Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 16-Sep-2016
Day Change Summary
Previous Current
15-Sep-2016 16-Sep-2016 Change Change % Previous Week
Open 163.44 163.72 0.28 0.2% 163.50
High 163.78 164.29 0.51 0.3% 164.29
Low 163.04 163.57 0.53 0.3% 162.56
Close 163.48 163.96 0.48 0.3% 163.96
Range 0.74 0.72 -0.02 -2.7% 1.73
ATR 0.78 0.78 0.00 0.3% 0.00
Volume 608,938 469,634 -139,304 -22.9% 3,250,989
Daily Pivots for day following 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 166.10 165.75 164.36
R3 165.38 165.03 164.16
R2 164.66 164.66 164.09
R1 164.31 164.31 164.03 164.49
PP 163.94 163.94 163.94 164.03
S1 163.59 163.59 163.89 163.77
S2 163.22 163.22 163.83
S3 162.50 162.87 163.76
S4 161.78 162.15 163.56
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 168.79 168.11 164.91
R3 167.06 166.38 164.44
R2 165.33 165.33 164.28
R1 164.65 164.65 164.12 164.99
PP 163.60 163.60 163.60 163.78
S1 162.92 162.92 163.80 163.26
S2 161.87 161.87 163.64
S3 160.14 161.19 163.48
S4 158.41 159.46 163.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.29 162.56 1.73 1.1% 0.88 0.5% 81% True False 650,197
10 165.67 162.56 3.11 1.9% 0.88 0.5% 45% False False 747,475
20 165.67 162.56 3.11 1.9% 0.76 0.5% 45% False False 421,551
40 165.67 162.56 3.11 1.9% 0.68 0.4% 45% False False 213,230
60 165.67 162.56 3.11 1.9% 0.66 0.4% 45% False False 142,499
80 165.67 159.98 5.69 3.5% 0.57 0.3% 70% False False 106,878
100 165.67 159.36 6.31 3.8% 0.50 0.3% 73% False False 85,503
120 165.67 159.13 6.54 4.0% 0.42 0.3% 74% False False 71,253
Crabel Price Patterns
NR True
NR4 True
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 0.17
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 167.35
2.618 166.17
1.618 165.45
1.000 165.01
0.618 164.73
HIGH 164.29
0.618 164.01
0.500 163.93
0.382 163.85
LOW 163.57
0.618 163.13
1.000 162.85
1.618 162.41
2.618 161.69
4.250 160.51
Fisher Pivots for day following 16-Sep-2016
Pivot 1 day 3 day
R1 163.95 163.82
PP 163.94 163.68
S1 163.93 163.54

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

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