Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 12-Dec-2016
Day Change Summary
Previous Current
09-Dec-2016 12-Dec-2016 Change Change % Previous Week
Open 161.10 161.38 0.28 0.2% 163.00
High 162.29 161.40 -0.89 -0.5% 163.06
Low 161.00 160.80 -0.20 -0.1% 159.91
Close 161.86 161.05 -0.81 -0.5% 161.86
Range 1.29 0.60 -0.69 -53.5% 3.15
ATR 1.14 1.13 -0.01 -0.5% 0.00
Volume 675,173 637,777 -37,396 -5.5% 4,704,841
Daily Pivots for day following 12-Dec-2016
Classic Woodie Camarilla DeMark
R4 162.88 162.57 161.38
R3 162.28 161.97 161.22
R2 161.68 161.68 161.16
R1 161.37 161.37 161.11 161.23
PP 161.08 161.08 161.08 161.01
S1 160.77 160.77 161.00 160.63
S2 160.48 160.48 160.94
S3 159.88 160.17 160.89
S4 159.28 159.57 160.72
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 171.06 169.61 163.59
R3 167.91 166.46 162.73
R2 164.76 164.76 162.44
R1 163.31 163.31 162.15 162.46
PP 161.61 161.61 161.61 161.19
S1 160.16 160.16 161.57 159.31
S2 158.46 158.46 161.28
S3 155.31 157.01 160.99
S4 152.16 153.86 160.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.29 159.91 2.38 1.5% 1.16 0.7% 48% False False 872,650
10 163.77 159.91 3.86 2.4% 1.29 0.8% 30% False False 705,962
20 163.87 159.91 3.96 2.5% 1.02 0.6% 29% False False 383,288
40 166.84 159.91 6.93 4.3% 0.94 0.6% 16% False False 200,220
60 168.93 159.91 9.02 5.6% 0.83 0.5% 13% False False 134,842
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.09
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 163.95
2.618 162.97
1.618 162.37
1.000 162.00
0.618 161.77
HIGH 161.40
0.618 161.17
0.500 161.10
0.382 161.03
LOW 160.80
0.618 160.43
1.000 160.20
1.618 159.83
2.618 159.23
4.250 158.25
Fisher Pivots for day following 12-Dec-2016
Pivot 1 day 3 day
R1 161.10 161.10
PP 161.08 161.08
S1 161.07 161.07

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

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