Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 21-Nov-2016
Day Change Summary
Previous Current
18-Nov-2016 21-Nov-2016 Change Change % Previous Week
Open 160.16 160.95 0.79 0.5% 159.72
High 161.09 160.97 -0.12 -0.1% 161.09
Low 159.98 160.50 0.52 0.3% 159.14
Close 160.73 160.79 0.06 0.0% 160.73
Range 1.11 0.47 -0.64 -57.7% 1.95
ATR 0.91 0.88 -0.03 -3.5% 0.00
Volume 889,234 521,768 -367,466 -41.3% 4,239,811
Daily Pivots for day following 21-Nov-2016
Classic Woodie Camarilla DeMark
R4 162.16 161.95 161.05
R3 161.69 161.48 160.92
R2 161.22 161.22 160.88
R1 161.01 161.01 160.83 160.88
PP 160.75 160.75 160.75 160.69
S1 160.54 160.54 160.75 160.41
S2 160.28 160.28 160.70
S3 159.81 160.07 160.66
S4 159.34 159.60 160.53
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 166.17 165.40 161.80
R3 164.22 163.45 161.27
R2 162.27 162.27 161.09
R1 161.50 161.50 160.91 161.89
PP 160.32 160.32 160.32 160.51
S1 159.55 159.55 160.55 159.94
S2 158.37 158.37 160.37
S3 156.42 157.60 160.19
S4 154.47 155.65 159.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.09 159.82 1.27 0.8% 0.69 0.4% 76% False False 775,750
10 163.19 159.14 4.05 2.5% 1.01 0.6% 41% False False 926,598
20 164.16 159.14 5.02 3.1% 0.88 0.5% 33% False False 849,716
40 166.36 159.14 7.22 4.5% 0.77 0.5% 23% False False 776,093
60 166.36 159.14 7.22 4.5% 0.76 0.5% 23% False False 716,787
80 166.36 159.14 7.22 4.5% 0.72 0.4% 23% False False 540,499
100 166.36 159.14 7.22 4.5% 0.68 0.4% 23% False False 432,801
120 166.36 159.14 7.22 4.5% 0.66 0.4% 23% False False 360,672
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 162.97
2.618 162.20
1.618 161.73
1.000 161.44
0.618 161.26
HIGH 160.97
0.618 160.79
0.500 160.74
0.382 160.68
LOW 160.50
0.618 160.21
1.000 160.03
1.618 159.74
2.618 159.27
4.250 158.50
Fisher Pivots for day following 21-Nov-2016
Pivot 1 day 3 day
R1 160.77 160.71
PP 160.75 160.62
S1 160.74 160.54

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

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