Euro Bund Future December 2016

Trading Metrics calculated at close of trading on 05-Dec-2016

Day Change Summary
	Previous	Current
	02-Dec-2016	05-Dec-2016	Change	Change %	Previous Week
Open	159.96	161.45	1.49	0.9%	161.73
High	161.13	161.45	0.32	0.2%	162.08
Low	159.81	159.86	0.05	0.0%	159.54
Close	161.00	160.45	-0.55	-0.3%	161.00
Range	1.32	1.59	0.27	20.5%	2.54
ATR	0.98	1.02	0.04	4.5%	0.00
Volume	1,469,755	1,332,401	-137,354	-9.3%	5,519,392

Daily Pivots for day following 05-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	165.36	164.49	161.32
R3	163.77	162.90	160.89
R2	162.18	162.18	160.74
R1	161.31	161.31	160.60	160.95
PP	160.59	160.59	160.59	160.41
S1	159.72	159.72	160.30	159.36
S2	159.00	159.00	160.16
S3	157.41	158.13	160.01
S4	155.82	156.54	159.58

Weekly Pivots for week ending 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	168.49	167.29	162.40
R3	165.95	164.75	161.70
R2	163.41	163.41	161.47
R1	162.21	162.21	161.23	161.54
PP	160.87	160.87	160.87	160.54
S1	159.67	159.67	160.77	159.00
S2	158.33	158.33	160.53
S3	155.79	157.13	160.30
S4	153.25	154.59	159.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	162.01	159.54	2.47	1.5%	1.25	0.8%	37%	False	False	1,230,610
10	162.08	159.54	2.54	1.6%	1.02	0.6%	36%	False	False	998,093
20	163.19	159.14	4.05	2.5%	1.01	0.6%	32%	False	False	964,459
40	164.54	159.14	5.40	3.4%	0.85	0.5%	24%	False	False	839,944
60	166.36	159.14	7.22	4.5%	0.81	0.5%	18%	False	False	790,675
80	166.36	159.14	7.22	4.5%	0.78	0.5%	18%	False	False	658,257
100	166.36	159.14	7.22	4.5%	0.73	0.5%	18%	False	False	527,381
120	166.36	159.14	7.22	4.5%	0.71	0.4%	18%	False	False	439,496

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	168.21
2.618	165.61
1.618	164.02
1.000	163.04
0.618	162.43
HIGH	161.45
0.618	160.84
0.500	160.66
0.382	160.47
LOW	159.86
0.618	158.88
1.000	158.27
1.618	157.29
2.618	155.70
4.250	153.10

Fisher Pivots for day following 05-Dec-2016
Pivot	1 day	3 day
R1	160.66	160.50
PP	160.59	160.48
S1	160.52	160.47

Download as Excel Spreadsheet

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

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