Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 27-Jul-2016
Day Change Summary
Previous Current
26-Jul-2016 27-Jul-2016 Change Change % Previous Week
Open 164.10 163.67 -0.43 -0.3% 163.76
High 164.28 164.64 0.36 0.2% 164.08
Low 163.78 163.67 -0.11 -0.1% 163.04
Close 163.78 164.64 0.86 0.5% 163.67
Range 0.50 0.97 0.47 94.0% 1.04
ATR 0.61 0.63 0.03 4.3% 0.00
Volume 5,039 2,687 -2,352 -46.7% 18,293
Daily Pivots for day following 27-Jul-2016
Classic Woodie Camarilla DeMark
R4 167.23 166.90 165.17
R3 166.26 165.93 164.91
R2 165.29 165.29 164.82
R1 164.96 164.96 164.73 165.13
PP 164.32 164.32 164.32 164.40
S1 163.99 163.99 164.55 164.16
S2 163.35 163.35 164.46
S3 162.38 163.02 164.37
S4 161.41 162.05 164.11
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
5 164.64 163.04 1.60 1.0% 0.65 0.4% 100% True False 2,473
10 164.64 163.04 1.60 1.0% 0.57 0.3% 100% True False 2,944
20 165.38 163.04 2.34 1.4% 0.57 0.3% 68% False False 1,525
40 165.63 160.60 5.03 3.1% 0.52 0.3% 80% False False 774
60 165.63 159.58 6.05 3.7% 0.43 0.3% 84% False False 517
80 165.63 159.13 6.50 3.9% 0.32 0.2% 85% False False 387
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 168.76
2.618 167.18
1.618 166.21
1.000 165.61
0.618 165.24
HIGH 164.64
0.618 164.27
0.500 164.16
0.382 164.04
LOW 163.67
0.618 163.07
1.000 162.70
1.618 162.10
2.618 161.13
4.250 159.55
Fisher Pivots for day following 27-Jul-2016
Pivot 1 day 3 day
R1 164.48 164.45
PP 164.32 164.26
S1 164.16 164.08

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

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