Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 06-Oct-2016
Day Change Summary
Previous Current
05-Oct-2016 06-Oct-2016 Change Change % Previous Week
Open 164.84 164.38 -0.46 -0.3% 165.14
High 165.03 164.87 -0.16 -0.1% 166.36
Low 164.14 164.04 -0.10 -0.1% 165.08
Close 164.23 164.18 -0.05 0.0% 165.70
Range 0.89 0.83 -0.06 -6.7% 1.28
ATR 0.77 0.77 0.00 0.6% 0.00
Volume 1,066,211 860,601 -205,610 -19.3% 3,306,065
Daily Pivots for day following 06-Oct-2016
Classic Woodie Camarilla DeMark
R4 166.85 166.35 164.64
R3 166.02 165.52 164.41
R2 165.19 165.19 164.33
R1 164.69 164.69 164.26 164.53
PP 164.36 164.36 164.36 164.28
S1 163.86 163.86 164.10 163.70
S2 163.53 163.53 164.03
S3 162.70 163.03 163.95
S4 161.87 162.20 163.72
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
5 166.36 164.04 2.32 1.4% 0.82 0.5% 6% False True 826,245
10 166.36 164.04 2.32 1.4% 0.68 0.4% 6% False True 761,863
20 166.36 162.56 3.80 2.3% 0.75 0.5% 43% False False 704,562
40 166.36 162.56 3.80 2.3% 0.71 0.4% 43% False False 461,949
60 166.36 162.56 3.80 2.3% 0.66 0.4% 43% False False 309,259
80 166.36 161.11 5.25 3.2% 0.64 0.4% 58% False False 231,960
100 166.36 159.75 6.61 4.0% 0.55 0.3% 67% False False 185,571
120 166.36 159.13 7.23 4.4% 0.50 0.3% 70% False False 154,643
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 0.18
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 168.40
2.618 167.04
1.618 166.21
1.000 165.70
0.618 165.38
HIGH 164.87
0.618 164.55
0.500 164.46
0.382 164.36
LOW 164.04
0.618 163.53
1.000 163.21
1.618 162.70
2.618 161.87
4.250 160.51
Fisher Pivots for day following 06-Oct-2016
Pivot 1 day 3 day
R1 164.46 164.86
PP 164.36 164.63
S1 164.27 164.41

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

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