Euro Bund Future June 2017


Trading Metrics calculated at close of trading on 15-Mar-2017
Day Change Summary
Previous Current
14-Mar-2017 15-Mar-2017 Change Change % Previous Week
Open 159.03 159.55 0.52 0.3% 160.91
High 159.66 160.45 0.79 0.5% 161.55
Low 158.73 159.42 0.69 0.4% 158.87
Close 159.56 160.09 0.53 0.3% 159.01
Range 0.93 1.03 0.10 10.8% 2.68
ATR 0.78 0.80 0.02 2.2% 0.00
Volume 678,357 678,122 -235 0.0% 4,152,571
Daily Pivots for day following 15-Mar-2017
Classic Woodie Camarilla DeMark
R4 163.08 162.61 160.66
R3 162.05 161.58 160.37
R2 161.02 161.02 160.28
R1 160.55 160.55 160.18 160.79
PP 159.99 159.99 159.99 160.10
S1 159.52 159.52 160.00 159.76
S2 158.96 158.96 159.90
S3 157.93 158.49 159.81
S4 156.90 157.46 159.52
Weekly Pivots for week ending 10-Mar-2017
Classic Woodie Camarilla DeMark
R4 167.85 166.11 160.48
R3 165.17 163.43 159.75
R2 162.49 162.49 159.50
R1 160.75 160.75 159.26 160.28
PP 159.81 159.81 159.81 159.58
S1 158.07 158.07 158.76 157.60
S2 157.13 157.13 158.52
S3 154.45 155.39 158.27
S4 151.77 152.71 157.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160.66 158.73 1.93 1.2% 0.95 0.6% 70% False False 725,858
10 161.78 158.73 3.05 1.9% 0.83 0.5% 45% False False 823,221
20 163.12 158.73 4.39 2.7% 0.78 0.5% 31% False False 494,107
40 163.12 158.24 4.88 3.0% 0.71 0.4% 38% False False 254,467
60 163.12 158.24 4.88 3.0% 0.64 0.4% 38% False False 170,169
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 164.83
2.618 163.15
1.618 162.12
1.000 161.48
0.618 161.09
HIGH 160.45
0.618 160.06
0.500 159.94
0.382 159.81
LOW 159.42
0.618 158.78
1.000 158.39
1.618 157.75
2.618 156.72
4.250 155.04
Fisher Pivots for day following 15-Mar-2017
Pivot 1 day 3 day
R1 160.04 159.92
PP 159.99 159.76
S1 159.94 159.59

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

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