Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 20-Sep-2016
Day Change Summary
Previous Current
19-Sep-2016 20-Sep-2016 Change Change % Previous Week
Open 163.86 163.65 -0.21 -0.1% 163.50
High 164.11 164.29 0.18 0.1% 164.29
Low 163.63 163.65 0.02 0.0% 162.56
Close 163.75 164.18 0.43 0.3% 163.96
Range 0.48 0.64 0.16 33.3% 1.73
ATR 0.76 0.75 -0.01 -1.1% 0.00
Volume 544,872 583,275 38,403 7.0% 3,250,989
Daily Pivots for day following 20-Sep-2016
Classic Woodie Camarilla DeMark
R4 165.96 165.71 164.53
R3 165.32 165.07 164.36
R2 164.68 164.68 164.30
R1 164.43 164.43 164.24 164.56
PP 164.04 164.04 164.04 164.10
S1 163.79 163.79 164.12 163.92
S2 163.40 163.40 164.06
S3 162.76 163.15 164.00
S4 162.12 162.51 163.83
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
5 164.29 162.79 1.50 0.9% 0.70 0.4% 93% True False 581,235
10 165.67 162.56 3.11 1.9% 0.81 0.5% 52% False False 702,131
20 165.67 162.56 3.11 1.9% 0.74 0.4% 52% False False 476,354
40 165.67 162.56 3.11 1.9% 0.68 0.4% 52% False False 241,380
60 165.67 162.56 3.11 1.9% 0.63 0.4% 52% False False 161,300
80 165.67 160.30 5.37 3.3% 0.58 0.4% 72% False False 120,980
100 165.67 159.58 6.09 3.7% 0.51 0.3% 76% False False 96,785
120 165.67 159.13 6.54 4.0% 0.43 0.3% 77% False False 80,654
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 167.01
2.618 165.97
1.618 165.33
1.000 164.93
0.618 164.69
HIGH 164.29
0.618 164.05
0.500 163.97
0.382 163.89
LOW 163.65
0.618 163.25
1.000 163.01
1.618 162.61
2.618 161.97
4.250 160.93
Fisher Pivots for day following 20-Sep-2016
Pivot 1 day 3 day
R1 164.11 164.10
PP 164.04 164.01
S1 163.97 163.93

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

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