Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 17-Oct-2016
Day Change Summary
Previous Current
14-Oct-2016 17-Oct-2016 Change Change % Previous Week
Open 163.60 163.31 -0.29 -0.2% 164.05
High 163.69 163.57 -0.12 -0.1% 164.18
Low 163.20 162.81 -0.39 -0.2% 163.15
Close 163.46 163.47 0.01 0.0% 163.46
Range 0.49 0.76 0.27 55.1% 1.03
ATR 0.72 0.73 0.00 0.4% 0.00
Volume 685,572 597,423 -88,149 -12.9% 3,336,974
Daily Pivots for day following 17-Oct-2016
Classic Woodie Camarilla DeMark
R4 165.56 165.28 163.89
R3 164.80 164.52 163.68
R2 164.04 164.04 163.61
R1 163.76 163.76 163.54 163.90
PP 163.28 163.28 163.28 163.36
S1 163.00 163.00 163.40 163.14
S2 162.52 162.52 163.33
S3 161.76 162.24 163.26
S4 161.00 161.48 163.05
Weekly Pivots for week ending 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 166.69 166.10 164.03
R3 165.66 165.07 163.74
R2 164.63 164.63 163.65
R1 164.04 164.04 163.55 163.82
PP 163.60 163.60 163.60 163.49
S1 163.01 163.01 163.37 162.79
S2 162.57 162.57 163.27
S3 161.54 161.98 163.18
S4 160.51 160.95 162.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.96 162.81 1.15 0.7% 0.59 0.4% 57% False True 631,431
10 165.68 162.81 2.87 1.8% 0.71 0.4% 23% False True 746,491
20 166.36 162.81 3.55 2.2% 0.67 0.4% 19% False True 699,064
40 166.36 162.56 3.80 2.3% 0.70 0.4% 24% False False 573,588
60 166.36 162.56 3.80 2.3% 0.67 0.4% 24% False False 384,247
80 166.36 162.56 3.80 2.3% 0.64 0.4% 24% False False 288,451
100 166.36 159.98 6.38 3.9% 0.59 0.4% 55% False False 230,764
120 166.36 159.36 7.00 4.3% 0.53 0.3% 59% False False 192,304
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 166.80
2.618 165.56
1.618 164.80
1.000 164.33
0.618 164.04
HIGH 163.57
0.618 163.28
0.500 163.19
0.382 163.10
LOW 162.81
0.618 162.34
1.000 162.05
1.618 161.58
2.618 160.82
4.250 159.58
Fisher Pivots for day following 17-Oct-2016
Pivot 1 day 3 day
R1 163.38 163.44
PP 163.28 163.41
S1 163.19 163.39

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

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