Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 29-Aug-2016
Day Change Summary
Previous Current
26-Aug-2016 29-Aug-2016 Change Change % Previous Week
Open 164.74 164.29 -0.45 -0.3% 164.18
High 165.04 165.04 0.00 0.0% 165.10
Low 164.18 163.78 -0.40 -0.2% 164.18
Close 164.98 164.86 -0.12 -0.1% 164.98
Range 0.86 1.26 0.40 46.5% 0.92
ATR 0.62 0.67 0.05 7.4% 0.00
Volume 52,485 41,684 -10,801 -20.6% 140,497
Daily Pivots for day following 29-Aug-2016
Classic Woodie Camarilla DeMark
R4 168.34 167.86 165.55
R3 167.08 166.60 165.21
R2 165.82 165.82 165.09
R1 165.34 165.34 164.98 165.58
PP 164.56 164.56 164.56 164.68
S1 164.08 164.08 164.74 164.32
S2 163.30 163.30 164.63
S3 162.04 162.82 164.51
S4 160.78 161.56 164.17
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
5 165.10 163.78 1.32 0.8% 0.66 0.4% 82% False True 32,749
10 165.10 163.78 1.32 0.8% 0.69 0.4% 82% False True 21,817
20 165.28 163.68 1.60 1.0% 0.63 0.4% 74% False False 12,981
40 165.38 163.04 2.34 1.4% 0.58 0.4% 78% False False 7,864
60 165.63 161.11 4.52 2.7% 0.57 0.3% 83% False False 5,251
80 165.63 159.75 5.88 3.6% 0.47 0.3% 87% False False 3,939
100 165.63 159.13 6.50 3.9% 0.40 0.2% 88% False False 3,151
120 165.63 158.67 6.96 4.2% 0.33 0.2% 89% False False 2,626
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 170.40
2.618 168.34
1.618 167.08
1.000 166.30
0.618 165.82
HIGH 165.04
0.618 164.56
0.500 164.41
0.382 164.26
LOW 163.78
0.618 163.00
1.000 162.52
1.618 161.74
2.618 160.48
4.250 158.43
Fisher Pivots for day following 29-Aug-2016
Pivot 1 day 3 day
R1 164.71 164.71
PP 164.56 164.56
S1 164.41 164.41

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

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