Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 23-Sep-2016
Day Change Summary
Previous Current
22-Sep-2016 23-Sep-2016 Change Change % Previous Week
Open 166.74 167.60 0.86 0.5% 166.34
High 167.80 167.75 -0.05 0.0% 167.80
Low 166.74 167.48 0.74 0.4% 166.00
Close 167.71 167.50 -0.21 -0.1% 167.50
Range 1.06 0.27 -0.79 -74.5% 1.80
ATR 0.73 0.70 -0.03 -4.5% 0.00
Volume 2,817 2,359 -458 -16.3% 23,908
Daily Pivots for day following 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 168.39 168.21 167.65
R3 168.12 167.94 167.57
R2 167.85 167.85 167.55
R1 167.67 167.67 167.52 167.63
PP 167.58 167.58 167.58 167.55
S1 167.40 167.40 167.48 167.36
S2 167.31 167.31 167.45
S3 167.04 167.13 167.43
S4 166.77 166.86 167.35
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 172.50 171.80 168.49
R3 170.70 170.00 168.00
R2 168.90 168.90 167.83
R1 168.20 168.20 167.67 168.55
PP 167.10 167.10 167.10 167.28
S1 166.40 166.40 167.34 166.75
S2 165.30 165.30 167.17
S3 163.50 164.60 167.01
S4 161.70 162.80 166.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 167.80 166.00 1.80 1.1% 0.52 0.3% 83% False False 4,781
10 167.80 164.90 2.90 1.7% 0.62 0.4% 90% False False 3,295
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 168.90
2.618 168.46
1.618 168.19
1.000 168.02
0.618 167.92
HIGH 167.75
0.618 167.65
0.500 167.62
0.382 167.58
LOW 167.48
0.618 167.31
1.000 167.21
1.618 167.04
2.618 166.77
4.250 166.33
Fisher Pivots for day following 23-Sep-2016
Pivot 1 day 3 day
R1 167.62 167.33
PP 167.58 167.16
S1 167.54 166.99

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

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