Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 15-Sep-2016
Day Change Summary
Previous Current
14-Sep-2016 15-Sep-2016 Change Change % Previous Week
Open 162.93 163.44 0.51 0.3% 164.56
High 163.70 163.78 0.08 0.0% 165.67
Low 162.79 163.04 0.25 0.2% 163.53
Close 163.53 163.48 -0.05 0.0% 163.65
Range 0.91 0.74 -0.17 -18.7% 2.14
ATR 0.78 0.78 0.00 -0.4% 0.00
Volume 699,458 608,938 -90,520 -12.9% 3,459,831
Daily Pivots for day following 15-Sep-2016
Classic Woodie Camarilla DeMark
R4 165.65 165.31 163.89
R3 164.91 164.57 163.68
R2 164.17 164.17 163.62
R1 163.83 163.83 163.55 164.00
PP 163.43 163.43 163.43 163.52
S1 163.09 163.09 163.41 163.26
S2 162.69 162.69 163.34
S3 161.95 162.35 163.28
S4 161.21 161.61 163.07
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
5 164.62 162.56 2.06 1.3% 0.95 0.6% 45% False False 722,962
10 165.67 162.56 3.11 1.9% 0.86 0.5% 30% False False 742,944
20 165.67 162.56 3.11 1.9% 0.74 0.5% 30% False False 398,865
40 165.67 162.56 3.11 1.9% 0.68 0.4% 30% False False 201,551
60 165.67 161.11 4.56 2.8% 0.66 0.4% 52% False False 134,672
80 165.67 159.98 5.69 3.5% 0.56 0.3% 62% False False 101,008
100 165.67 159.36 6.31 3.9% 0.49 0.3% 65% False False 80,807
120 165.67 159.13 6.54 4.0% 0.41 0.3% 67% False False 67,339
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 0.18
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 166.93
2.618 165.72
1.618 164.98
1.000 164.52
0.618 164.24
HIGH 163.78
0.618 163.50
0.500 163.41
0.382 163.32
LOW 163.04
0.618 162.58
1.000 162.30
1.618 161.84
2.618 161.10
4.250 159.90
Fisher Pivots for day following 15-Sep-2016
Pivot 1 day 3 day
R1 163.46 163.40
PP 163.43 163.32
S1 163.41 163.25

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

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