Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 03-Oct-2016
Day Change Summary
Previous Current
30-Sep-2016 03-Oct-2016 Change Change % Previous Week
Open 166.09 165.69 -0.40 -0.2% 165.14
High 166.36 165.85 -0.51 -0.3% 166.36
Low 165.54 165.30 -0.24 -0.1% 165.08
Close 165.70 165.40 -0.30 -0.2% 165.70
Range 0.82 0.55 -0.27 -32.9% 1.28
ATR 0.73 0.72 -0.01 -1.8% 0.00
Volume 352,828 832,829 480,001 136.0% 3,306,065
Daily Pivots for day following 03-Oct-2016
Classic Woodie Camarilla DeMark
R4 167.17 166.83 165.70
R3 166.62 166.28 165.55
R2 166.07 166.07 165.50
R1 165.73 165.73 165.45 165.63
PP 165.52 165.52 165.52 165.46
S1 165.18 165.18 165.35 165.08
S2 164.97 164.97 165.30
S3 164.42 164.63 165.25
S4 163.87 164.08 165.10
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
5 166.36 165.30 1.06 0.6% 0.62 0.4% 9% False True 674,915
10 166.36 163.65 2.71 1.6% 0.63 0.4% 65% False False 651,636
20 166.36 162.56 3.80 2.3% 0.74 0.4% 75% False False 688,602
40 166.36 162.56 3.80 2.3% 0.67 0.4% 75% False False 388,515
60 166.36 162.56 3.80 2.3% 0.64 0.4% 75% False False 260,171
80 166.36 161.11 5.25 3.2% 0.62 0.4% 82% False False 195,142
100 166.36 159.75 6.61 4.0% 0.52 0.3% 85% False False 156,115
120 166.36 159.13 7.23 4.4% 0.47 0.3% 87% False False 130,096
Crabel Price Patterns
NR True
NR4 False
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 0.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 168.19
2.618 167.29
1.618 166.74
1.000 166.40
0.618 166.19
HIGH 165.85
0.618 165.64
0.500 165.58
0.382 165.51
LOW 165.30
0.618 164.96
1.000 164.75
1.618 164.41
2.618 163.86
4.250 162.96
Fisher Pivots for day following 03-Oct-2016
Pivot 1 day 3 day
R1 165.58 165.83
PP 165.52 165.69
S1 165.46 165.54

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

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