Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 27-Oct-2016
Day Change Summary
Previous Current
26-Oct-2016 27-Oct-2016 Change Change % Previous Week
Open 163.90 163.02 -0.88 -0.5% 163.31
High 164.06 163.19 -0.87 -0.5% 164.34
Low 162.89 161.72 -1.17 -0.7% 162.81
Close 163.04 161.97 -1.07 -0.7% 164.22
Range 1.17 1.47 0.30 25.6% 1.53
ATR 0.70 0.76 0.05 7.8% 0.00
Volume 1,165,604 907,480 -258,124 -22.1% 3,148,854
Daily Pivots for day following 27-Oct-2016
Classic Woodie Camarilla DeMark
R4 166.70 165.81 162.78
R3 165.23 164.34 162.37
R2 163.76 163.76 162.24
R1 162.87 162.87 162.10 162.58
PP 162.29 162.29 162.29 162.15
S1 161.40 161.40 161.84 161.11
S2 160.82 160.82 161.70
S3 159.35 159.93 161.57
S4 157.88 158.46 161.16
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
5 164.54 161.72 2.82 1.7% 0.81 0.5% 9% False True 856,574
10 164.54 161.72 2.82 1.7% 0.73 0.4% 9% False True 756,160
20 166.36 161.72 4.64 2.9% 0.72 0.4% 5% False True 746,459
40 166.36 161.72 4.64 2.9% 0.73 0.4% 5% False True 717,595
60 166.36 161.72 4.64 2.9% 0.69 0.4% 5% False True 488,203
80 166.36 161.72 4.64 2.9% 0.66 0.4% 5% False True 366,930
100 166.36 161.11 5.25 3.2% 0.63 0.4% 16% False False 293,549
120 166.36 159.75 6.61 4.1% 0.55 0.3% 34% False False 244,625
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 88 trading days
Fibonacci Retracements and Extensions
4.250 169.44
2.618 167.04
1.618 165.57
1.000 164.66
0.618 164.10
HIGH 163.19
0.618 162.63
0.500 162.46
0.382 162.28
LOW 161.72
0.618 160.81
1.000 160.25
1.618 159.34
2.618 157.87
4.250 155.47
Fisher Pivots for day following 27-Oct-2016
Pivot 1 day 3 day
R1 162.46 162.94
PP 162.29 162.62
S1 162.13 162.29

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

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