Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 14-Sep-2016
Day Change Summary
Previous Current
13-Sep-2016 14-Sep-2016 Change Change % Previous Week
Open 163.70 162.93 -0.77 -0.5% 164.56
High 163.93 163.70 -0.23 -0.1% 165.67
Low 162.56 162.79 0.23 0.1% 163.53
Close 163.29 163.53 0.24 0.1% 163.65
Range 1.37 0.91 -0.46 -33.6% 2.14
ATR 0.77 0.78 0.01 1.3% 0.00
Volume 715,934 699,458 -16,476 -2.3% 3,459,831
Daily Pivots for day following 14-Sep-2016
Classic Woodie Camarilla DeMark
R4 166.07 165.71 164.03
R3 165.16 164.80 163.78
R2 164.25 164.25 163.70
R1 163.89 163.89 163.61 164.07
PP 163.34 163.34 163.34 163.43
S1 162.98 162.98 163.45 163.16
S2 162.43 162.43 163.36
S3 161.52 162.07 163.28
S4 160.61 161.16 163.03
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
5 165.62 162.56 3.06 1.9% 1.03 0.6% 32% False False 780,779
10 165.67 162.56 3.11 1.9% 0.83 0.5% 31% False False 708,878
20 165.67 162.56 3.11 1.9% 0.74 0.5% 31% False False 368,639
40 165.67 162.56 3.11 1.9% 0.67 0.4% 31% False False 186,355
60 165.67 161.11 4.56 2.8% 0.65 0.4% 53% False False 124,523
80 165.67 159.98 5.69 3.5% 0.55 0.3% 62% False False 93,396
100 165.67 159.35 6.32 3.9% 0.49 0.3% 66% False False 74,718
120 165.67 159.13 6.54 4.0% 0.40 0.2% 67% False False 62,265
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 167.57
2.618 166.08
1.618 165.17
1.000 164.61
0.618 164.26
HIGH 163.70
0.618 163.35
0.500 163.25
0.382 163.14
LOW 162.79
0.618 162.23
1.000 161.88
1.618 161.32
2.618 160.41
4.250 158.92
Fisher Pivots for day following 14-Sep-2016
Pivot 1 day 3 day
R1 163.44 163.44
PP 163.34 163.34
S1 163.25 163.25

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

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