Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 28-Oct-2016
Day Change Summary
Previous Current
27-Oct-2016 28-Oct-2016 Change Change % Previous Week
Open 163.02 161.85 -1.17 -0.7% 164.40
High 163.19 162.28 -0.91 -0.6% 164.54
Low 161.72 161.37 -0.35 -0.2% 161.37
Close 161.97 162.08 0.11 0.1% 162.08
Range 1.47 0.91 -0.56 -38.1% 3.17
ATR 0.76 0.77 0.01 1.4% 0.00
Volume 907,480 664,426 -243,054 -26.8% 4,391,601
Daily Pivots for day following 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 164.64 164.27 162.58
R3 163.73 163.36 162.33
R2 162.82 162.82 162.25
R1 162.45 162.45 162.16 162.64
PP 161.91 161.91 161.91 162.00
S1 161.54 161.54 162.00 161.73
S2 161.00 161.00 161.91
S3 160.09 160.63 161.83
S4 159.18 159.72 161.58
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 172.17 170.30 163.82
R3 169.00 167.13 162.95
R2 165.83 165.83 162.66
R1 163.96 163.96 162.37 163.31
PP 162.66 162.66 162.66 162.34
S1 160.79 160.79 161.79 160.14
S2 159.49 159.49 161.50
S3 156.32 157.62 161.21
S4 153.15 154.45 160.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.54 161.37 3.17 2.0% 0.94 0.6% 22% False True 878,320
10 164.54 161.37 3.17 2.0% 0.77 0.5% 22% False True 754,045
20 165.85 161.37 4.48 2.8% 0.73 0.4% 16% False True 762,038
40 166.36 161.37 4.99 3.1% 0.74 0.5% 14% False True 723,598
60 166.36 161.37 4.99 3.1% 0.69 0.4% 14% False True 499,220
80 166.36 161.37 4.99 3.1% 0.66 0.4% 14% False True 375,228
100 166.36 161.11 5.25 3.2% 0.64 0.4% 18% False False 300,193
120 166.36 159.75 6.61 4.1% 0.55 0.3% 35% False False 250,162
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 166.15
2.618 164.66
1.618 163.75
1.000 163.19
0.618 162.84
HIGH 162.28
0.618 161.93
0.500 161.83
0.382 161.72
LOW 161.37
0.618 160.81
1.000 160.46
1.618 159.90
2.618 158.99
4.250 157.50
Fisher Pivots for day following 28-Oct-2016
Pivot 1 day 3 day
R1 162.00 162.72
PP 161.91 162.50
S1 161.83 162.29

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

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