Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 08-Nov-2016
Day Change Summary
Previous Current
07-Nov-2016 08-Nov-2016 Change Change % Previous Week
Open 164.08 164.27 0.19 0.1% 164.07
High 164.38 164.44 0.06 0.0% 164.85
Low 163.98 163.67 -0.31 -0.2% 163.51
Close 164.32 163.90 -0.42 -0.3% 164.55
Range 0.40 0.77 0.37 92.5% 1.34
ATR 0.72 0.73 0.00 0.5% 0.00
Volume 12,450 11,771 -679 -5.5% 64,290
Daily Pivots for day following 08-Nov-2016
Classic Woodie Camarilla DeMark
R4 166.31 165.88 164.32
R3 165.54 165.11 164.11
R2 164.77 164.77 164.04
R1 164.34 164.34 163.97 164.17
PP 164.00 164.00 164.00 163.92
S1 163.57 163.57 163.83 163.40
S2 163.23 163.23 163.76
S3 162.46 162.80 163.69
S4 161.69 162.03 163.48
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 168.32 167.78 165.29
R3 166.98 166.44 164.92
R2 165.64 165.64 164.80
R1 165.10 165.10 164.67 165.37
PP 164.30 164.30 164.30 164.44
S1 163.76 163.76 164.43 164.03
S2 162.96 162.96 164.30
S3 161.62 162.42 164.18
S4 160.28 161.08 163.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.85 163.67 1.18 0.7% 0.60 0.4% 19% False True 12,098
10 166.23 163.31 2.92 1.8% 0.78 0.5% 20% False False 16,111
20 166.84 163.31 3.53 2.2% 0.66 0.4% 17% False False 13,093
40 168.93 163.31 5.62 3.4% 0.64 0.4% 10% False False 8,216
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 167.71
2.618 166.46
1.618 165.69
1.000 165.21
0.618 164.92
HIGH 164.44
0.618 164.15
0.500 164.06
0.382 163.96
LOW 163.67
0.618 163.19
1.000 162.90
1.618 162.42
2.618 161.65
4.250 160.40
Fisher Pivots for day following 08-Nov-2016
Pivot 1 day 3 day
R1 164.06 164.16
PP 164.00 164.07
S1 163.95 163.99

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

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