Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 30-Nov-2016
Day Change Summary
Previous Current
29-Nov-2016 30-Nov-2016 Change Change % Previous Week
Open 163.77 163.61 -0.16 -0.1% 162.60
High 163.77 163.71 -0.06 0.0% 163.52
Low 163.01 162.41 -0.60 -0.4% 162.07
Close 163.19 162.68 -0.51 -0.3% 163.11
Range 0.76 1.30 0.54 71.1% 1.45
ATR 0.89 0.92 0.03 3.3% 0.00
Volume 167,873 322,983 155,110 92.4% 379,506
Daily Pivots for day following 30-Nov-2016
Classic Woodie Camarilla DeMark
R4 166.83 166.06 163.40
R3 165.53 164.76 163.04
R2 164.23 164.23 162.92
R1 163.46 163.46 162.80 163.20
PP 162.93 162.93 162.93 162.80
S1 162.16 162.16 162.56 161.90
S2 161.63 161.63 162.44
S3 160.33 160.86 162.32
S4 159.03 159.56 161.97
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
5 163.87 162.41 1.46 0.9% 0.74 0.5% 18% False True 141,710
10 163.87 161.70 2.17 1.3% 0.83 0.5% 45% False False 104,317
20 165.26 160.72 4.54 2.8% 0.91 0.6% 43% False False 62,057
40 167.22 160.72 6.50 4.0% 0.79 0.5% 30% False False 37,045
60 168.93 160.72 8.21 5.0% 0.76 0.5% 24% False False 25,879
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 169.24
2.618 167.11
1.618 165.81
1.000 165.01
0.618 164.51
HIGH 163.71
0.618 163.21
0.500 163.06
0.382 162.91
LOW 162.41
0.618 161.61
1.000 161.11
1.618 160.31
2.618 159.01
4.250 156.89
Fisher Pivots for day following 30-Nov-2016
Pivot 1 day 3 day
R1 163.06 163.14
PP 162.93 162.99
S1 162.81 162.83

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

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