Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 15-Nov-2016
Day Change Summary
Previous Current
14-Nov-2016 15-Nov-2016 Change Change % Previous Week
Open 159.72 160.21 0.49 0.3% 162.00
High 160.38 160.63 0.25 0.2% 163.19
Low 159.14 160.15 1.01 0.6% 159.77
Close 159.90 160.41 0.51 0.3% 160.27
Range 1.24 0.48 -0.76 -61.3% 3.42
ATR 0.94 0.93 -0.02 -1.6% 0.00
Volume 882,825 781,330 -101,495 -11.5% 5,068,444
Daily Pivots for day following 15-Nov-2016
Classic Woodie Camarilla DeMark
R4 161.84 161.60 160.67
R3 161.36 161.12 160.54
R2 160.88 160.88 160.50
R1 160.64 160.64 160.45 160.76
PP 160.40 160.40 160.40 160.46
S1 160.16 160.16 160.37 160.28
S2 159.92 159.92 160.32
S3 159.44 159.68 160.28
S4 158.96 159.20 160.15
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% 1.27 0.8% 31% False False 992,898
10 163.19 159.14 4.05 2.5% 0.94 0.6% 31% False False 857,527
20 164.54 159.14 5.40 3.4% 0.85 0.5% 24% False False 825,361
40 166.36 159.14 7.22 4.5% 0.76 0.5% 18% False False 762,620
60 166.36 159.14 7.22 4.5% 0.75 0.5% 18% False False 667,198
80 166.36 159.14 7.22 4.5% 0.72 0.4% 18% False False 502,000
100 166.36 159.14 7.22 4.5% 0.68 0.4% 18% False False 401,828
120 166.36 159.14 7.22 4.5% 0.64 0.4% 18% False False 334,860
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.20
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 162.67
2.618 161.89
1.618 161.41
1.000 161.11
0.618 160.93
HIGH 160.63
0.618 160.45
0.500 160.39
0.382 160.33
LOW 160.15
0.618 159.85
1.000 159.67
1.618 159.37
2.618 158.89
4.250 158.11
Fisher Pivots for day following 15-Nov-2016
Pivot 1 day 3 day
R1 160.40 160.24
PP 160.40 160.06
S1 160.39 159.89

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

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