Euro Bund Future December 2016

Trading Metrics calculated at close of trading on 26-Aug-2016

Day Change Summary
	Previous	Current
	25-Aug-2016	26-Aug-2016	Change	Change %	Previous Week
Open	164.80	164.74	-0.06	0.0%	164.18
High	164.90	165.04	0.14	0.1%	165.10
Low	164.43	164.18	-0.25	-0.2%	164.18
Close	164.75	164.98	0.23	0.1%	164.98
Range	0.47	0.86	0.39	83.0%	0.92
ATR	0.60	0.62	0.02	3.1%	0.00
Volume	25,681	52,485	26,804	104.4%	140,497

Daily Pivots for day following 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	167.31	167.01	165.45
R3	166.45	166.15	165.22
R2	165.59	165.59	165.14
R1	165.29	165.29	165.06	165.44
PP	164.73	164.73	164.73	164.81
S1	164.43	164.43	164.90	164.58
S2	163.87	163.87	164.82
S3	163.01	163.57	164.74
S4	162.15	162.71	164.51

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	167.51	167.17	165.49
R3	166.59	166.25	165.23
R2	165.67	165.67	165.15
R1	165.33	165.33	165.06	165.50
PP	164.75	164.75	164.75	164.84
S1	164.41	164.41	164.90	164.58
S2	163.83	163.83	164.81
S3	162.91	163.49	164.73
S4	161.99	162.57	164.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165.10	164.18	0.92	0.6%	0.56	0.3%	87%	False	True	28,099
10	165.10	163.95	1.15	0.7%	0.62	0.4%	90%	False	False	18,589
20	165.28	163.68	1.60	1.0%	0.58	0.4%	81%	False	False	11,634
40	165.38	163.04	2.34	1.4%	0.56	0.3%	83%	False	False	6,823
60	165.63	161.11	4.52	2.7%	0.55	0.3%	86%	False	False	4,556
80	165.63	159.58	6.05	3.7%	0.48	0.3%	89%	False	False	3,418
100	165.63	159.13	6.50	3.9%	0.38	0.2%	90%	False	False	2,735
120	165.63	158.66	6.97	4.2%	0.32	0.2%	91%	False	False	2,279

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.13
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	168.70
2.618	167.29
1.618	166.43
1.000	165.90
0.618	165.57
HIGH	165.04
0.618	164.71
0.500	164.61
0.382	164.51
LOW	164.18
0.618	163.65
1.000	163.32
1.618	162.79
2.618	161.93
4.250	160.53

Fisher Pivots for day following 26-Aug-2016
Pivot	1 day	3 day
R1	164.86	164.86
PP	164.73	164.73
S1	164.61	164.61

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols