Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 27-Sep-2016
Day Change Summary
Previous Current
26-Sep-2016 27-Sep-2016 Change Change % Previous Week
Open 165.14 165.50 0.36 0.2% 163.86
High 165.75 166.27 0.52 0.3% 165.32
Low 165.08 165.46 0.38 0.2% 163.63
Close 165.50 165.98 0.48 0.3% 165.03
Range 0.67 0.81 0.14 20.9% 1.69
ATR 0.75 0.76 0.00 0.5% 0.00
Volume 764,315 702,974 -61,341 -8.0% 2,922,342
Daily Pivots for day following 27-Sep-2016
Classic Woodie Camarilla DeMark
R4 168.33 167.97 166.43
R3 167.52 167.16 166.20
R2 166.71 166.71 166.13
R1 166.35 166.35 166.05 166.53
PP 165.90 165.90 165.90 166.00
S1 165.54 165.54 165.91 165.72
S2 165.09 165.09 165.83
S3 164.28 164.73 165.76
S4 163.47 163.92 165.53
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
5 166.27 163.80 2.47 1.5% 0.67 0.4% 88% True False 652,296
10 166.27 162.79 3.48 2.1% 0.68 0.4% 92% True False 616,766
20 166.27 162.56 3.71 2.2% 0.74 0.4% 92% True False 631,241
40 166.27 162.56 3.71 2.2% 0.68 0.4% 92% True False 322,111
60 166.27 162.56 3.71 2.2% 0.64 0.4% 92% True False 215,656
80 166.27 161.11 5.16 3.1% 0.61 0.4% 94% True False 161,748
100 166.27 159.75 6.52 3.9% 0.52 0.3% 96% True False 129,399
120 166.27 159.13 7.14 4.3% 0.45 0.3% 96% True False 107,833
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 0.12
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 169.71
2.618 168.39
1.618 167.58
1.000 167.08
0.618 166.77
HIGH 166.27
0.618 165.96
0.500 165.87
0.382 165.77
LOW 165.46
0.618 164.96
1.000 164.65
1.618 164.15
2.618 163.34
4.250 162.02
Fisher Pivots for day following 27-Sep-2016
Pivot 1 day 3 day
R1 165.94 165.86
PP 165.90 165.74
S1 165.87 165.63

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

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