Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 14-Nov-2016
Day Change Summary
Previous Current
11-Nov-2016 14-Nov-2016 Change Change % Previous Week
Open 160.62 159.72 -0.90 -0.6% 162.00
High 160.62 160.38 -0.24 -0.1% 163.19
Low 159.77 159.14 -0.63 -0.4% 159.77
Close 160.27 159.90 -0.37 -0.2% 160.27
Range 0.85 1.24 0.39 45.9% 3.42
ATR 0.92 0.94 0.02 2.5% 0.00
Volume 1,159,444 882,825 -276,619 -23.9% 5,068,444
Daily Pivots for day following 14-Nov-2016
Classic Woodie Camarilla DeMark
R4 163.53 162.95 160.58
R3 162.29 161.71 160.24
R2 161.05 161.05 160.13
R1 160.47 160.47 160.01 160.76
PP 159.81 159.81 159.81 159.95
S1 159.23 159.23 159.79 159.52
S2 158.57 158.57 159.67
S3 157.33 157.99 159.56
S4 156.09 156.75 159.22
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 171.34 169.22 162.15
R3 167.92 165.80 161.21
R2 164.50 164.50 160.90
R1 162.38 162.38 160.58 161.73
PP 161.08 161.08 161.08 160.75
S1 158.96 158.96 159.96 158.31
S2 157.66 157.66 159.64
S3 154.24 155.54 159.33
S4 150.82 152.12 158.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.19 159.14 4.05 2.5% 1.32 0.8% 19% False True 1,077,445
10 163.19 159.14 4.05 2.5% 0.98 0.6% 19% False True 863,161
20 164.54 159.14 5.40 3.4% 0.85 0.5% 14% False True 816,273
40 166.36 159.14 7.22 4.5% 0.76 0.5% 11% False True 757,668
60 166.36 159.14 7.22 4.5% 0.75 0.5% 11% False True 654,483
80 166.36 159.14 7.22 4.5% 0.72 0.4% 11% False True 492,254
100 166.36 159.14 7.22 4.5% 0.68 0.4% 11% False True 394,015
120 166.36 159.14 7.22 4.5% 0.64 0.4% 11% False True 328,349
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 165.65
2.618 163.63
1.618 162.39
1.000 161.62
0.618 161.15
HIGH 160.38
0.618 159.91
0.500 159.76
0.382 159.61
LOW 159.14
0.618 158.37
1.000 157.90
1.618 157.13
2.618 155.89
4.250 153.87
Fisher Pivots for day following 14-Nov-2016
Pivot 1 day 3 day
R1 159.85 160.34
PP 159.81 160.19
S1 159.76 160.05

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

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