Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 17-Nov-2016
Day Change Summary
Previous Current
16-Nov-2016 17-Nov-2016 Change Change % Previous Week
Open 162.07 162.26 0.19 0.1% 164.08
High 162.30 162.75 0.45 0.3% 165.26
Low 161.52 162.12 0.60 0.4% 161.48
Close 162.05 162.57 0.52 0.3% 161.97
Range 0.78 0.63 -0.15 -19.2% 3.78
ATR 0.95 0.94 -0.02 -1.9% 0.00
Volume 26,360 30,275 3,915 14.9% 109,487
Daily Pivots for day following 17-Nov-2016
Classic Woodie Camarilla DeMark
R4 164.37 164.10 162.92
R3 163.74 163.47 162.74
R2 163.11 163.11 162.69
R1 162.84 162.84 162.63 162.98
PP 162.48 162.48 162.48 162.55
S1 162.21 162.21 162.51 162.35
S2 161.85 161.85 162.45
S3 161.22 161.58 162.40
S4 160.59 160.95 162.22
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 174.24 171.89 164.05
R3 170.46 168.11 163.01
R2 166.68 166.68 162.66
R1 164.33 164.33 162.32 163.62
PP 162.90 162.90 162.90 162.55
S1 160.55 160.55 161.62 159.84
S2 159.12 159.12 161.28
S3 155.34 156.77 160.93
S4 151.56 152.99 159.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.75 160.72 2.03 1.2% 0.82 0.5% 91% True False 26,143
10 165.26 160.72 4.54 2.8% 0.99 0.6% 41% False False 22,013
20 166.84 160.72 6.12 3.8% 0.87 0.5% 30% False False 19,736
40 168.93 160.72 8.21 5.1% 0.74 0.5% 23% False False 12,225
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 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 165.43
2.618 164.40
1.618 163.77
1.000 163.38
0.618 163.14
HIGH 162.75
0.618 162.51
0.500 162.44
0.382 162.36
LOW 162.12
0.618 161.73
1.000 161.49
1.618 161.10
2.618 160.47
4.250 159.44
Fisher Pivots for day following 17-Nov-2016
Pivot 1 day 3 day
R1 162.53 162.43
PP 162.48 162.28
S1 162.44 162.14

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

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