Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 24-Oct-2016
Day Change Summary
Previous Current
21-Oct-2016 24-Oct-2016 Change Change % Previous Week
Open 164.28 164.40 0.12 0.1% 163.31
High 164.34 164.54 0.20 0.1% 164.34
Low 164.04 163.86 -0.18 -0.1% 162.81
Close 164.22 163.96 -0.26 -0.2% 164.22
Range 0.30 0.68 0.38 126.7% 1.53
ATR 0.68 0.68 0.00 0.0% 0.00
Volume 555,696 658,472 102,776 18.5% 3,148,854
Daily Pivots for day following 24-Oct-2016
Classic Woodie Camarilla DeMark
R4 166.16 165.74 164.33
R3 165.48 165.06 164.15
R2 164.80 164.80 164.08
R1 164.38 164.38 164.02 164.25
PP 164.12 164.12 164.12 164.06
S1 163.70 163.70 163.90 163.57
S2 163.44 163.44 163.84
S3 162.76 163.02 163.77
S4 162.08 162.34 163.59
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 168.38 167.83 165.06
R3 166.85 166.30 164.64
R2 165.32 165.32 164.50
R1 164.77 164.77 164.36 165.05
PP 163.79 163.79 163.79 163.93
S1 163.24 163.24 164.08 163.52
S2 162.26 162.26 163.94
S3 160.73 161.71 163.80
S4 159.20 160.18 163.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.54 163.24 1.30 0.8% 0.58 0.4% 55% True False 641,980
10 164.54 162.81 1.73 1.1% 0.58 0.4% 66% True False 636,705
20 166.36 162.81 3.55 2.2% 0.66 0.4% 32% False False 702,469
40 166.36 162.56 3.80 2.3% 0.71 0.4% 37% False False 650,323
60 166.36 162.56 3.80 2.3% 0.67 0.4% 37% False False 437,427
80 166.36 162.56 3.80 2.3% 0.63 0.4% 37% False False 328,573
100 166.36 161.11 5.25 3.2% 0.61 0.4% 54% False False 262,863
120 166.36 159.58 6.78 4.1% 0.56 0.3% 65% False False 219,053
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 167.43
2.618 166.32
1.618 165.64
1.000 165.22
0.618 164.96
HIGH 164.54
0.618 164.28
0.500 164.20
0.382 164.12
LOW 163.86
0.618 163.44
1.000 163.18
1.618 162.76
2.618 162.08
4.250 160.97
Fisher Pivots for day following 24-Oct-2016
Pivot 1 day 3 day
R1 164.20 163.94
PP 164.12 163.91
S1 164.04 163.89

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

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