Euro Bund Future September 2017

Trading Metrics calculated at close of trading on 20-Apr-2017

Day Change Summary
	Previous	Current
	19-Apr-2017	20-Apr-2017	Change	Change %	Previous Week
Open	165.65	165.28	-0.37	-0.2%	164.57
High	165.73	165.33	-0.40	-0.2%	165.75
Low	165.13	164.42	-0.71	-0.4%	164.57
Close	165.19	164.63	-0.56	-0.3%	165.49
Range	0.60	0.91	0.31	51.7%	1.18
ATR	0.64	0.66	0.02	3.0%	0.00
Volume	4,531	4,156	-375	-8.3%	34,909

Daily Pivots for day following 20-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	167.52	166.99	165.13
R3	166.61	166.08	164.88
R2	165.70	165.70	164.80
R1	165.17	165.17	164.71	164.98
PP	164.79	164.79	164.79	164.70
S1	164.26	164.26	164.55	164.07
S2	163.88	163.88	164.46
S3	162.97	163.35	164.38
S4	162.06	162.44	164.13

Weekly Pivots for week ending 14-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	168.81	168.33	166.14
R3	167.63	167.15	165.81
R2	166.45	166.45	165.71
R1	165.97	165.97	165.60	166.21
PP	165.27	165.27	165.27	165.39
S1	164.79	164.79	165.38	165.03
S2	164.09	164.09	165.27
S3	162.91	163.61	165.17
S4	161.73	162.43	164.84

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165.93	164.42	1.51	0.9%	0.62	0.4%	14%	False	True	9,773
10	165.93	163.93	2.00	1.2%	0.56	0.3%	35%	False	False	9,054
20	165.93	161.10	4.83	2.9%	0.58	0.4%	73%	False	False	5,805

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	0.14
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	169.20
2.618	167.71
1.618	166.80
1.000	166.24
0.618	165.89
HIGH	165.33
0.618	164.98
0.500	164.88
0.382	164.77
LOW	164.42
0.618	163.86
1.000	163.51
1.618	162.95
2.618	162.04
4.250	160.55

Fisher Pivots for day following 20-Apr-2017
Pivot	1 day	3 day
R1	164.88	165.18
PP	164.79	164.99
S1	164.71	164.81

Download as Excel Spreadsheet

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

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