Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 13-Oct-2016
Day Change Summary
Previous Current
12-Oct-2016 13-Oct-2016 Change Change % Previous Week
Open 163.58 163.70 0.12 0.1% 165.69
High 163.82 163.96 0.14 0.1% 165.85
Low 163.15 163.47 0.32 0.2% 163.72
Close 163.30 163.76 0.46 0.3% 163.91
Range 0.67 0.49 -0.18 -26.9% 2.13
ATR 0.74 0.74 -0.01 -0.8% 0.00
Volume 667,366 619,154 -48,212 -7.2% 4,363,349
Daily Pivots for day following 13-Oct-2016
Classic Woodie Camarilla DeMark
R4 165.20 164.97 164.03
R3 164.71 164.48 163.89
R2 164.22 164.22 163.85
R1 163.99 163.99 163.80 164.11
PP 163.73 163.73 163.73 163.79
S1 163.50 163.50 163.72 163.62
S2 163.24 163.24 163.67
S3 162.75 163.01 163.63
S4 162.26 162.52 163.49
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
5 164.30 163.15 1.15 0.7% 0.63 0.4% 53% False False 647,270
10 166.36 163.15 3.21 2.0% 0.72 0.4% 19% False False 736,757
20 166.36 163.15 3.21 2.0% 0.67 0.4% 19% False False 685,639
40 166.36 162.56 3.80 2.3% 0.71 0.4% 32% False False 542,252
60 166.36 162.56 3.80 2.3% 0.67 0.4% 32% False False 362,914
80 166.36 161.11 5.25 3.2% 0.66 0.4% 50% False False 272,414
100 166.36 159.98 6.38 3.9% 0.58 0.4% 59% False False 217,934
120 166.36 159.36 7.00 4.3% 0.52 0.3% 63% False False 181,612
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.20
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 166.04
2.618 165.24
1.618 164.75
1.000 164.45
0.618 164.26
HIGH 163.96
0.618 163.77
0.500 163.72
0.382 163.66
LOW 163.47
0.618 163.17
1.000 162.98
1.618 162.68
2.618 162.19
4.250 161.39
Fisher Pivots for day following 13-Oct-2016
Pivot 1 day 3 day
R1 163.75 163.69
PP 163.73 163.62
S1 163.72 163.56

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

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