Euro Bund Future December 2016

Trading Metrics calculated at close of trading on 02-Sep-2016

Day Change Summary
	Previous	Current
	01-Sep-2016	02-Sep-2016	Change	Change %	Previous Week
Open	164.54	164.65	0.11	0.1%	164.29
High	164.77	164.98	0.21	0.1%	165.14
Low	164.24	164.22	-0.02	0.0%	163.78
Close	164.68	164.27	-0.41	-0.2%	164.27
Range	0.53	0.76	0.23	43.4%	1.36
ATR	0.63	0.64	0.01	1.4%	0.00
Volume	424,325	763,933	339,608	80.0%	1,566,059

Daily Pivots for day following 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	166.77	166.28	164.69
R3	166.01	165.52	164.48
R2	165.25	165.25	164.41
R1	164.76	164.76	164.34	164.63
PP	164.49	164.49	164.49	164.42
S1	164.00	164.00	164.20	163.87
S2	163.73	163.73	164.13
S3	162.97	163.24	164.06
S4	162.21	162.48	163.85

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	168.48	167.73	165.02
R3	167.12	166.37	164.64
R2	165.76	165.76	164.52
R1	165.01	165.01	164.39	164.71
PP	164.40	164.40	164.40	164.24
S1	163.65	163.65	164.15	163.35
S2	163.04	163.04	164.02
S3	161.68	162.29	163.90
S4	160.32	160.93	163.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165.14	163.78	1.36	0.8%	0.71	0.4%	36%	False	False	313,211
10	165.14	163.78	1.36	0.8%	0.63	0.4%	36%	False	False	170,655
20	165.28	163.78	1.50	0.9%	0.61	0.4%	33%	False	False	88,428
40	165.28	163.04	2.24	1.4%	0.60	0.4%	55%	False	False	45,955
60	165.63	161.11	4.52	2.8%	0.58	0.4%	70%	False	False	30,655
80	165.63	159.75	5.88	3.6%	0.47	0.3%	77%	False	False	22,993
100	165.63	159.13	6.50	4.0%	0.42	0.3%	79%	False	False	18,395
120	165.63	159.13	6.50	4.0%	0.35	0.2%	79%	False	False	15,329

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	168.21
2.618	166.97
1.618	166.21
1.000	165.74
0.618	165.45
HIGH	164.98
0.618	164.69
0.500	164.60
0.382	164.51
LOW	164.22
0.618	163.75
1.000	163.46
1.618	162.99
2.618	162.23
4.250	160.99

Fisher Pivots for day following 02-Sep-2016
Pivot	1 day	3 day
R1	164.60	164.65
PP	164.49	164.52
S1	164.38	164.40

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