Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 05-Aug-2016
Day Change Summary
Previous Current
04-Aug-2016 05-Aug-2016 Change Change % Previous Week
Open 163.99 164.72 0.73 0.4% 164.95
High 164.96 164.73 -0.23 -0.1% 165.02
Low 163.93 164.37 0.44 0.3% 163.68
Close 164.87 164.43 -0.44 -0.3% 164.43
Range 1.03 0.36 -0.67 -65.0% 1.34
ATR 0.66 0.65 -0.01 -1.8% 0.00
Volume 3,434 4,651 1,217 35.4% 30,183
Daily Pivots for day following 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 165.59 165.37 164.63
R3 165.23 165.01 164.53
R2 164.87 164.87 164.50
R1 164.65 164.65 164.46 164.58
PP 164.51 164.51 164.51 164.48
S1 164.29 164.29 164.40 164.22
S2 164.15 164.15 164.36
S3 163.79 163.93 164.33
S4 163.43 163.57 164.23
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 168.40 167.75 165.17
R3 167.06 166.41 164.80
R2 165.72 165.72 164.68
R1 165.07 165.07 164.55 164.73
PP 164.38 164.38 164.38 164.20
S1 163.73 163.73 164.31 163.39
S2 163.04 163.04 164.18
S3 161.70 162.39 164.06
S4 160.36 161.05 163.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.02 163.68 1.34 0.8% 0.60 0.4% 56% False False 6,036
10 165.28 163.51 1.77 1.1% 0.64 0.4% 52% False False 4,932
20 165.28 163.04 2.24 1.4% 0.59 0.4% 62% False False 3,483
40 165.63 161.11 4.52 2.7% 0.57 0.3% 73% False False 1,768
60 165.63 159.75 5.88 3.6% 0.42 0.3% 80% False False 1,181
80 165.63 159.13 6.50 4.0% 0.37 0.2% 82% False False 887
100 165.63 159.13 6.50 4.0% 0.30 0.2% 82% False False 709
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 166.26
2.618 165.67
1.618 165.31
1.000 165.09
0.618 164.95
HIGH 164.73
0.618 164.59
0.500 164.55
0.382 164.51
LOW 164.37
0.618 164.15
1.000 164.01
1.618 163.79
2.618 163.43
4.250 162.84
Fisher Pivots for day following 05-Aug-2016
Pivot 1 day 3 day
R1 164.55 164.41
PP 164.51 164.39
S1 164.47 164.37

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

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