Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 27-Dec-2016
Day Change Summary
Previous Current
23-Dec-2016 27-Dec-2016 Change Change % Previous Week
Open 163.23 163.55 0.32 0.2% 162.12
High 163.79 164.18 0.39 0.2% 163.79
Low 163.17 163.55 0.38 0.2% 162.04
Close 163.66 164.15 0.49 0.3% 163.66
Range 0.62 0.63 0.01 1.6% 1.75
ATR 0.98 0.95 -0.02 -2.5% 0.00
Volume 148,150 230,213 82,063 55.4% 1,389,075
Daily Pivots for day following 27-Dec-2016
Classic Woodie Camarilla DeMark
R4 165.85 165.63 164.50
R3 165.22 165.00 164.32
R2 164.59 164.59 164.27
R1 164.37 164.37 164.21 164.48
PP 163.96 163.96 163.96 164.02
S1 163.74 163.74 164.09 163.85
S2 163.33 163.33 164.03
S3 162.70 163.11 163.98
S4 162.07 162.48 163.80
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 168.41 167.79 164.62
R3 166.66 166.04 164.14
R2 164.91 164.91 163.98
R1 164.29 164.29 163.82 164.60
PP 163.16 163.16 163.16 163.32
S1 162.54 162.54 163.50 162.85
S2 161.41 161.41 163.34
S3 159.66 160.79 163.18
S4 157.91 159.04 162.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.18 162.84 1.34 0.8% 0.53 0.3% 98% True False 239,740
10 164.18 161.08 3.10 1.9% 0.80 0.5% 99% True False 407,509
20 164.18 159.91 4.27 2.6% 1.04 0.6% 99% True False 556,736
40 165.26 159.91 5.35 3.3% 0.96 0.6% 79% False False 297,734
60 168.11 159.91 8.20 5.0% 0.87 0.5% 52% False False 202,251
80 168.93 159.91 9.02 5.5% 0.82 0.5% 47% False False 152,499
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 166.86
2.618 165.83
1.618 165.20
1.000 164.81
0.618 164.57
HIGH 164.18
0.618 163.94
0.500 163.87
0.382 163.79
LOW 163.55
0.618 163.16
1.000 162.92
1.618 162.53
2.618 161.90
4.250 160.87
Fisher Pivots for day following 27-Dec-2016
Pivot 1 day 3 day
R1 164.06 163.94
PP 163.96 163.74
S1 163.87 163.53

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

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