Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 28-Feb-2017
Day Change Summary
Previous Current
27-Feb-2017 28-Feb-2017 Change Change % Previous Week
Open 166.22 166.04 -0.18 -0.1% 164.57
High 166.32 166.22 -0.10 -0.1% 166.40
Low 165.90 165.70 -0.20 -0.1% 164.09
Close 166.08 166.05 -0.03 0.0% 166.21
Range 0.42 0.52 0.10 23.8% 2.31
ATR 0.76 0.75 -0.02 -2.3% 0.00
Volume 964,851 1,406,475 441,624 45.8% 3,404,324
Daily Pivots for day following 28-Feb-2017
Classic Woodie Camarilla DeMark
R4 167.55 167.32 166.34
R3 167.03 166.80 166.19
R2 166.51 166.51 166.15
R1 166.28 166.28 166.10 166.40
PP 165.99 165.99 165.99 166.05
S1 165.76 165.76 166.00 165.88
S2 165.47 165.47 165.95
S3 164.95 165.24 165.91
S4 164.43 164.72 165.76
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 172.50 171.66 167.48
R3 170.19 169.35 166.85
R2 167.88 167.88 166.63
R1 167.04 167.04 166.42 167.46
PP 165.57 165.57 165.57 165.78
S1 164.73 164.73 166.00 165.15
S2 163.26 163.26 165.79
S3 160.95 162.42 165.57
S4 158.64 160.11 164.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 166.40 164.31 2.09 1.3% 0.78 0.5% 83% False False 926,950
10 166.40 163.13 3.27 2.0% 0.73 0.4% 89% False False 836,484
20 166.40 161.49 4.91 3.0% 0.71 0.4% 93% False False 807,997
40 166.40 161.31 5.09 3.1% 0.76 0.5% 93% False False 794,719
60 166.40 159.91 6.49 3.9% 0.82 0.5% 95% False False 712,350
80 166.40 159.91 6.49 3.9% 0.85 0.5% 95% False False 554,340
100 166.84 159.91 6.93 4.2% 0.81 0.5% 89% False False 445,895
120 168.93 159.91 9.02 5.4% 0.79 0.5% 68% False False 372,201
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 168.43
2.618 167.58
1.618 167.06
1.000 166.74
0.618 166.54
HIGH 166.22
0.618 166.02
0.500 165.96
0.382 165.90
LOW 165.70
0.618 165.38
1.000 165.18
1.618 164.86
2.618 164.34
4.250 163.49
Fisher Pivots for day following 28-Feb-2017
Pivot 1 day 3 day
R1 166.02 166.03
PP 165.99 166.02
S1 165.96 166.00

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

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