Euro Bund Future June 2017


Trading Metrics calculated at close of trading on 23-Mar-2017
Day Change Summary
Previous Current
22-Mar-2017 23-Mar-2017 Change Change % Previous Week
Open 159.72 160.12 0.40 0.3% 159.09
High 160.33 160.47 0.14 0.1% 160.45
Low 159.65 159.88 0.23 0.1% 158.73
Close 160.20 160.03 -0.17 -0.1% 159.82
Range 0.68 0.59 -0.09 -13.2% 1.72
ATR 0.80 0.79 -0.02 -1.9% 0.00
Volume 745,141 536,788 -208,353 -28.0% 3,402,976
Daily Pivots for day following 23-Mar-2017
Classic Woodie Camarilla DeMark
R4 161.90 161.55 160.35
R3 161.31 160.96 160.19
R2 160.72 160.72 160.14
R1 160.37 160.37 160.08 160.25
PP 160.13 160.13 160.13 160.07
S1 159.78 159.78 159.98 159.66
S2 159.54 159.54 159.92
S3 158.95 159.19 159.87
S4 158.36 158.60 159.71
Weekly Pivots for week ending 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 164.83 164.04 160.77
R3 163.11 162.32 160.29
R2 161.39 161.39 160.14
R1 160.60 160.60 159.98 161.00
PP 159.67 159.67 159.67 159.86
S1 158.88 158.88 159.66 159.28
S2 157.95 157.95 159.50
S3 156.23 157.16 159.35
S4 154.51 155.44 158.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160.47 159.09 1.38 0.9% 0.67 0.4% 68% True False 702,856
10 160.47 158.73 1.74 1.1% 0.83 0.5% 75% True False 699,896
20 163.12 158.73 4.39 2.7% 0.78 0.5% 30% False False 695,435
40 163.12 158.28 4.84 3.0% 0.72 0.4% 36% False False 360,876
60 163.12 158.24 4.88 3.0% 0.69 0.4% 37% False False 242,014
80 163.12 157.28 5.84 3.6% 0.64 0.4% 47% False False 181,519
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 162.98
2.618 162.01
1.618 161.42
1.000 161.06
0.618 160.83
HIGH 160.47
0.618 160.24
0.500 160.18
0.382 160.11
LOW 159.88
0.618 159.52
1.000 159.29
1.618 158.93
2.618 158.34
4.250 157.37
Fisher Pivots for day following 23-Mar-2017
Pivot 1 day 3 day
R1 160.18 159.95
PP 160.13 159.87
S1 160.08 159.80

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

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