Euro Bund Future December 2016

Trading Metrics calculated at close of trading on 16-Nov-2016

Day Change Summary
	Previous	Current
	15-Nov-2016	16-Nov-2016	Change	Change %	Previous Week
Open	160.21	160.32	0.11	0.1%	162.00
High	160.63	160.59	-0.04	0.0%	163.19
Low	160.15	159.82	-0.33	-0.2%	159.77
Close	160.41	160.32	-0.09	-0.1%	160.27
Range	0.48	0.77	0.29	60.4%	3.42
ATR	0.93	0.92	-0.01	-1.2%	0.00
Volume	781,330	797,188	15,858	2.0%	5,068,444

Daily Pivots for day following 16-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	162.55	162.21	160.74
R3	161.78	161.44	160.53
R2	161.01	161.01	160.46
R1	160.67	160.67	160.39	160.71
PP	160.24	160.24	160.24	160.26
S1	159.90	159.90	160.25	159.94
S2	159.47	159.47	160.18
S3	158.70	159.13	160.11
S4	157.93	158.36	159.90

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	161.54	159.14	2.40	1.5%	0.96	0.6%	49%	False	False	875,400
10	163.19	159.14	4.05	2.5%	0.96	0.6%	29%	False	False	858,186
20	164.54	159.14	5.40	3.4%	0.87	0.5%	22%	False	False	823,197
40	166.36	159.14	7.22	4.5%	0.76	0.5%	16%	False	False	763,153
60	166.36	159.14	7.22	4.5%	0.76	0.5%	16%	False	False	679,997
80	166.36	159.14	7.22	4.5%	0.72	0.4%	16%	False	False	511,902
100	166.36	159.14	7.22	4.5%	0.68	0.4%	16%	False	False	409,800
120	166.36	159.14	7.22	4.5%	0.65	0.4%	16%	False	False	341,503

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	0.22
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	163.86
2.618	162.61
1.618	161.84
1.000	161.36
0.618	161.07
HIGH	160.59
0.618	160.30
0.500	160.21
0.382	160.11
LOW	159.82
0.618	159.34
1.000	159.05
1.618	158.57
2.618	157.80
4.250	156.55

Fisher Pivots for day following 16-Nov-2016
Pivot	1 day	3 day
R1	160.28	160.18
PP	160.24	160.03
S1	160.21	159.89

Download as Excel Spreadsheet

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

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