Euro Bund Future March 2017

Trading Metrics calculated at close of trading on 14-Oct-2016

Day Change Summary
	Previous	Current
	13-Oct-2016	14-Oct-2016	Change	Change %	Previous Week
Open	165.89	165.79	-0.10	-0.1%	166.20
High	166.13	165.88	-0.25	-0.2%	166.21
Low	165.79	165.40	-0.39	-0.2%	165.35
Close	166.02	165.66	-0.36	-0.2%	165.66
Range	0.34	0.48	0.14	41.2%	0.86
ATR	0.70	0.70	-0.01	-0.8%	0.00
Volume	7,850	5,520	-2,330	-29.7%	32,467

Daily Pivots for day following 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	167.09	166.85	165.92
R3	166.61	166.37	165.79
R2	166.13	166.13	165.75
R1	165.89	165.89	165.70	165.77
PP	165.65	165.65	165.65	165.59
S1	165.41	165.41	165.62	165.29
S2	165.17	165.17	165.57
S3	164.69	164.93	165.53
S4	164.21	164.45	165.40

Weekly Pivots for week ending 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	168.32	167.85	166.13
R3	167.46	166.99	165.90
R2	166.60	166.60	165.82
R1	166.13	166.13	165.74	165.94
PP	165.74	165.74	165.74	165.64
S1	165.27	165.27	165.58	165.08
S2	164.88	164.88	165.50
S3	164.02	164.41	165.42
S4	163.16	163.55	165.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	166.21	165.35	0.86	0.5%	0.53	0.3%	36%	False	False	6,493
10	168.29	165.35	2.94	1.8%	0.64	0.4%	11%	False	False	5,076
20	168.93	165.35	3.58	2.2%	0.60	0.4%	9%	False	False	4,116

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	0.13
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	167.92
2.618	167.14
1.618	166.66
1.000	166.36
0.618	166.18
HIGH	165.88
0.618	165.70
0.500	165.64
0.382	165.58
LOW	165.40
0.618	165.10
1.000	164.92
1.618	164.62
2.618	164.14
4.250	163.36

Fisher Pivots for day following 14-Oct-2016
Pivot	1 day	3 day
R1	165.65	165.74
PP	165.65	165.71
S1	165.64	165.69

Download as Excel Spreadsheet

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

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