Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 20-Jul-2016
Day Change Summary
Previous Current
19-Jul-2016 20-Jul-2016 Change Change % Previous Week
Open 164.01 163.92 -0.09 -0.1% 165.11
High 164.08 164.01 -0.07 0.0% 165.25
Low 163.73 163.54 -0.19 -0.1% 163.37
Close 163.80 163.62 -0.18 -0.1% 163.37
Range 0.35 0.47 0.12 34.3% 1.88
ATR 0.63 0.62 -0.01 -1.8% 0.00
Volume 11,807 1,079 -10,728 -90.9% 2,048
Daily Pivots for day following 20-Jul-2016
Classic Woodie Camarilla DeMark
R4 165.13 164.85 163.88
R3 164.66 164.38 163.75
R2 164.19 164.19 163.71
R1 163.91 163.91 163.66 163.82
PP 163.72 163.72 163.72 163.68
S1 163.44 163.44 163.58 163.35
S2 163.25 163.25 163.53
S3 162.78 162.97 163.49
S4 162.31 162.50 163.36
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
5 164.44 163.37 1.07 0.7% 0.49 0.3% 23% False False 3,416
10 165.37 163.37 2.00 1.2% 0.49 0.3% 13% False False 1,798
20 165.63 161.11 4.52 2.8% 0.62 0.4% 56% False False 914
40 165.63 159.98 5.65 3.5% 0.44 0.3% 64% False False 465
60 165.63 159.36 6.27 3.8% 0.37 0.2% 68% False False 311
80 165.63 159.13 6.50 4.0% 0.28 0.2% 69% False False 233
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 166.01
2.618 165.24
1.618 164.77
1.000 164.48
0.618 164.30
HIGH 164.01
0.618 163.83
0.500 163.78
0.382 163.72
LOW 163.54
0.618 163.25
1.000 163.07
1.618 162.78
2.618 162.31
4.250 161.54
Fisher Pivots for day following 20-Jul-2016
Pivot 1 day 3 day
R1 163.78 163.81
PP 163.72 163.75
S1 163.67 163.68

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

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