Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 27-Jan-2017
Day Change Summary
Previous Current
26-Jan-2017 27-Jan-2017 Change Change % Previous Week
Open 161.60 161.54 -0.06 0.0% 162.77
High 161.88 161.93 0.05 0.0% 163.38
Low 161.31 161.49 0.18 0.1% 161.31
Close 161.43 161.85 0.42 0.3% 161.85
Range 0.57 0.44 -0.13 -22.8% 2.07
ATR 0.89 0.86 -0.03 -3.1% 0.00
Volume 699,866 814,240 114,374 16.3% 4,159,940
Daily Pivots for day following 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 163.08 162.90 162.09
R3 162.64 162.46 161.97
R2 162.20 162.20 161.93
R1 162.02 162.02 161.89 162.11
PP 161.76 161.76 161.76 161.80
S1 161.58 161.58 161.81 161.67
S2 161.32 161.32 161.77
S3 160.88 161.14 161.73
S4 160.44 160.70 161.61
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 168.39 167.19 162.99
R3 166.32 165.12 162.42
R2 164.25 164.25 162.23
R1 163.05 163.05 162.04 162.62
PP 162.18 162.18 162.18 161.96
S1 160.98 160.98 161.66 160.55
S2 160.11 160.11 161.47
S3 158.04 158.91 161.28
S4 155.97 156.84 160.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.38 161.31 2.07 1.3% 0.73 0.5% 26% False False 831,988
10 164.45 161.31 3.14 1.9% 0.77 0.5% 17% False False 779,127
20 164.94 161.31 3.63 2.2% 0.80 0.5% 15% False False 737,522
40 164.94 159.91 5.03 3.1% 0.89 0.5% 39% False False 648,822
60 165.26 159.91 5.35 3.3% 0.90 0.6% 36% False False 453,234
80 167.22 159.91 7.31 4.5% 0.84 0.5% 27% False False 342,933
100 168.93 159.91 9.02 5.6% 0.81 0.5% 22% False False 275,056
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.15
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 163.80
2.618 163.08
1.618 162.64
1.000 162.37
0.618 162.20
HIGH 161.93
0.618 161.76
0.500 161.71
0.382 161.66
LOW 161.49
0.618 161.22
1.000 161.05
1.618 160.78
2.618 160.34
4.250 159.62
Fisher Pivots for day following 27-Jan-2017
Pivot 1 day 3 day
R1 161.80 161.90
PP 161.76 161.88
S1 161.71 161.87

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

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