Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 29-Jul-2016
Day Change Summary
Previous Current
28-Jul-2016 29-Jul-2016 Change Change % Previous Week
Open 164.74 164.37 -0.37 -0.2% 163.74
High 164.82 165.28 0.46 0.3% 165.28
Low 164.44 164.30 -0.14 -0.1% 163.51
Close 164.70 165.10 0.40 0.2% 165.10
Range 0.38 0.98 0.60 157.9% 1.77
ATR 0.61 0.64 0.03 4.3% 0.00
Volume 3,676 6,089 2,413 65.6% 19,140
Daily Pivots for day following 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 167.83 167.45 165.64
R3 166.85 166.47 165.37
R2 165.87 165.87 165.28
R1 165.49 165.49 165.19 165.68
PP 164.89 164.89 164.89 164.99
S1 164.51 164.51 165.01 164.70
S2 163.91 163.91 164.92
S3 162.93 163.53 164.83
S4 161.95 162.55 164.56
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 169.94 169.29 166.07
R3 168.17 167.52 165.59
R2 166.40 166.40 165.42
R1 165.75 165.75 165.26 166.08
PP 164.63 164.63 164.63 164.79
S1 163.98 163.98 164.94 164.31
S2 162.86 162.86 164.78
S3 161.09 162.21 164.61
S4 159.32 160.44 164.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.28 163.51 1.77 1.1% 0.68 0.4% 90% True False 3,828
10 165.28 163.04 2.24 1.4% 0.55 0.3% 92% True False 3,743
20 165.38 163.04 2.34 1.4% 0.53 0.3% 88% False False 2,011
40 165.63 161.11 4.52 2.7% 0.53 0.3% 88% False False 1,017
60 165.63 159.58 6.05 3.7% 0.45 0.3% 91% False False 679
80 165.63 159.13 6.50 3.9% 0.34 0.2% 92% False False 510
100 165.63 158.66 6.97 4.2% 0.27 0.2% 92% False False 408
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 0.11
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 169.45
2.618 167.85
1.618 166.87
1.000 166.26
0.618 165.89
HIGH 165.28
0.618 164.91
0.500 164.79
0.382 164.67
LOW 164.30
0.618 163.69
1.000 163.32
1.618 162.71
2.618 161.73
4.250 160.14
Fisher Pivots for day following 29-Jul-2016
Pivot 1 day 3 day
R1 165.00 164.89
PP 164.89 164.68
S1 164.79 164.48

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

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