Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 23-Nov-2016
Day Change Summary
Previous Current
22-Nov-2016 23-Nov-2016 Change Change % Previous Week
Open 162.51 163.14 0.63 0.4% 161.40
High 163.35 163.52 0.17 0.1% 162.89
Low 162.47 162.07 -0.40 -0.2% 160.72
Close 163.18 162.52 -0.66 -0.4% 162.51
Range 0.88 1.45 0.57 64.8% 2.17
ATR 0.91 0.95 0.04 4.2% 0.00
Volume 53,503 171,118 117,615 219.8% 131,039
Daily Pivots for day following 23-Nov-2016
Classic Woodie Camarilla DeMark
R4 167.05 166.24 163.32
R3 165.60 164.79 162.92
R2 164.15 164.15 162.79
R1 163.34 163.34 162.65 163.02
PP 162.70 162.70 162.70 162.55
S1 161.89 161.89 162.39 161.57
S2 161.25 161.25 162.25
S3 159.80 160.44 162.12
S4 158.35 158.99 161.72
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
5 163.52 161.70 1.82 1.1% 0.92 0.6% 45% True False 66,924
10 163.52 160.72 2.80 1.7% 0.97 0.6% 64% True False 45,693
20 165.28 160.72 4.56 2.8% 0.94 0.6% 39% False False 31,593
40 168.93 160.72 8.21 5.1% 0.79 0.5% 22% False False 19,633
60 168.93 160.72 8.21 5.1% 0.74 0.5% 22% False False 14,142
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 0.21
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 169.68
2.618 167.32
1.618 165.87
1.000 164.97
0.618 164.42
HIGH 163.52
0.618 162.97
0.500 162.80
0.382 162.62
LOW 162.07
0.618 161.17
1.000 160.62
1.618 159.72
2.618 158.27
4.250 155.91
Fisher Pivots for day following 23-Nov-2016
Pivot 1 day 3 day
R1 162.80 162.80
PP 162.70 162.70
S1 162.61 162.61

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

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