Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 05-Jan-2017
Day Change Summary
Previous Current
04-Jan-2017 05-Jan-2017 Change Change % Previous Week
Open 163.46 163.51 0.05 0.0% 163.55
High 163.62 163.74 0.12 0.1% 164.65
Low 163.10 162.81 -0.29 -0.2% 163.55
Close 163.19 163.54 0.35 0.2% 164.15
Range 0.52 0.93 0.41 78.8% 1.10
ATR 0.88 0.89 0.00 0.4% 0.00
Volume 1,019,510 635,978 -383,532 -37.6% 911,756
Daily Pivots for day following 05-Jan-2017
Classic Woodie Camarilla DeMark
R4 166.15 165.78 164.05
R3 165.22 164.85 163.80
R2 164.29 164.29 163.71
R1 163.92 163.92 163.63 164.11
PP 163.36 163.36 163.36 163.46
S1 162.99 162.99 163.45 163.18
S2 162.43 162.43 163.37
S3 161.50 162.06 163.28
S4 160.57 161.13 163.03
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 167.42 166.88 164.76
R3 166.32 165.78 164.45
R2 165.22 165.22 164.35
R1 164.68 164.68 164.25 164.95
PP 164.12 164.12 164.12 164.25
S1 163.58 163.58 164.05 163.85
S2 163.02 163.02 163.95
S3 161.92 162.48 163.85
S4 160.82 161.38 163.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.94 162.81 2.13 1.3% 0.86 0.5% 34% False True 653,367
10 164.94 162.81 2.13 1.3% 0.70 0.4% 34% False True 437,025
20 164.94 159.91 5.03 3.1% 0.85 0.5% 72% False False 502,428
40 164.94 159.91 5.03 3.1% 0.93 0.6% 72% False False 390,869
60 166.84 159.91 6.93 4.2% 0.87 0.5% 52% False False 265,396
80 168.93 159.91 9.02 5.5% 0.81 0.5% 40% False False 199,943
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 167.69
2.618 166.17
1.618 165.24
1.000 164.67
0.618 164.31
HIGH 163.74
0.618 163.38
0.500 163.28
0.382 163.17
LOW 162.81
0.618 162.24
1.000 161.88
1.618 161.31
2.618 160.38
4.250 158.86
Fisher Pivots for day following 05-Jan-2017
Pivot 1 day 3 day
R1 163.45 163.67
PP 163.36 163.62
S1 163.28 163.58

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

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