Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 10-Aug-2016
Day Change Summary
Previous Current
09-Aug-2016 10-Aug-2016 Change Change % Previous Week
Open 164.46 164.85 0.39 0.2% 164.95
High 164.85 165.26 0.41 0.2% 165.02
Low 164.33 164.85 0.52 0.3% 163.68
Close 164.73 165.13 0.40 0.2% 164.43
Range 0.52 0.41 -0.11 -21.2% 1.34
ATR 0.63 0.62 -0.01 -1.1% 0.00
Volume 1,445 1,860 415 28.7% 30,183
Daily Pivots for day following 10-Aug-2016
Classic Woodie Camarilla DeMark
R4 166.31 166.13 165.36
R3 165.90 165.72 165.24
R2 165.49 165.49 165.21
R1 165.31 165.31 165.17 165.40
PP 165.08 165.08 165.08 165.13
S1 164.90 164.90 165.09 164.99
S2 164.67 164.67 165.05
S3 164.26 164.49 165.02
S4 163.85 164.08 164.90
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
5 165.26 163.93 1.33 0.8% 0.55 0.3% 90% True False 3,262
10 165.28 163.68 1.60 1.0% 0.57 0.3% 91% False False 4,817
20 165.28 163.04 2.24 1.4% 0.57 0.3% 93% False False 3,881
40 165.63 161.11 4.52 2.7% 0.58 0.3% 89% False False 1,972
60 165.63 159.75 5.88 3.6% 0.45 0.3% 91% False False 1,319
80 165.63 159.13 6.50 3.9% 0.39 0.2% 92% False False 990
100 165.63 159.13 6.50 3.9% 0.31 0.2% 92% False False 792
Crabel Price Patterns
NR True
NR4 False
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 False
Stretch 0.05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 167.00
2.618 166.33
1.618 165.92
1.000 165.67
0.618 165.51
HIGH 165.26
0.618 165.10
0.500 165.06
0.382 165.01
LOW 164.85
0.618 164.60
1.000 164.44
1.618 164.19
2.618 163.78
4.250 163.11
Fisher Pivots for day following 10-Aug-2016
Pivot 1 day 3 day
R1 165.11 164.98
PP 165.08 164.83
S1 165.06 164.69

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

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