Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 28-Dec-2016
Day Change Summary
Previous Current
27-Dec-2016 28-Dec-2016 Change Change % Previous Week
Open 163.55 164.18 0.63 0.4% 162.12
High 164.18 164.33 0.15 0.1% 163.79
Low 163.55 163.89 0.34 0.2% 162.04
Close 164.15 164.05 -0.10 -0.1% 163.66
Range 0.63 0.44 -0.19 -30.2% 1.75
ATR 0.95 0.91 -0.04 -3.8% 0.00
Volume 230,213 262,952 32,739 14.2% 1,389,075
Daily Pivots for day following 28-Dec-2016
Classic Woodie Camarilla DeMark
R4 165.41 165.17 164.29
R3 164.97 164.73 164.17
R2 164.53 164.53 164.13
R1 164.29 164.29 164.09 164.19
PP 164.09 164.09 164.09 164.04
S1 163.85 163.85 164.01 163.75
S2 163.65 163.65 163.97
S3 163.21 163.41 163.93
S4 162.77 162.97 163.81
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
5 164.33 162.88 1.45 0.9% 0.52 0.3% 81% True False 224,914
10 164.33 161.19 3.14 1.9% 0.76 0.5% 91% True False 369,397
20 164.33 159.91 4.42 2.7% 1.03 0.6% 94% True False 561,489
40 165.26 159.91 5.35 3.3% 0.95 0.6% 77% False False 304,155
60 167.46 159.91 7.55 4.6% 0.86 0.5% 55% False False 206,525
80 168.93 159.91 9.02 5.5% 0.81 0.5% 46% False False 155,782
Crabel Price Patterns
NR True
NR4 True
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 0.16
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 166.20
2.618 165.48
1.618 165.04
1.000 164.77
0.618 164.60
HIGH 164.33
0.618 164.16
0.500 164.11
0.382 164.06
LOW 163.89
0.618 163.62
1.000 163.45
1.618 163.18
2.618 162.74
4.250 162.02
Fisher Pivots for day following 28-Dec-2016
Pivot 1 day 3 day
R1 164.11 163.95
PP 164.09 163.85
S1 164.07 163.75

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

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