Euro Bund Future December 2016

Trading Metrics calculated at close of trading on 14-Nov-2016

Day Change Summary
	Previous	Current
	11-Nov-2016	14-Nov-2016	Change	Change %	Previous Week
Open	160.62	159.72	-0.90	-0.6%	162.00
High	160.62	160.38	-0.24	-0.1%	163.19
Low	159.77	159.14	-0.63	-0.4%	159.77
Close	160.27	159.90	-0.37	-0.2%	160.27
Range	0.85	1.24	0.39	45.9%	3.42
ATR	0.92	0.94	0.02	2.5%	0.00
Volume	1,159,444	882,825	-276,619	-23.9%	5,068,444

Daily Pivots for day following 14-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	163.53	162.95	160.58
R3	162.29	161.71	160.24
R2	161.05	161.05	160.13
R1	160.47	160.47	160.01	160.76
PP	159.81	159.81	159.81	159.95
S1	159.23	159.23	159.79	159.52
S2	158.57	158.57	159.67
S3	157.33	157.99	159.56
S4	156.09	156.75	159.22

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	171.34	169.22	162.15
R3	167.92	165.80	161.21
R2	164.50	164.50	160.90
R1	162.38	162.38	160.58	161.73
PP	161.08	161.08	161.08	160.75
S1	158.96	158.96	159.96	158.31
S2	157.66	157.66	159.64
S3	154.24	155.54	159.33
S4	150.82	152.12	158.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	163.19	159.14	4.05	2.5%	1.32	0.8%	19%	False	True	1,077,445
10	163.19	159.14	4.05	2.5%	0.98	0.6%	19%	False	True	863,161
20	164.54	159.14	5.40	3.4%	0.85	0.5%	14%	False	True	816,273
40	166.36	159.14	7.22	4.5%	0.76	0.5%	11%	False	True	757,668
60	166.36	159.14	7.22	4.5%	0.75	0.5%	11%	False	True	654,483
80	166.36	159.14	7.22	4.5%	0.72	0.4%	11%	False	True	492,254
100	166.36	159.14	7.22	4.5%	0.68	0.4%	11%	False	True	394,015
120	166.36	159.14	7.22	4.5%	0.64	0.4%	11%	False	True	328,349

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	0.24
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	165.65
2.618	163.63
1.618	162.39
1.000	161.62
0.618	161.15
HIGH	160.38
0.618	159.91
0.500	159.76
0.382	159.61
LOW	159.14
0.618	158.37
1.000	157.90
1.618	157.13
2.618	155.89
4.250	153.87

Fisher Pivots for day following 14-Nov-2016
Pivot	1 day	3 day
R1	159.85	160.34
PP	159.81	160.19
S1	159.76	160.05

Download as Excel Spreadsheet

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

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