Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 07-Oct-2016
Day Change Summary
Previous Current
06-Oct-2016 07-Oct-2016 Change Change % Previous Week
Open 164.38 164.25 -0.13 -0.1% 165.69
High 164.87 164.30 -0.57 -0.3% 165.85
Low 164.04 163.72 -0.32 -0.2% 163.72
Close 164.18 163.91 -0.27 -0.2% 163.91
Range 0.83 0.58 -0.25 -30.1% 2.13
ATR 0.77 0.76 -0.01 -1.8% 0.00
Volume 860,601 584,949 -275,652 -32.0% 4,363,349
Daily Pivots for day following 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 165.72 165.39 164.23
R3 165.14 164.81 164.07
R2 164.56 164.56 164.02
R1 164.23 164.23 163.96 164.11
PP 163.98 163.98 163.98 163.91
S1 163.65 163.65 163.86 163.53
S2 163.40 163.40 163.80
S3 162.82 163.07 163.75
S4 162.24 162.49 163.59
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 170.88 169.53 165.08
R3 168.75 167.40 164.50
R2 166.62 166.62 164.30
R1 165.27 165.27 164.11 164.88
PP 164.49 164.49 164.49 164.30
S1 163.14 163.14 163.71 162.75
S2 162.36 162.36 163.52
S3 160.23 161.01 163.32
S4 158.10 158.88 162.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.85 163.72 2.13 1.3% 0.77 0.5% 9% False True 872,669
10 166.36 163.72 2.64 1.6% 0.71 0.4% 7% False True 766,941
20 166.36 162.56 3.80 2.3% 0.72 0.4% 36% False False 692,137
40 166.36 162.56 3.80 2.3% 0.71 0.4% 36% False False 476,569
60 166.36 162.56 3.80 2.3% 0.66 0.4% 36% False False 319,006
80 166.36 161.11 5.25 3.2% 0.64 0.4% 53% False False 239,272
100 166.36 159.75 6.61 4.0% 0.56 0.3% 63% False False 191,420
120 166.36 159.13 7.23 4.4% 0.50 0.3% 66% False False 159,517
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.17
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 166.77
2.618 165.82
1.618 165.24
1.000 164.88
0.618 164.66
HIGH 164.30
0.618 164.08
0.500 164.01
0.382 163.94
LOW 163.72
0.618 163.36
1.000 163.14
1.618 162.78
2.618 162.20
4.250 161.26
Fisher Pivots for day following 07-Oct-2016
Pivot 1 day 3 day
R1 164.01 164.38
PP 163.98 164.22
S1 163.94 164.07

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

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