Euro Bund Future March 2017

Trading Metrics calculated at close of trading on 28-Oct-2016

Day Change Summary
	Previous	Current
	27-Oct-2016	28-Oct-2016	Change	Change %	Previous Week
Open	165.10	163.82	-1.28	-0.8%	166.68
High	165.28	164.28	-1.00	-0.6%	166.84
Low	163.73	163.31	-0.42	-0.3%	163.31
Close	163.98	164.12	0.14	0.1%	164.12
Range	1.55	0.97	-0.58	-37.4%	3.53
ATR	0.74	0.76	0.02	2.2%	0.00
Volume	38,319	14,657	-23,662	-61.8%	112,203

Daily Pivots for day following 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	166.81	166.44	164.65
R3	165.84	165.47	164.39
R2	164.87	164.87	164.30
R1	164.50	164.50	164.21	164.69
PP	163.90	163.90	163.90	164.00
S1	163.53	163.53	164.03	163.72
S2	162.93	162.93	163.94
S3	161.96	162.56	163.85
S4	160.99	161.59	163.59

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	175.35	173.26	166.06
R3	171.82	169.73	165.09
R2	168.29	168.29	164.77
R1	166.20	166.20	164.44	165.48
PP	164.76	164.76	164.76	164.40
S1	162.67	162.67	163.80	161.95
S2	161.23	161.23	163.47
S3	157.70	159.14	163.15
S4	154.17	155.61	162.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	166.84	163.31	3.53	2.2%	0.95	0.6%	23%	False	True	22,440
10	166.84	163.31	3.53	2.2%	0.75	0.5%	23%	False	True	15,370
20	168.29	163.31	4.98	3.0%	0.70	0.4%	16%	False	True	10,223
40	168.93	163.31	5.62	3.4%	0.68	0.4%	14%	False	True	6,726

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.18
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	168.40
2.618	166.82
1.618	165.85
1.000	165.25
0.618	164.88
HIGH	164.28
0.618	163.91
0.500	163.80
0.382	163.68
LOW	163.31
0.618	162.71
1.000	162.34
1.618	161.74
2.618	160.77
4.250	159.19

Fisher Pivots for day following 28-Oct-2016
Pivot	1 day	3 day
R1	164.01	164.77
PP	163.90	164.55
S1	163.80	164.34

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols