Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 05-Oct-2016
Day Change Summary
Previous Current
04-Oct-2016 05-Oct-2016 Change Change % Previous Week
Open 165.41 164.84 -0.57 -0.3% 165.14
High 165.68 165.03 -0.65 -0.4% 166.36
Low 164.68 164.14 -0.54 -0.3% 165.08
Close 165.30 164.23 -1.07 -0.6% 165.70
Range 1.00 0.89 -0.11 -11.0% 1.28
ATR 0.74 0.77 0.03 4.1% 0.00
Volume 1,018,759 1,066,211 47,452 4.7% 3,306,065
Daily Pivots for day following 05-Oct-2016
Classic Woodie Camarilla DeMark
R4 167.14 166.57 164.72
R3 166.25 165.68 164.47
R2 165.36 165.36 164.39
R1 164.79 164.79 164.31 164.63
PP 164.47 164.47 164.47 164.39
S1 163.90 163.90 164.15 163.74
S2 163.58 163.58 164.07
S3 162.69 163.01 163.99
S4 161.80 162.12 163.74
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
5 166.36 164.14 2.22 1.4% 0.75 0.5% 4% False True 833,911
10 166.36 164.14 2.22 1.4% 0.70 0.4% 4% False True 724,218
20 166.36 162.56 3.80 2.3% 0.76 0.5% 44% False False 706,433
40 166.36 162.56 3.80 2.3% 0.70 0.4% 44% False False 440,480
60 166.36 162.56 3.80 2.3% 0.66 0.4% 44% False False 294,916
80 166.36 161.11 5.25 3.2% 0.63 0.4% 59% False False 221,203
100 166.36 159.75 6.61 4.0% 0.54 0.3% 68% False False 176,965
120 166.36 159.13 7.23 4.4% 0.49 0.3% 71% False False 147,471
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 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 168.81
2.618 167.36
1.618 166.47
1.000 165.92
0.618 165.58
HIGH 165.03
0.618 164.69
0.500 164.59
0.382 164.48
LOW 164.14
0.618 163.59
1.000 163.25
1.618 162.70
2.618 161.81
4.250 160.36
Fisher Pivots for day following 05-Oct-2016
Pivot 1 day 3 day
R1 164.59 165.00
PP 164.47 164.74
S1 164.35 164.49

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

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