Euro Bund Future December 2016

Trading Metrics calculated at close of trading on 15-Nov-2016

Day Change Summary
	Previous	Current
	14-Nov-2016	15-Nov-2016	Change	Change %	Previous Week
Open	159.72	160.21	0.49	0.3%	162.00
High	160.38	160.63	0.25	0.2%	163.19
Low	159.14	160.15	1.01	0.6%	159.77
Close	159.90	160.41	0.51	0.3%	160.27
Range	1.24	0.48	-0.76	-61.3%	3.42
ATR	0.94	0.93	-0.02	-1.6%	0.00
Volume	882,825	781,330	-101,495	-11.5%	5,068,444

Daily Pivots for day following 15-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	161.84	161.60	160.67
R3	161.36	161.12	160.54
R2	160.88	160.88	160.50
R1	160.64	160.64	160.45	160.76
PP	160.40	160.40	160.40	160.46
S1	160.16	160.16	160.37	160.28
S2	159.92	159.92	160.32
S3	159.44	159.68	160.28
S4	158.96	159.20	160.15

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%	1.27	0.8%	31%	False	False	992,898
10	163.19	159.14	4.05	2.5%	0.94	0.6%	31%	False	False	857,527
20	164.54	159.14	5.40	3.4%	0.85	0.5%	24%	False	False	825,361
40	166.36	159.14	7.22	4.5%	0.76	0.5%	18%	False	False	762,620
60	166.36	159.14	7.22	4.5%	0.75	0.5%	18%	False	False	667,198
80	166.36	159.14	7.22	4.5%	0.72	0.4%	18%	False	False	502,000
100	166.36	159.14	7.22	4.5%	0.68	0.4%	18%	False	False	401,828
120	166.36	159.14	7.22	4.5%	0.64	0.4%	18%	False	False	334,860

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	162.67
2.618	161.89
1.618	161.41
1.000	161.11
0.618	160.93
HIGH	160.63
0.618	160.45
0.500	160.39
0.382	160.33
LOW	160.15
0.618	159.85
1.000	159.67
1.618	159.37
2.618	158.89
4.250	158.11

Fisher Pivots for day following 15-Nov-2016
Pivot	1 day	3 day
R1	160.40	160.24
PP	160.40	160.06
S1	160.39	159.89

Download as Excel Spreadsheet

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

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