Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 24-Jan-2017
Day Change Summary
Previous Current
23-Jan-2017 24-Jan-2017 Change Change % Previous Week
Open 162.77 163.14 0.37 0.2% 163.73
High 163.38 163.23 -0.15 -0.1% 164.45
Low 162.45 162.48 0.03 0.0% 162.20
Close 163.13 162.76 -0.37 -0.2% 162.29
Range 0.93 0.75 -0.18 -19.4% 2.25
ATR 0.90 0.89 -0.01 -1.2% 0.00
Volume 723,034 1,047,398 324,364 44.9% 3,176,090
Daily Pivots for day following 24-Jan-2017
Classic Woodie Camarilla DeMark
R4 165.07 164.67 163.17
R3 164.32 163.92 162.97
R2 163.57 163.57 162.90
R1 163.17 163.17 162.83 163.00
PP 162.82 162.82 162.82 162.74
S1 162.42 162.42 162.69 162.25
S2 162.07 162.07 162.62
S3 161.32 161.67 162.55
S4 160.57 160.92 162.35
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 169.73 168.26 163.53
R3 167.48 166.01 162.91
R2 165.23 165.23 162.70
R1 163.76 163.76 162.50 163.37
PP 162.98 162.98 162.98 162.79
S1 161.51 161.51 162.08 161.12
S2 160.73 160.73 161.88
S3 158.48 159.26 161.67
S4 156.23 157.01 161.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.82 162.20 1.62 1.0% 0.81 0.5% 35% False False 832,152
10 164.45 162.20 2.25 1.4% 0.78 0.5% 25% False False 787,642
20 164.94 162.20 2.74 1.7% 0.77 0.5% 20% False False 657,486
40 164.94 159.91 5.03 3.1% 0.91 0.6% 57% False False 604,162
60 165.26 159.91 5.35 3.3% 0.89 0.5% 53% False False 414,180
80 168.29 159.91 8.38 5.1% 0.84 0.5% 34% False False 313,191
100 168.93 159.91 9.02 5.5% 0.81 0.5% 32% False False 251,198
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 166.42
2.618 165.19
1.618 164.44
1.000 163.98
0.618 163.69
HIGH 163.23
0.618 162.94
0.500 162.86
0.382 162.77
LOW 162.48
0.618 162.02
1.000 161.73
1.618 161.27
2.618 160.52
4.250 159.29
Fisher Pivots for day following 24-Jan-2017
Pivot 1 day 3 day
R1 162.86 162.79
PP 162.82 162.78
S1 162.79 162.77

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

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