Euro Bund Future December 2016


Trading Metrics calculated at close of trading on 23-Nov-2016
Day Change Summary
Previous Current
22-Nov-2016 23-Nov-2016 Change Change % Previous Week
Open 160.75 161.31 0.56 0.3% 159.72
High 161.58 161.72 0.14 0.1% 161.09
Low 160.70 160.31 -0.39 -0.2% 159.14
Close 161.40 160.76 -0.64 -0.4% 160.73
Range 0.88 1.41 0.53 60.2% 1.95
ATR 0.88 0.92 0.04 4.3% 0.00
Volume 741,667 1,256,115 514,448 69.4% 4,239,811
Daily Pivots for day following 23-Nov-2016
Classic Woodie Camarilla DeMark
R4 165.16 164.37 161.54
R3 163.75 162.96 161.15
R2 162.34 162.34 161.02
R1 161.55 161.55 160.89 161.24
PP 160.93 160.93 160.93 160.78
S1 160.14 160.14 160.63 159.83
S2 159.52 159.52 160.50
S3 158.11 158.73 160.37
S4 156.70 157.32 159.98
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 166.17 165.40 161.80
R3 164.22 163.45 161.27
R2 162.27 162.27 161.09
R1 161.50 161.50 160.91 161.89
PP 160.32 160.32 160.32 160.51
S1 159.55 159.55 160.55 159.94
S2 158.37 158.37 160.37
S3 156.42 157.60 160.19
S4 154.47 155.65 159.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.72 159.98 1.74 1.1% 0.90 0.6% 45% True False 859,603
10 161.72 159.14 2.58 1.6% 0.93 0.6% 63% True False 867,502
20 163.19 159.14 4.05 2.5% 0.91 0.6% 40% False False 841,544
40 166.36 159.14 7.22 4.5% 0.79 0.5% 22% False False 793,787
60 166.36 159.14 7.22 4.5% 0.77 0.5% 22% False False 748,258
80 166.36 159.14 7.22 4.5% 0.73 0.5% 22% False False 565,277
100 166.36 159.14 7.22 4.5% 0.70 0.4% 22% False False 452,778
120 166.36 159.14 7.22 4.5% 0.67 0.4% 22% False False 377,319
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 167.71
2.618 165.41
1.618 164.00
1.000 163.13
0.618 162.59
HIGH 161.72
0.618 161.18
0.500 161.02
0.382 160.85
LOW 160.31
0.618 159.44
1.000 158.90
1.618 158.03
2.618 156.62
4.250 154.32
Fisher Pivots for day following 23-Nov-2016
Pivot 1 day 3 day
R1 161.02 161.02
PP 160.93 160.93
S1 160.85 160.85

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

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