Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 09-Nov-2016
Day Change Summary
Previous Current
08-Nov-2016 09-Nov-2016 Change Change % Previous Week
Open 164.27 164.62 0.35 0.2% 164.07
High 164.44 165.26 0.82 0.5% 164.85
Low 163.67 162.71 -0.96 -0.6% 163.51
Close 163.90 163.95 0.05 0.0% 164.55
Range 0.77 2.55 1.78 231.2% 1.34
ATR 0.73 0.86 0.13 17.9% 0.00
Volume 11,771 33,439 21,668 184.1% 64,290
Daily Pivots for day following 09-Nov-2016
Classic Woodie Camarilla DeMark
R4 171.62 170.34 165.35
R3 169.07 167.79 164.65
R2 166.52 166.52 164.42
R1 165.24 165.24 164.18 164.61
PP 163.97 163.97 163.97 163.66
S1 162.69 162.69 163.72 162.06
S2 161.42 161.42 163.48
S3 158.87 160.14 163.25
S4 156.32 157.59 162.55
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
5 165.26 162.71 2.55 1.6% 0.99 0.6% 49% True True 15,133
10 165.28 162.71 2.57 1.6% 0.92 0.6% 48% False True 17,492
20 166.84 162.71 4.13 2.5% 0.75 0.5% 30% False True 14,451
40 168.93 162.71 6.22 3.8% 0.69 0.4% 20% False True 9,017
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 0.20
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 176.10
2.618 171.94
1.618 169.39
1.000 167.81
0.618 166.84
HIGH 165.26
0.618 164.29
0.500 163.99
0.382 163.68
LOW 162.71
0.618 161.13
1.000 160.16
1.618 158.58
2.618 156.03
4.250 151.87
Fisher Pivots for day following 09-Nov-2016
Pivot 1 day 3 day
R1 163.99 163.99
PP 163.97 163.97
S1 163.96 163.96

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

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