
R4 168.97 168.74 167.76
R3 168.45 168.22 167.61
R2 167.93 167.93 167.57
R1 167.70 167.70 167.52 167.56
PP 167.41 167.41 167.41 167.34
S1 167.18 167.18 167.42 167.04
S2 166.89 166.89 167.37
S3 166.37 166.66 167.33
S4 165.85 166.14 167.18
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 170.79 170.09 167.64
R3 169.58 168.88 167.30
R2 168.37 168.37 167.19
R1 167.67 167.67 167.08 167.42
PP 167.16 167.16 167.16 167.03
S1 166.46 166.46 166.86 166.21
S2 165.95 165.95 166.75
S3 164.74 165.25 166.64
S4 163.53 164.04 166.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 167.84 166.76 1.08 0.6% 0.58 0.3% 66% False False 449,075
10 167.97 166.65 1.32 0.8% 0.63 0.4% 62% False False 441,207
20 168.02 166.38 1.64 1.0% 0.67 0.4% 66% False False 453,465
40 168.13 165.51 2.62 1.6% 0.74 0.4% 75% False False 491,455
60 168.86 162.85 6.01 3.6% 0.74 0.4% 77% False False 549,306
80 168.86 161.74 7.12 4.3% 0.69 0.4% 80% False False 426,912
100 168.86 160.43 8.43 5.0% 0.65 0.4% 84% False False 342,776
120 168.86 160.12 8.74 5.2% 0.60 0.4% 84% False False 285,827
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 169.85
2.618 169.00
1.618 168.48
1.000 168.16
0.618 167.96
HIGH 167.64
0.618 167.44
0.500 167.38
0.382 167.32
LOW 167.12
0.618 166.80
1.000 166.60
1.618 166.28
2.618 165.76
4.250 164.91
Fisher Pivots for day following 25-Aug-2016
Pivot 1 day 3 day
R1 167.44 167.48
PP 167.41 167.48
S1 167.38 167.47

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

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