Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 09-Sep-2016
Day Change Summary
Previous Current
08-Sep-2016 09-Sep-2016 Change Change % Previous Week
Open 165.50 164.60 -0.90 -0.5% 164.56
High 165.62 164.62 -1.00 -0.6% 165.67
Low 164.48 163.53 -0.95 -0.6% 163.53
Close 164.75 163.65 -1.10 -0.7% 163.65
Range 1.14 1.09 -0.05 -4.4% 2.14
ATR 0.69 0.73 0.04 5.4% 0.00
Volume 898,026 833,455 -64,571 -7.2% 3,459,831
Daily Pivots for day following 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 167.20 166.52 164.25
R3 166.11 165.43 163.95
R2 165.02 165.02 163.85
R1 164.34 164.34 163.75 164.14
PP 163.93 163.93 163.93 163.83
S1 163.25 163.25 163.55 163.05
S2 162.84 162.84 163.45
S3 161.75 162.16 163.35
S4 160.66 161.07 163.05
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 170.70 169.32 164.83
R3 168.56 167.18 164.24
R2 166.42 166.42 164.04
R1 165.04 165.04 163.85 164.66
PP 164.28 164.28 164.28 164.10
S1 162.90 162.90 163.45 162.52
S2 162.14 162.14 163.26
S3 160.00 160.76 163.06
S4 157.86 158.62 162.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.67 163.53 2.14 1.3% 0.87 0.5% 6% False True 844,752
10 165.67 163.53 2.14 1.3% 0.80 0.5% 6% False True 507,837
20 165.67 163.53 2.14 1.3% 0.69 0.4% 6% False True 261,001
40 165.67 163.04 2.63 1.6% 0.62 0.4% 23% False False 132,440
60 165.67 161.11 4.56 2.8% 0.62 0.4% 56% False False 88,317
80 165.67 159.75 5.92 3.6% 0.51 0.3% 66% False False 66,241
100 165.67 159.13 6.54 4.0% 0.46 0.3% 69% False False 52,993
120 165.67 159.13 6.54 4.0% 0.38 0.2% 69% False False 44,161
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 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 169.25
2.618 167.47
1.618 166.38
1.000 165.71
0.618 165.29
HIGH 164.62
0.618 164.20
0.500 164.08
0.382 163.95
LOW 163.53
0.618 162.86
1.000 162.44
1.618 161.77
2.618 160.68
4.250 158.90
Fisher Pivots for day following 09-Sep-2016
Pivot 1 day 3 day
R1 164.08 164.60
PP 163.93 164.28
S1 163.79 163.97

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

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