Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 25-Oct-2016
Day Change Summary
Previous Current
24-Oct-2016 25-Oct-2016 Change Change % Previous Week
Open 164.40 163.88 -0.52 -0.3% 163.31
High 164.54 164.16 -0.38 -0.2% 164.34
Low 163.86 163.71 -0.15 -0.1% 162.81
Close 163.96 164.02 0.06 0.0% 164.22
Range 0.68 0.45 -0.23 -33.8% 1.53
ATR 0.68 0.67 -0.02 -2.4% 0.00
Volume 658,472 995,619 337,147 51.2% 3,148,854
Daily Pivots for day following 25-Oct-2016
Classic Woodie Camarilla DeMark
R4 165.31 165.12 164.27
R3 164.86 164.67 164.14
R2 164.41 164.41 164.10
R1 164.22 164.22 164.06 164.32
PP 163.96 163.96 163.96 164.01
S1 163.77 163.77 163.98 163.87
S2 163.51 163.51 163.94
S3 163.06 163.32 163.90
S4 162.61 162.87 163.77
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% 0.57 0.3% 60% False False 721,190
10 164.54 162.81 1.73 1.1% 0.58 0.4% 70% False False 677,503
20 166.36 162.81 3.55 2.2% 0.64 0.4% 34% False False 717,102
40 166.36 162.56 3.80 2.3% 0.69 0.4% 38% False False 674,171
60 166.36 162.56 3.80 2.3% 0.67 0.4% 38% False False 453,774
80 166.36 162.56 3.80 2.3% 0.64 0.4% 38% False False 341,018
100 166.36 161.11 5.25 3.2% 0.61 0.4% 55% False False 272,819
120 166.36 159.75 6.61 4.0% 0.54 0.3% 65% False False 227,350
Crabel Price Patterns
NR True
NR4 False
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 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 166.07
2.618 165.34
1.618 164.89
1.000 164.61
0.618 164.44
HIGH 164.16
0.618 163.99
0.500 163.94
0.382 163.88
LOW 163.71
0.618 163.43
1.000 163.26
1.618 162.98
2.618 162.53
4.250 161.80
Fisher Pivots for day following 25-Oct-2016
Pivot 1 day 3 day
R1 163.99 164.13
PP 163.96 164.09
S1 163.94 164.06

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

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