Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 19-Sep-2016
Day Change Summary
Previous Current
16-Sep-2016 19-Sep-2016 Change Change % Previous Week
Open 163.72 163.86 0.14 0.1% 163.50
High 164.29 164.11 -0.18 -0.1% 164.29
Low 163.57 163.63 0.06 0.0% 162.56
Close 163.96 163.75 -0.21 -0.1% 163.96
Range 0.72 0.48 -0.24 -33.3% 1.73
ATR 0.78 0.76 -0.02 -2.8% 0.00
Volume 469,634 544,872 75,238 16.0% 3,250,989
Daily Pivots for day following 19-Sep-2016
Classic Woodie Camarilla DeMark
R4 165.27 164.99 164.01
R3 164.79 164.51 163.88
R2 164.31 164.31 163.84
R1 164.03 164.03 163.79 163.93
PP 163.83 163.83 163.83 163.78
S1 163.55 163.55 163.71 163.45
S2 163.35 163.35 163.66
S3 162.87 163.07 163.62
S4 162.39 162.59 163.49
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% 0.84 0.5% 69% False False 607,767
10 165.67 162.56 3.11 1.9% 0.85 0.5% 38% False False 725,569
20 165.67 162.56 3.11 1.9% 0.74 0.5% 38% False False 448,112
40 165.67 162.56 3.11 1.9% 0.68 0.4% 38% False False 226,839
60 165.67 162.56 3.11 1.9% 0.63 0.4% 38% False False 151,580
80 165.67 159.98 5.69 3.5% 0.57 0.4% 66% False False 113,689
100 165.67 159.36 6.31 3.9% 0.51 0.3% 70% False False 90,952
120 165.67 159.13 6.54 4.0% 0.42 0.3% 71% False False 75,793
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 166.15
2.618 165.37
1.618 164.89
1.000 164.59
0.618 164.41
HIGH 164.11
0.618 163.93
0.500 163.87
0.382 163.81
LOW 163.63
0.618 163.33
1.000 163.15
1.618 162.85
2.618 162.37
4.250 161.59
Fisher Pivots for day following 19-Sep-2016
Pivot 1 day 3 day
R1 163.87 163.72
PP 163.83 163.69
S1 163.79 163.67

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

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