Euro Bund Future September 2016


Trading Metrics calculated at close of trading on 31-Aug-2016
Day Change Summary
Previous Current
30-Aug-2016 31-Aug-2016 Change Change % Previous Week
Open 167.60 167.74 0.14 0.1% 166.90
High 167.86 167.76 -0.10 -0.1% 167.84
Low 167.37 167.25 -0.12 -0.1% 166.85
Close 167.73 167.38 -0.35 -0.2% 167.70
Range 0.49 0.51 0.02 4.1% 0.99
ATR 0.72 0.71 -0.02 -2.1% 0.00
Volume 579,312 928,286 348,974 60.2% 2,163,857
Daily Pivots for day following 31-Aug-2016
Classic Woodie Camarilla DeMark
R4 168.99 168.70 167.66
R3 168.48 168.19 167.52
R2 167.97 167.97 167.47
R1 167.68 167.68 167.43 167.57
PP 167.46 167.46 167.46 167.41
S1 167.17 167.17 167.33 167.06
S2 166.95 166.95 167.29
S3 166.44 166.66 167.24
S4 165.93 166.15 167.10
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 170.43 170.06 168.24
R3 169.44 169.07 167.97
R2 168.45 168.45 167.88
R1 168.08 168.08 167.79 168.27
PP 167.46 167.46 167.46 167.56
S1 167.09 167.09 167.61 167.28
S2 166.47 166.47 167.52
S3 165.48 166.10 167.43
S4 164.49 165.11 167.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 167.86 166.55 1.31 0.8% 0.72 0.4% 63% False False 573,495
10 167.86 166.55 1.31 0.8% 0.65 0.4% 63% False False 504,822
20 168.02 166.55 1.47 0.9% 0.67 0.4% 56% False False 465,306
40 168.06 165.63 2.43 1.5% 0.71 0.4% 72% False False 499,935
60 168.86 163.52 5.34 3.2% 0.75 0.4% 72% False False 534,836
80 168.86 162.12 6.74 4.0% 0.70 0.4% 78% False False 456,249
100 168.86 160.43 8.43 5.0% 0.66 0.4% 82% False False 366,506
120 168.86 160.12 8.74 5.2% 0.61 0.4% 83% False False 305,728
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 False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 169.93
2.618 169.10
1.618 168.59
1.000 168.27
0.618 168.08
HIGH 167.76
0.618 167.57
0.500 167.51
0.382 167.44
LOW 167.25
0.618 166.93
1.000 166.74
1.618 166.42
2.618 165.91
4.250 165.08
Fisher Pivots for day following 31-Aug-2016
Pivot 1 day 3 day
R1 167.51 167.32
PP 167.46 167.26
S1 167.42 167.21

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

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