Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 27-Oct-2016
Day Change Summary
Previous Current
26-Oct-2016 27-Oct-2016 Change Change % Previous Week
Open 166.19 165.10 -1.09 -0.7% 165.51
High 166.23 165.28 -0.95 -0.6% 166.61
Low 165.08 163.73 -1.35 -0.8% 164.98
Close 165.20 163.98 -1.22 -0.7% 166.52
Range 1.15 1.55 0.40 34.8% 1.63
ATR 0.68 0.74 0.06 9.2% 0.00
Volume 19,624 38,319 18,695 95.3% 41,501
Daily Pivots for day following 27-Oct-2016
Classic Woodie Camarilla DeMark
R4 168.98 168.03 164.83
R3 167.43 166.48 164.41
R2 165.88 165.88 164.26
R1 164.93 164.93 164.12 164.63
PP 164.33 164.33 164.33 164.18
S1 163.38 163.38 163.84 163.08
S2 162.78 162.78 163.70
S3 161.23 161.83 163.55
S4 159.68 160.28 163.13
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 170.93 170.35 167.42
R3 169.30 168.72 166.97
R2 167.67 167.67 166.82
R1 167.09 167.09 166.67 167.38
PP 166.04 166.04 166.04 166.18
S1 165.46 165.46 166.37 165.75
S2 164.41 164.41 166.22
S3 162.78 163.83 166.07
S4 161.15 162.20 165.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 166.84 163.73 3.11 1.9% 0.81 0.5% 8% False True 21,104
10 166.84 163.73 3.11 1.9% 0.70 0.4% 8% False True 14,456
20 168.93 163.73 5.20 3.2% 0.69 0.4% 5% False True 9,546
40 168.93 163.73 5.20 3.2% 0.67 0.4% 5% False True 6,369
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 44 trading days
Fibonacci Retracements and Extensions
4.250 171.87
2.618 169.34
1.618 167.79
1.000 166.83
0.618 166.24
HIGH 165.28
0.618 164.69
0.500 164.51
0.382 164.32
LOW 163.73
0.618 162.77
1.000 162.18
1.618 161.22
2.618 159.67
4.250 157.14
Fisher Pivots for day following 27-Oct-2016
Pivot 1 day 3 day
R1 164.51 165.09
PP 164.33 164.72
S1 164.16 164.35

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

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