Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 08-Aug-2016
Day Change Summary
Previous Current
05-Aug-2016 08-Aug-2016 Change Change % Previous Week
Open 164.72 164.13 -0.59 -0.4% 164.95
High 164.73 164.52 -0.21 -0.1% 165.02
Low 164.37 164.11 -0.26 -0.2% 163.68
Close 164.43 164.39 -0.04 0.0% 164.43
Range 0.36 0.41 0.05 13.9% 1.34
ATR 0.65 0.63 -0.02 -2.6% 0.00
Volume 4,651 4,923 272 5.8% 30,183
Daily Pivots for day following 08-Aug-2016
Classic Woodie Camarilla DeMark
R4 165.57 165.39 164.62
R3 165.16 164.98 164.50
R2 164.75 164.75 164.47
R1 164.57 164.57 164.43 164.66
PP 164.34 164.34 164.34 164.39
S1 164.16 164.16 164.35 164.25
S2 163.93 163.93 164.31
S3 163.52 163.75 164.28
S4 163.11 163.34 164.16
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
5 164.96 163.68 1.28 0.8% 0.63 0.4% 55% False False 4,070
10 165.28 163.67 1.61 1.0% 0.62 0.4% 45% False False 5,259
20 165.28 163.04 2.24 1.4% 0.59 0.4% 60% False False 3,726
40 165.63 161.11 4.52 2.7% 0.58 0.4% 73% False False 1,890
60 165.63 159.75 5.88 3.6% 0.43 0.3% 79% False False 1,264
80 165.63 159.13 6.50 4.0% 0.38 0.2% 81% False False 948
100 165.63 159.13 6.50 4.0% 0.30 0.2% 81% False False 759
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 166.26
2.618 165.59
1.618 165.18
1.000 164.93
0.618 164.77
HIGH 164.52
0.618 164.36
0.500 164.32
0.382 164.27
LOW 164.11
0.618 163.86
1.000 163.70
1.618 163.45
2.618 163.04
4.250 162.37
Fisher Pivots for day following 08-Aug-2016
Pivot 1 day 3 day
R1 164.37 164.45
PP 164.34 164.43
S1 164.32 164.41

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

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