Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 26-Sep-2016
Day Change Summary
Previous Current
23-Sep-2016 26-Sep-2016 Change Change % Previous Week
Open 165.08 165.14 0.06 0.0% 163.86
High 165.28 165.75 0.47 0.3% 165.32
Low 164.98 165.08 0.10 0.1% 163.63
Close 165.03 165.50 0.47 0.3% 165.03
Range 0.30 0.67 0.37 123.3% 1.69
ATR 0.76 0.75 0.00 -0.3% 0.00
Volume 534,174 764,315 230,141 43.1% 2,922,342
Daily Pivots for day following 26-Sep-2016
Classic Woodie Camarilla DeMark
R4 167.45 167.15 165.87
R3 166.78 166.48 165.68
R2 166.11 166.11 165.62
R1 165.81 165.81 165.56 165.96
PP 165.44 165.44 165.44 165.52
S1 165.14 165.14 165.44 165.29
S2 164.77 164.77 165.38
S3 164.10 164.47 165.32
S4 163.43 163.80 165.13
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
5 165.75 163.65 2.10 1.3% 0.64 0.4% 88% True False 628,357
10 165.75 162.56 3.19 1.9% 0.74 0.4% 92% True False 618,062
20 165.75 162.56 3.19 1.9% 0.76 0.5% 92% True False 598,176
40 165.75 162.56 3.19 1.9% 0.67 0.4% 92% True False 304,905
60 165.75 162.56 3.19 1.9% 0.62 0.4% 92% True False 203,941
80 165.75 161.11 4.64 2.8% 0.60 0.4% 95% True False 152,961
100 165.75 159.58 6.17 3.7% 0.54 0.3% 96% True False 122,370
120 165.75 159.13 6.62 4.0% 0.45 0.3% 96% True False 101,975
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 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 168.60
2.618 167.50
1.618 166.83
1.000 166.42
0.618 166.16
HIGH 165.75
0.618 165.49
0.500 165.42
0.382 165.34
LOW 165.08
0.618 164.67
1.000 164.41
1.618 164.00
2.618 163.33
4.250 162.23
Fisher Pivots for day following 26-Sep-2016
Pivot 1 day 3 day
R1 165.47 165.35
PP 165.44 165.19
S1 165.42 165.04

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

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