Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 30-Sep-2016
Day Change Summary
Previous Current
29-Sep-2016 30-Sep-2016 Change Change % Previous Week
Open 165.72 166.09 0.37 0.2% 165.14
High 166.08 166.36 0.28 0.2% 166.36
Low 165.59 165.54 -0.05 0.0% 165.08
Close 165.74 165.70 -0.04 0.0% 165.70
Range 0.49 0.82 0.33 67.3% 1.28
ATR 0.72 0.73 0.01 1.0% 0.00
Volume 898,929 352,828 -546,101 -60.8% 3,306,065
Daily Pivots for day following 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 168.33 167.83 166.15
R3 167.51 167.01 165.93
R2 166.69 166.69 165.85
R1 166.19 166.19 165.78 166.03
PP 165.87 165.87 165.87 165.79
S1 165.37 165.37 165.62 165.21
S2 165.05 165.05 165.55
S3 164.23 164.55 165.47
S4 163.41 163.73 165.25
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 169.55 168.91 166.40
R3 168.27 167.63 166.05
R2 166.99 166.99 165.93
R1 166.35 166.35 165.82 166.67
PP 165.71 165.71 165.71 165.88
S1 165.07 165.07 165.58 165.39
S2 164.43 164.43 165.47
S3 163.15 163.79 165.35
S4 161.87 162.51 165.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 166.36 165.08 1.28 0.8% 0.65 0.4% 48% True False 661,213
10 166.36 163.63 2.73 1.6% 0.62 0.4% 76% True False 622,840
20 166.36 162.56 3.80 2.3% 0.75 0.5% 83% True False 685,158
40 166.36 162.56 3.80 2.3% 0.67 0.4% 83% True False 367,811
60 166.36 162.56 3.80 2.3% 0.64 0.4% 83% True False 246,292
80 166.36 161.11 5.25 3.2% 0.62 0.4% 87% True False 184,732
100 166.36 159.75 6.61 4.0% 0.52 0.3% 90% True False 147,787
120 166.36 159.13 7.23 4.4% 0.47 0.3% 91% True False 123,156
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 169.85
2.618 168.51
1.618 167.69
1.000 167.18
0.618 166.87
HIGH 166.36
0.618 166.05
0.500 165.95
0.382 165.85
LOW 165.54
0.618 165.03
1.000 164.72
1.618 164.21
2.618 163.39
4.250 162.06
Fisher Pivots for day following 30-Sep-2016
Pivot 1 day 3 day
R1 165.95 165.95
PP 165.87 165.87
S1 165.78 165.78

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

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