Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 21-Oct-2016
Day Change Summary
Previous Current
20-Oct-2016 21-Oct-2016 Change Change % Previous Week
Open 163.68 164.28 0.60 0.4% 163.31
High 164.33 164.34 0.01 0.0% 164.34
Low 163.24 164.04 0.80 0.5% 162.81
Close 164.29 164.22 -0.07 0.0% 164.22
Range 1.09 0.30 -0.79 -72.5% 1.53
ATR 0.71 0.68 -0.03 -4.1% 0.00
Volume 555,696 555,696 0 0.0% 3,148,854
Daily Pivots for day following 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 165.10 164.96 164.39
R3 164.80 164.66 164.30
R2 164.50 164.50 164.28
R1 164.36 164.36 164.25 164.28
PP 164.20 164.20 164.20 164.16
S1 164.06 164.06 164.19 163.98
S2 163.90 163.90 164.17
S3 163.60 163.76 164.14
S4 163.30 163.46 164.06
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 168.38 167.83 165.06
R3 166.85 166.30 164.64
R2 165.32 165.32 164.50
R1 164.77 164.77 164.36 165.05
PP 163.79 163.79 163.79 163.93
S1 163.24 163.24 164.08 163.52
S2 162.26 162.26 163.94
S3 160.73 161.71 163.80
S4 159.20 160.18 163.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.34 162.81 1.53 0.9% 0.60 0.4% 92% True False 629,770
10 164.34 162.81 1.53 0.9% 0.60 0.4% 92% True False 648,582
20 166.36 162.81 3.55 2.2% 0.66 0.4% 40% False False 707,762
40 166.36 162.56 3.80 2.3% 0.71 0.4% 44% False False 635,173
60 166.36 162.56 3.80 2.3% 0.67 0.4% 44% False False 426,554
80 166.36 162.56 3.80 2.3% 0.63 0.4% 44% False False 320,342
100 166.36 160.79 5.57 3.4% 0.61 0.4% 62% False False 256,278
120 166.36 159.58 6.78 4.1% 0.55 0.3% 68% False False 213,566
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 0.17
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 165.62
2.618 165.13
1.618 164.83
1.000 164.64
0.618 164.53
HIGH 164.34
0.618 164.23
0.500 164.19
0.382 164.15
LOW 164.04
0.618 163.85
1.000 163.74
1.618 163.55
2.618 163.25
4.250 162.77
Fisher Pivots for day following 21-Oct-2016
Pivot 1 day 3 day
R1 164.21 164.08
PP 164.20 163.93
S1 164.19 163.79

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

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