Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 05-Dec-2016
Day Change Summary
Previous Current
02-Dec-2016 05-Dec-2016 Change Change % Previous Week
Open 161.33 163.00 1.67 1.0% 163.46
High 162.72 163.06 0.34 0.2% 163.87
Low 161.19 161.23 0.04 0.0% 160.92
Close 162.58 161.83 -0.75 -0.5% 162.58
Range 1.53 1.83 0.30 19.6% 2.95
ATR 1.01 1.07 0.06 5.7% 0.00
Volume 853,025 979,365 126,340 14.8% 1,829,264
Daily Pivots for day following 05-Dec-2016
Classic Woodie Camarilla DeMark
R4 167.53 166.51 162.84
R3 165.70 164.68 162.33
R2 163.87 163.87 162.17
R1 162.85 162.85 162.00 162.45
PP 162.04 162.04 162.04 161.84
S1 161.02 161.02 161.66 160.62
S2 160.21 160.21 161.49
S3 158.38 159.19 161.33
S4 156.55 157.36 160.82
Weekly Pivots for week ending 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 171.31 169.89 164.20
R3 168.36 166.94 163.39
R2 165.41 165.41 163.12
R1 163.99 163.99 162.85 163.23
PP 162.46 162.46 162.46 162.07
S1 161.04 161.04 162.31 160.28
S2 159.51 159.51 162.04
S3 156.56 158.09 161.77
S4 153.61 155.14 160.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.77 160.92 2.85 1.8% 1.41 0.9% 32% False False 539,273
10 163.87 160.92 2.95 1.8% 1.10 0.7% 31% False False 313,868
20 165.26 160.72 4.54 2.8% 1.08 0.7% 24% False False 170,810
40 166.84 160.72 6.12 3.8% 0.86 0.5% 18% False False 91,849
60 168.93 160.72 8.21 5.1% 0.80 0.5% 14% False False 62,254
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 170.84
2.618 167.85
1.618 166.02
1.000 164.89
0.618 164.19
HIGH 163.06
0.618 162.36
0.500 162.15
0.382 161.93
LOW 161.23
0.618 160.10
1.000 159.40
1.618 158.27
2.618 156.44
4.250 153.45
Fisher Pivots for day following 05-Dec-2016
Pivot 1 day 3 day
R1 162.15 161.99
PP 162.04 161.94
S1 161.94 161.88

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

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