Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 12-Sep-2016
Day Change Summary
Previous Current
09-Sep-2016 12-Sep-2016 Change Change % Previous Week
Open 167.00 165.90 -1.10 -0.7% 167.00
High 167.10 166.04 -1.06 -0.6% 168.21
Low 166.00 165.60 -0.40 -0.2% 166.00
Close 166.05 165.70 -0.35 -0.2% 166.05
Range 1.10 0.44 -0.66 -60.0% 2.21
ATR
Volume 17,516 2,732 -14,784 -84.4% 23,986
Daily Pivots for day following 12-Sep-2016
Classic Woodie Camarilla DeMark
R4 167.10 166.84 165.94
R3 166.66 166.40 165.82
R2 166.22 166.22 165.78
R1 165.96 165.96 165.74 165.87
PP 165.78 165.78 165.78 165.74
S1 165.52 165.52 165.66 165.43
S2 165.34 165.34 165.62
S3 164.90 165.08 165.58
S4 164.46 164.64 165.46
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 173.38 171.93 167.27
R3 171.17 169.72 166.66
R2 168.96 168.96 166.46
R1 167.51 167.51 166.25 167.13
PP 166.75 166.75 166.75 166.57
S1 165.30 165.30 165.85 164.92
S2 164.54 164.54 165.64
S3 162.33 163.09 165.44
S4 160.12 160.88 164.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 168.21 165.60 2.61 1.6% 0.80 0.5% 4% False True 5,267
10 168.21 165.60 2.61 1.6% 0.62 0.4% 4% False True 2,753
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 0.12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 167.91
2.618 167.19
1.618 166.75
1.000 166.48
0.618 166.31
HIGH 166.04
0.618 165.87
0.500 165.82
0.382 165.77
LOW 165.60
0.618 165.33
1.000 165.16
1.618 164.89
2.618 164.45
4.250 163.73
Fisher Pivots for day following 12-Sep-2016
Pivot 1 day 3 day
R1 165.82 166.91
PP 165.78 166.50
S1 165.74 166.10

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

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