Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 27-Sep-2016
Day Change Summary
Previous Current
26-Sep-2016 27-Sep-2016 Change Change % Previous Week
Open 167.79 168.06 0.27 0.2% 166.34
High 168.22 168.84 0.62 0.4% 167.80
Low 167.73 167.97 0.24 0.1% 166.00
Close 168.01 168.54 0.53 0.3% 167.50
Range 0.49 0.87 0.38 77.6% 1.80
ATR 0.70 0.71 0.01 1.7% 0.00
Volume 2,679 758 -1,921 -71.7% 23,908
Daily Pivots for day following 27-Sep-2016
Classic Woodie Camarilla DeMark
R4 171.06 170.67 169.02
R3 170.19 169.80 168.78
R2 169.32 169.32 168.70
R1 168.93 168.93 168.62 169.13
PP 168.45 168.45 168.45 168.55
S1 168.06 168.06 168.46 168.26
S2 167.58 167.58 168.38
S3 166.71 167.19 168.30
S4 165.84 166.32 168.06
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 172.50 171.80 168.49
R3 170.70 170.00 168.00
R2 168.90 168.90 167.83
R1 168.20 168.20 167.67 168.55
PP 167.10 167.10 167.10 167.28
S1 166.40 166.40 167.34 166.75
S2 165.30 165.30 167.17
S3 163.50 164.60 167.01
S4 161.70 162.80 166.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 168.84 166.18 2.66 1.6% 0.64 0.4% 89% True False 2,779
10 168.84 165.35 3.49 2.1% 0.57 0.3% 91% True False 3,145
20 168.84 164.90 3.94 2.3% 0.64 0.4% 92% True False 3,052
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 0.05
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 172.54
2.618 171.12
1.618 170.25
1.000 169.71
0.618 169.38
HIGH 168.84
0.618 168.51
0.500 168.41
0.382 168.30
LOW 167.97
0.618 167.43
1.000 167.10
1.618 166.56
2.618 165.69
4.250 164.27
Fisher Pivots for day following 27-Sep-2016
Pivot 1 day 3 day
R1 168.50 168.41
PP 168.45 168.29
S1 168.41 168.16

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

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