Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 06-Dec-2016
Day Change Summary
Previous Current
05-Dec-2016 06-Dec-2016 Change Change % Previous Week
Open 163.00 161.92 -1.08 -0.7% 163.46
High 163.06 162.12 -0.94 -0.6% 163.87
Low 161.23 161.09 -0.14 -0.1% 160.92
Close 161.83 161.30 -0.53 -0.3% 162.58
Range 1.83 1.03 -0.80 -43.7% 2.95
ATR 1.07 1.07 0.00 -0.3% 0.00
Volume 979,365 944,103 -35,262 -3.6% 1,829,264
Daily Pivots for day following 06-Dec-2016
Classic Woodie Camarilla DeMark
R4 164.59 163.98 161.87
R3 163.56 162.95 161.58
R2 162.53 162.53 161.49
R1 161.92 161.92 161.39 161.71
PP 161.50 161.50 161.50 161.40
S1 160.89 160.89 161.21 160.68
S2 160.47 160.47 161.11
S3 159.44 159.86 161.02
S4 158.41 158.83 160.73
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
5 163.71 160.92 2.79 1.7% 1.46 0.9% 14% False False 694,519
10 163.87 160.92 2.95 1.8% 1.12 0.7% 13% False False 402,928
20 165.26 160.72 4.54 2.8% 1.10 0.7% 13% False False 217,427
40 166.84 160.72 6.12 3.8% 0.88 0.5% 9% False False 115,260
60 168.93 160.72 8.21 5.1% 0.79 0.5% 7% False False 77,953
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.14
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 166.50
2.618 164.82
1.618 163.79
1.000 163.15
0.618 162.76
HIGH 162.12
0.618 161.73
0.500 161.61
0.382 161.48
LOW 161.09
0.618 160.45
1.000 160.06
1.618 159.42
2.618 158.39
4.250 156.71
Fisher Pivots for day following 06-Dec-2016
Pivot 1 day 3 day
R1 161.61 162.08
PP 161.50 161.82
S1 161.40 161.56

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

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