Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 23-Sep-2016
Day Change Summary
Previous Current
22-Sep-2016 23-Sep-2016 Change Change % Previous Week
Open 164.32 165.08 0.76 0.5% 163.86
High 165.32 165.28 -0.04 0.0% 165.32
Low 164.32 164.98 0.66 0.4% 163.63
Close 165.22 165.03 -0.19 -0.1% 165.03
Range 1.00 0.30 -0.70 -70.0% 1.69
ATR 0.79 0.76 -0.04 -4.4% 0.00
Volume 484,150 534,174 50,024 10.3% 2,922,342
Daily Pivots for day following 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 166.00 165.81 165.20
R3 165.70 165.51 165.11
R2 165.40 165.40 165.09
R1 165.21 165.21 165.06 165.16
PP 165.10 165.10 165.10 165.07
S1 164.91 164.91 165.00 164.86
S2 164.80 164.80 164.98
S3 164.50 164.61 164.95
S4 164.20 164.31 164.87
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 169.73 169.07 165.96
R3 168.04 167.38 165.49
R2 166.35 166.35 165.34
R1 165.69 165.69 165.18 166.02
PP 164.66 164.66 164.66 164.83
S1 164.00 164.00 164.88 164.33
S2 162.97 162.97 164.72
S3 161.28 162.31 164.57
S4 159.59 160.62 164.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.32 163.63 1.69 1.0% 0.60 0.4% 83% False False 584,468
10 165.32 162.56 2.76 1.7% 0.74 0.4% 89% False False 617,333
20 165.67 162.56 3.11 1.9% 0.77 0.5% 79% False False 562,585
40 165.67 162.56 3.11 1.9% 0.68 0.4% 79% False False 285,950
60 165.67 162.56 3.11 1.9% 0.63 0.4% 79% False False 191,202
80 165.67 160.79 4.88 3.0% 0.60 0.4% 87% False False 143,408
100 165.67 159.58 6.09 3.7% 0.53 0.3% 89% False False 114,727
120 165.67 159.13 6.54 4.0% 0.44 0.3% 90% False False 95,606
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 0.15
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 166.56
2.618 166.07
1.618 165.77
1.000 165.58
0.618 165.47
HIGH 165.28
0.618 165.17
0.500 165.13
0.382 165.09
LOW 164.98
0.618 164.79
1.000 164.68
1.618 164.49
2.618 164.19
4.250 163.71
Fisher Pivots for day following 23-Sep-2016
Pivot 1 day 3 day
R1 165.13 164.87
PP 165.10 164.72
S1 165.06 164.56

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

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