Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 11-Oct-2016
Day Change Summary
Previous Current
10-Oct-2016 11-Oct-2016 Change Change % Previous Week
Open 164.05 163.52 -0.53 -0.3% 165.69
High 164.18 163.92 -0.26 -0.2% 165.85
Low 163.31 163.40 0.09 0.1% 163.72
Close 163.42 163.72 0.30 0.2% 163.91
Range 0.87 0.52 -0.35 -40.2% 2.13
ATR 0.77 0.75 -0.02 -2.3% 0.00
Volume 777,242 587,640 -189,602 -24.4% 4,363,349
Daily Pivots for day following 11-Oct-2016
Classic Woodie Camarilla DeMark
R4 165.24 165.00 164.01
R3 164.72 164.48 163.86
R2 164.20 164.20 163.82
R1 163.96 163.96 163.77 164.08
PP 163.68 163.68 163.68 163.74
S1 163.44 163.44 163.67 163.56
S2 163.16 163.16 163.62
S3 162.64 162.92 163.58
S4 162.12 162.40 163.43
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 170.88 169.53 165.08
R3 168.75 167.40 164.50
R2 166.62 166.62 164.30
R1 165.27 165.27 164.11 164.88
PP 164.49 164.49 164.49 164.30
S1 163.14 163.14 163.71 162.75
S2 162.36 162.36 163.52
S3 160.23 161.01 163.32
S4 158.10 158.88 162.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.03 163.31 1.72 1.1% 0.74 0.5% 24% False False 775,328
10 166.36 163.31 3.05 1.9% 0.70 0.4% 13% False False 756,700
20 166.36 162.79 3.57 2.2% 0.69 0.4% 26% False False 686,733
40 166.36 162.56 3.80 2.3% 0.71 0.4% 31% False False 510,250
60 166.36 162.56 3.80 2.3% 0.67 0.4% 31% False False 341,687
80 166.36 161.11 5.25 3.2% 0.65 0.4% 50% False False 256,333
100 166.36 159.84 6.52 4.0% 0.57 0.3% 60% False False 205,069
120 166.36 159.13 7.23 4.4% 0.51 0.3% 63% False False 170,891
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 166.13
2.618 165.28
1.618 164.76
1.000 164.44
0.618 164.24
HIGH 163.92
0.618 163.72
0.500 163.66
0.382 163.60
LOW 163.40
0.618 163.08
1.000 162.88
1.618 162.56
2.618 162.04
4.250 161.19
Fisher Pivots for day following 11-Oct-2016
Pivot 1 day 3 day
R1 163.70 163.81
PP 163.68 163.78
S1 163.66 163.75

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

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