Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 04-Oct-2016
Day Change Summary
Previous Current
03-Oct-2016 04-Oct-2016 Change Change % Previous Week
Open 165.69 165.41 -0.28 -0.2% 165.14
High 165.85 165.68 -0.17 -0.1% 166.36
Low 165.30 164.68 -0.62 -0.4% 165.08
Close 165.40 165.30 -0.10 -0.1% 165.70
Range 0.55 1.00 0.45 81.8% 1.28
ATR 0.72 0.74 0.02 2.8% 0.00
Volume 832,829 1,018,759 185,930 22.3% 3,306,065
Daily Pivots for day following 04-Oct-2016
Classic Woodie Camarilla DeMark
R4 168.22 167.76 165.85
R3 167.22 166.76 165.58
R2 166.22 166.22 165.48
R1 165.76 165.76 165.39 165.49
PP 165.22 165.22 165.22 165.09
S1 164.76 164.76 165.21 164.49
S2 164.22 164.22 165.12
S3 163.22 163.76 165.03
S4 162.22 162.76 164.75
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
5 166.36 164.68 1.68 1.0% 0.66 0.4% 37% False True 738,072
10 166.36 163.80 2.56 1.5% 0.67 0.4% 59% False False 695,184
20 166.36 162.56 3.80 2.3% 0.74 0.4% 72% False False 698,658
40 166.36 162.56 3.80 2.3% 0.69 0.4% 72% False False 413,861
60 166.36 162.56 3.80 2.3% 0.66 0.4% 72% False False 277,149
80 166.36 161.11 5.25 3.2% 0.63 0.4% 80% False False 207,876
100 166.36 159.75 6.61 4.0% 0.53 0.3% 84% False False 166,303
120 166.36 159.13 7.23 4.4% 0.48 0.3% 85% False False 138,586
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 169.93
2.618 168.30
1.618 167.30
1.000 166.68
0.618 166.30
HIGH 165.68
0.618 165.30
0.500 165.18
0.382 165.06
LOW 164.68
0.618 164.06
1.000 163.68
1.618 163.06
2.618 162.06
4.250 160.43
Fisher Pivots for day following 04-Oct-2016
Pivot 1 day 3 day
R1 165.26 165.52
PP 165.22 165.45
S1 165.18 165.37

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

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