Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 28-Sep-2016
Day Change Summary
Previous Current
27-Sep-2016 28-Sep-2016 Change Change % Previous Week
Open 165.50 165.97 0.47 0.3% 163.86
High 166.27 166.19 -0.08 0.0% 165.32
Low 165.46 165.75 0.29 0.2% 163.63
Close 165.98 166.15 0.17 0.1% 165.03
Range 0.81 0.44 -0.37 -45.7% 1.69
ATR 0.76 0.73 -0.02 -3.0% 0.00
Volume 702,974 587,019 -115,955 -16.5% 2,922,342
Daily Pivots for day following 28-Sep-2016
Classic Woodie Camarilla DeMark
R4 167.35 167.19 166.39
R3 166.91 166.75 166.27
R2 166.47 166.47 166.23
R1 166.31 166.31 166.19 166.39
PP 166.03 166.03 166.03 166.07
S1 165.87 165.87 166.11 165.95
S2 165.59 165.59 166.07
S3 165.15 165.43 166.03
S4 164.71 164.99 165.91
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 169.73 169.07 165.96
R3 168.04 167.38 165.49
R2 166.35 166.35 165.34
R1 165.69 165.69 165.18 166.02
PP 164.66 164.66 164.66 164.83
S1 164.00 164.00 164.88 164.33
S2 162.97 162.97 164.72
S3 161.28 162.31 164.57
S4 159.59 160.62 164.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 166.27 164.32 1.95 1.2% 0.64 0.4% 94% False False 614,526
10 166.27 163.04 3.23 1.9% 0.64 0.4% 96% False False 605,522
20 166.27 162.56 3.71 2.2% 0.74 0.4% 97% False False 657,200
40 166.27 162.56 3.71 2.2% 0.67 0.4% 97% False False 336,767
60 166.27 162.56 3.71 2.2% 0.63 0.4% 97% False False 225,439
80 166.27 161.11 5.16 3.1% 0.61 0.4% 98% False False 169,085
100 166.27 159.75 6.52 3.9% 0.53 0.3% 98% False False 135,269
120 166.27 159.13 7.14 4.3% 0.46 0.3% 98% False False 112,725
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 0.13
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 168.06
2.618 167.34
1.618 166.90
1.000 166.63
0.618 166.46
HIGH 166.19
0.618 166.02
0.500 165.97
0.382 165.92
LOW 165.75
0.618 165.48
1.000 165.31
1.618 165.04
2.618 164.60
4.250 163.88
Fisher Pivots for day following 28-Sep-2016
Pivot 1 day 3 day
R1 166.09 165.99
PP 166.03 165.83
S1 165.97 165.68

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

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