Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 21-Nov-2016
Day Change Summary
Previous Current
18-Nov-2016 21-Nov-2016 Change Change % Previous Week
Open 161.97 162.60 0.63 0.4% 161.40
High 162.89 162.71 -0.18 -0.1% 162.89
Low 161.70 162.28 0.58 0.4% 160.72
Close 162.51 162.54 0.03 0.0% 162.51
Range 1.19 0.43 -0.76 -63.9% 2.17
ATR 0.95 0.92 -0.04 -3.9% 0.00
Volume 30,275 49,450 19,175 63.3% 131,039
Daily Pivots for day following 21-Nov-2016
Classic Woodie Camarilla DeMark
R4 163.80 163.60 162.78
R3 163.37 163.17 162.66
R2 162.94 162.94 162.62
R1 162.74 162.74 162.58 162.63
PP 162.51 162.51 162.51 162.45
S1 162.31 162.31 162.50 162.20
S2 162.08 162.08 162.46
S3 161.65 161.88 162.42
S4 161.22 161.45 162.30
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 168.55 167.70 163.70
R3 166.38 165.53 163.11
R2 164.21 164.21 162.91
R1 163.36 163.36 162.71 163.79
PP 162.04 162.04 162.04 162.25
S1 161.19 161.19 162.31 161.62
S2 159.87 159.87 162.11
S3 157.70 159.02 161.91
S4 155.53 156.85 161.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.89 161.52 1.37 0.8% 0.71 0.4% 74% False False 32,765
10 165.26 160.72 4.54 2.8% 1.07 0.7% 40% False False 27,752
20 166.45 160.72 5.73 3.5% 0.91 0.6% 32% False False 22,671
40 168.93 160.72 8.21 5.1% 0.76 0.5% 22% False False 14,092
60 168.93 160.72 8.21 5.1% 0.72 0.4% 22% False False 10,402
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 164.54
2.618 163.84
1.618 163.41
1.000 163.14
0.618 162.98
HIGH 162.71
0.618 162.55
0.500 162.50
0.382 162.44
LOW 162.28
0.618 162.01
1.000 161.85
1.618 161.58
2.618 161.15
4.250 160.45
Fisher Pivots for day following 21-Nov-2016
Pivot 1 day 3 day
R1 162.53 162.46
PP 162.51 162.38
S1 162.50 162.30

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

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