Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 20-Oct-2016
Day Change Summary
Previous Current
19-Oct-2016 20-Oct-2016 Change Change % Previous Week
Open 166.07 165.89 -0.18 -0.1% 166.20
High 166.21 166.60 0.39 0.2% 166.21
Low 165.98 165.57 -0.41 -0.2% 165.35
Close 166.06 166.60 0.54 0.3% 165.66
Range 0.23 1.03 0.80 347.8% 0.86
ATR 0.65 0.68 0.03 4.1% 0.00
Volume 13,428 7,976 -5,452 -40.6% 32,467
Daily Pivots for day following 20-Oct-2016
Classic Woodie Camarilla DeMark
R4 169.35 169.00 167.17
R3 168.32 167.97 166.88
R2 167.29 167.29 166.79
R1 166.94 166.94 166.69 167.12
PP 166.26 166.26 166.26 166.34
S1 165.91 165.91 166.51 166.09
S2 165.23 165.23 166.41
S3 164.20 164.88 166.32
S4 163.17 163.85 166.03
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
5 166.60 164.98 1.62 1.0% 0.59 0.4% 100% True False 7,809
10 166.60 164.98 1.62 1.0% 0.56 0.3% 100% True False 6,771
20 168.93 164.98 3.95 2.4% 0.61 0.4% 41% False False 4,715
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 170.98
2.618 169.30
1.618 168.27
1.000 167.63
0.618 167.24
HIGH 166.60
0.618 166.21
0.500 166.09
0.382 165.96
LOW 165.57
0.618 164.93
1.000 164.54
1.618 163.90
2.618 162.87
4.250 161.19
Fisher Pivots for day following 20-Oct-2016
Pivot 1 day 3 day
R1 166.43 166.42
PP 166.26 166.24
S1 166.09 166.07

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

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