Euro Bund Future December 2016

Trading Metrics calculated at close of trading on 17-Nov-2016

Day Change Summary
	Previous	Current
	16-Nov-2016	17-Nov-2016	Change	Change %	Previous Week
Open	160.32	160.58	0.26	0.2%	162.00
High	160.59	160.96	0.37	0.2%	163.19
Low	159.82	160.35	0.53	0.3%	159.77
Close	160.32	160.77	0.45	0.3%	160.27
Range	0.77	0.61	-0.16	-20.8%	3.42
ATR	0.92	0.90	-0.02	-2.1%	0.00
Volume	797,188	889,234	92,046	11.5%	5,068,444

Daily Pivots for day following 17-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	162.52	162.26	161.11
R3	161.91	161.65	160.94
R2	161.30	161.30	160.88
R1	161.04	161.04	160.83	161.17
PP	160.69	160.69	160.69	160.76
S1	160.43	160.43	160.71	160.56
S2	160.08	160.08	160.66
S3	159.47	159.82	160.60
S4	158.86	159.21	160.43

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	160.96	159.14	1.82	1.1%	0.79	0.5%	90%	True	False	902,004
10	163.19	159.14	4.05	2.5%	0.94	0.6%	40%	False	False	887,421
20	164.54	159.14	5.40	3.4%	0.85	0.5%	30%	False	False	839,874
40	166.36	159.14	7.22	4.5%	0.75	0.5%	23%	False	False	773,280
60	166.36	159.14	7.22	4.5%	0.76	0.5%	23%	False	False	694,573
80	166.36	159.14	7.22	4.5%	0.72	0.4%	23%	False	False	522,984
100	166.36	159.14	7.22	4.5%	0.69	0.4%	23%	False	False	418,692
120	166.36	159.14	7.22	4.5%	0.65	0.4%	23%	False	False	348,914

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	0.23
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	163.55
2.618	162.56
1.618	161.95
1.000	161.57
0.618	161.34
HIGH	160.96
0.618	160.73
0.500	160.66
0.382	160.58
LOW	160.35
0.618	159.97
1.000	159.74
1.618	159.36
2.618	158.75
4.250	157.76

Fisher Pivots for day following 17-Nov-2016
Pivot	1 day	3 day
R1	160.73	160.64
PP	160.69	160.52
S1	160.66	160.39

Download as Excel Spreadsheet

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

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