Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 25-Nov-2016
Day Change Summary
Previous Current
24-Nov-2016 25-Nov-2016 Change Change % Previous Week
Open 163.00 162.87 -0.13 -0.1% 162.60
High 163.16 163.34 0.18 0.1% 163.52
Low 162.66 162.83 0.17 0.1% 162.07
Close 162.77 163.11 0.34 0.2% 163.11
Range 0.50 0.51 0.01 2.0% 1.45
ATR 0.93 0.90 -0.03 -2.8% 0.00
Volume 32,757 72,678 39,921 121.9% 379,506
Daily Pivots for day following 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 164.62 164.38 163.39
R3 164.11 163.87 163.25
R2 163.60 163.60 163.20
R1 163.36 163.36 163.16 163.48
PP 163.09 163.09 163.09 163.16
S1 162.85 162.85 163.06 162.97
S2 162.58 162.58 163.02
S3 162.07 162.34 162.97
S4 161.56 161.83 162.83
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 167.25 166.63 163.91
R3 165.80 165.18 163.51
R2 164.35 164.35 163.38
R1 163.73 163.73 163.24 164.04
PP 162.90 162.90 162.90 163.06
S1 162.28 162.28 162.98 162.59
S2 161.45 161.45 162.84
S3 160.00 160.83 162.71
S4 158.55 159.38 162.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.52 162.07 1.45 0.9% 0.75 0.5% 72% False False 75,901
10 163.52 160.72 2.80 1.7% 0.82 0.5% 85% False False 51,054
20 165.26 160.72 4.54 2.8% 0.87 0.5% 53% False False 34,216
40 168.29 160.72 7.57 4.6% 0.78 0.5% 32% False False 22,219
60 168.93 160.72 8.21 5.0% 0.74 0.5% 29% False False 15,889
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 165.51
2.618 164.68
1.618 164.17
1.000 163.85
0.618 163.66
HIGH 163.34
0.618 163.15
0.500 163.09
0.382 163.02
LOW 162.83
0.618 162.51
1.000 162.32
1.618 162.00
2.618 161.49
4.250 160.66
Fisher Pivots for day following 25-Nov-2016
Pivot 1 day 3 day
R1 163.10 163.01
PP 163.09 162.90
S1 163.09 162.80

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

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