Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 13-Sep-2016
Day Change Summary
Previous Current
12-Sep-2016 13-Sep-2016 Change Change % Previous Week
Open 163.50 163.70 0.20 0.1% 164.56
High 163.69 163.93 0.24 0.1% 165.67
Low 163.04 162.56 -0.48 -0.3% 163.53
Close 163.35 163.29 -0.06 0.0% 163.65
Range 0.65 1.37 0.72 110.8% 2.14
ATR 0.73 0.77 0.05 6.3% 0.00
Volume 757,025 715,934 -41,091 -5.4% 3,459,831
Daily Pivots for day following 13-Sep-2016
Classic Woodie Camarilla DeMark
R4 167.37 166.70 164.04
R3 166.00 165.33 163.67
R2 164.63 164.63 163.54
R1 163.96 163.96 163.42 163.61
PP 163.26 163.26 163.26 163.09
S1 162.59 162.59 163.16 162.24
S2 161.89 161.89 163.04
S3 160.52 161.22 162.91
S4 159.15 159.85 162.54
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 170.70 169.32 164.83
R3 168.56 167.18 164.24
R2 166.42 166.42 164.04
R1 165.04 165.04 163.85 164.66
PP 164.28 164.28 164.28 164.10
S1 162.90 162.90 163.45 162.52
S2 162.14 162.14 163.26
S3 160.00 160.76 163.06
S4 157.86 158.62 162.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.67 162.56 3.11 1.9% 0.92 0.6% 23% False True 823,028
10 165.67 162.56 3.11 1.9% 0.79 0.5% 23% False True 645,716
20 165.67 162.56 3.11 1.9% 0.74 0.5% 23% False True 333,766
40 165.67 162.56 3.11 1.9% 0.66 0.4% 23% False True 169,164
60 165.67 161.11 4.56 2.8% 0.64 0.4% 48% False False 112,866
80 165.67 159.84 5.83 3.6% 0.54 0.3% 59% False False 84,653
100 165.67 159.13 6.54 4.0% 0.48 0.3% 64% False False 67,723
120 165.67 159.13 6.54 4.0% 0.40 0.2% 64% False False 56,436
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 169.75
2.618 167.52
1.618 166.15
1.000 165.30
0.618 164.78
HIGH 163.93
0.618 163.41
0.500 163.25
0.382 163.08
LOW 162.56
0.618 161.71
1.000 161.19
1.618 160.34
2.618 158.97
4.250 156.74
Fisher Pivots for day following 13-Sep-2016
Pivot 1 day 3 day
R1 163.28 163.59
PP 163.26 163.49
S1 163.25 163.39

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

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