Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 22-Feb-2017
Day Change Summary
Previous Current
21-Feb-2017 22-Feb-2017 Change Change % Previous Week
Open 164.57 164.35 -0.22 -0.1% 163.93
High 164.64 165.53 0.89 0.5% 164.64
Low 164.09 164.31 0.22 0.1% 163.13
Close 164.41 164.99 0.58 0.4% 164.43
Range 0.55 1.22 0.67 121.8% 1.51
ATR 0.74 0.78 0.03 4.6% 0.00
Volume 1,140,900 781,978 -358,922 -31.5% 3,329,238
Daily Pivots for day following 22-Feb-2017
Classic Woodie Camarilla DeMark
R4 168.60 168.02 165.66
R3 167.38 166.80 165.33
R2 166.16 166.16 165.21
R1 165.58 165.58 165.10 165.87
PP 164.94 164.94 164.94 165.09
S1 164.36 164.36 164.88 164.65
S2 163.72 163.72 164.77
S3 162.50 163.14 164.65
S4 161.28 161.92 164.32
Weekly Pivots for week ending 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 168.60 168.02 165.26
R3 167.09 166.51 164.85
R2 165.58 165.58 164.71
R1 165.00 165.00 164.57 165.29
PP 164.07 164.07 164.07 164.21
S1 163.49 163.49 164.29 163.78
S2 162.56 162.56 164.15
S3 161.05 161.98 164.01
S4 159.54 160.47 163.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.53 163.13 2.40 1.5% 0.75 0.5% 78% True False 769,280
10 165.53 163.13 2.40 1.5% 0.68 0.4% 78% True False 717,638
20 165.53 161.31 4.22 2.6% 0.72 0.4% 87% True False 784,900
40 165.53 161.31 4.22 2.6% 0.74 0.5% 87% True False 721,193
60 165.53 159.91 5.62 3.4% 0.84 0.5% 90% True False 664,408
80 165.53 159.91 5.62 3.4% 0.85 0.5% 90% True False 506,860
100 168.29 159.91 8.38 5.1% 0.82 0.5% 61% False False 407,533
120 168.93 159.91 9.02 5.5% 0.79 0.5% 56% False False 340,149
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 170.72
2.618 168.72
1.618 167.50
1.000 166.75
0.618 166.28
HIGH 165.53
0.618 165.06
0.500 164.92
0.382 164.78
LOW 164.31
0.618 163.56
1.000 163.09
1.618 162.34
2.618 161.12
4.250 159.13
Fisher Pivots for day following 22-Feb-2017
Pivot 1 day 3 day
R1 164.97 164.85
PP 164.94 164.71
S1 164.92 164.58

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

View Archives - Comment on this page... - Back to Index of Symbols