Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 19-Jul-2016
Day Change Summary
Previous Current
18-Jul-2016 19-Jul-2016 Change Change % Previous Week
Open 163.76 164.01 0.25 0.2% 165.11
High 163.76 164.08 0.32 0.2% 165.25
Low 163.66 163.73 0.07 0.0% 163.37
Close 163.66 163.80 0.14 0.1% 163.37
Range 0.10 0.35 0.25 250.0% 1.88
ATR 0.65 0.63 -0.02 -2.5% 0.00
Volume 2,417 11,807 9,390 388.5% 2,048
Daily Pivots for day following 19-Jul-2016
Classic Woodie Camarilla DeMark
R4 164.92 164.71 163.99
R3 164.57 164.36 163.90
R2 164.22 164.22 163.86
R1 164.01 164.01 163.83 163.94
PP 163.87 163.87 163.87 163.84
S1 163.66 163.66 163.77 163.59
S2 163.52 163.52 163.74
S3 163.17 163.31 163.70
S4 162.82 162.96 163.61
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 169.64 168.38 164.40
R3 167.76 166.50 163.89
R2 165.88 165.88 163.71
R1 164.62 164.62 163.54 164.31
PP 164.00 164.00 164.00 163.84
S1 162.74 162.74 163.20 162.43
S2 162.12 162.12 163.03
S3 160.24 160.86 162.85
S4 158.36 158.98 162.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.64 163.37 1.27 0.8% 0.50 0.3% 34% False False 3,205
10 165.38 163.37 2.01 1.2% 0.49 0.3% 21% False False 1,693
20 165.63 161.11 4.52 2.8% 0.61 0.4% 60% False False 861
40 165.63 159.98 5.65 3.4% 0.43 0.3% 68% False False 438
60 165.63 159.35 6.28 3.8% 0.36 0.2% 71% False False 293
80 165.63 159.13 6.50 4.0% 0.27 0.2% 72% False False 219
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 0.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 165.57
2.618 165.00
1.618 164.65
1.000 164.43
0.618 164.30
HIGH 164.08
0.618 163.95
0.500 163.91
0.382 163.86
LOW 163.73
0.618 163.51
1.000 163.38
1.618 163.16
2.618 162.81
4.250 162.24
Fisher Pivots for day following 19-Jul-2016
Pivot 1 day 3 day
R1 163.91 163.78
PP 163.87 163.75
S1 163.84 163.73

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

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