Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 26-Jul-2016
Day Change Summary
Previous Current
25-Jul-2016 26-Jul-2016 Change Change % Previous Week
Open 163.74 164.10 0.36 0.2% 163.76
High 164.08 164.28 0.20 0.1% 164.08
Low 163.51 163.78 0.27 0.2% 163.04
Close 164.01 163.78 -0.23 -0.1% 163.67
Range 0.57 0.50 -0.07 -12.3% 1.04
ATR 0.61 0.61 -0.01 -1.3% 0.00
Volume 1,649 5,039 3,390 205.6% 18,293
Daily Pivots for day following 26-Jul-2016
Classic Woodie Camarilla DeMark
R4 165.45 165.11 164.06
R3 164.95 164.61 163.92
R2 164.45 164.45 163.87
R1 164.11 164.11 163.83 164.03
PP 163.95 163.95 163.95 163.91
S1 163.61 163.61 163.73 163.53
S2 163.45 163.45 163.69
S3 162.95 163.11 163.64
S4 162.45 162.61 163.51
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 166.72 166.23 164.24
R3 165.68 165.19 163.96
R2 164.64 164.64 163.86
R1 164.15 164.15 163.77 163.88
PP 163.60 163.60 163.60 163.46
S1 163.11 163.11 163.57 162.84
S2 162.56 162.56 163.48
S3 161.52 162.07 163.38
S4 160.48 161.03 163.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.28 163.04 1.24 0.8% 0.55 0.3% 60% True False 2,151
10 164.64 163.04 1.60 1.0% 0.53 0.3% 46% False False 2,678
20 165.38 163.04 2.34 1.4% 0.54 0.3% 32% False False 1,392
40 165.63 160.33 5.30 3.2% 0.50 0.3% 65% False False 707
60 165.63 159.58 6.05 3.7% 0.41 0.2% 69% False False 472
80 165.63 159.13 6.50 4.0% 0.31 0.2% 72% False False 354
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 True
Stretch 0.13
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 166.41
2.618 165.59
1.618 165.09
1.000 164.78
0.618 164.59
HIGH 164.28
0.618 164.09
0.500 164.03
0.382 163.97
LOW 163.78
0.618 163.47
1.000 163.28
1.618 162.97
2.618 162.47
4.250 161.66
Fisher Pivots for day following 26-Jul-2016
Pivot 1 day 3 day
R1 164.03 163.84
PP 163.95 163.82
S1 163.86 163.80

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

View Archives - Comment on this page... - Back to Index of Symbols