Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 20-Oct-2016
Day Change Summary
Previous Current
19-Oct-2016 20-Oct-2016 Change Change % Previous Week
Open 163.74 163.68 -0.06 0.0% 164.05
High 164.04 164.33 0.29 0.2% 164.18
Low 163.71 163.24 -0.47 -0.3% 163.15
Close 163.82 164.29 0.47 0.3% 163.46
Range 0.33 1.09 0.76 230.3% 1.03
ATR 0.68 0.71 0.03 4.2% 0.00
Volume 840,471 555,696 -284,775 -33.9% 3,336,974
Daily Pivots for day following 20-Oct-2016
Classic Woodie Camarilla DeMark
R4 167.22 166.85 164.89
R3 166.13 165.76 164.59
R2 165.04 165.04 164.49
R1 164.67 164.67 164.39 164.86
PP 163.95 163.95 163.95 164.05
S1 163.58 163.58 164.19 163.77
S2 162.86 162.86 164.09
S3 161.77 162.49 163.99
S4 160.68 161.40 163.69
Weekly Pivots for week ending 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 166.69 166.10 164.03
R3 165.66 165.07 163.74
R2 164.63 164.63 163.65
R1 164.04 164.04 163.55 163.82
PP 163.60 163.60 163.60 163.49
S1 163.01 163.01 163.37 162.79
S2 162.57 162.57 163.27
S3 161.54 161.98 163.18
S4 160.51 160.95 162.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.33 162.81 1.52 0.9% 0.64 0.4% 97% True False 655,746
10 164.33 162.81 1.52 0.9% 0.63 0.4% 97% True False 651,508
20 166.36 162.81 3.55 2.2% 0.66 0.4% 42% False False 706,686
40 166.36 162.56 3.80 2.3% 0.72 0.4% 46% False False 621,923
60 166.36 162.56 3.80 2.3% 0.67 0.4% 46% False False 417,353
80 166.36 162.56 3.80 2.3% 0.65 0.4% 46% False False 313,396
100 166.36 160.60 5.76 3.5% 0.61 0.4% 64% False False 250,721
120 166.36 159.58 6.78 4.1% 0.55 0.3% 69% False False 208,935
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 0.17
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 168.96
2.618 167.18
1.618 166.09
1.000 165.42
0.618 165.00
HIGH 164.33
0.618 163.91
0.500 163.79
0.382 163.66
LOW 163.24
0.618 162.57
1.000 162.15
1.618 161.48
2.618 160.39
4.250 158.61
Fisher Pivots for day following 20-Oct-2016
Pivot 1 day 3 day
R1 164.12 164.12
PP 163.95 163.95
S1 163.79 163.79

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

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