Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 13-Dec-2016
Day Change Summary
Previous Current
12-Dec-2016 13-Dec-2016 Change Change % Previous Week
Open 161.38 161.37 -0.01 0.0% 163.00
High 161.40 161.95 0.55 0.3% 163.06
Low 160.80 161.08 0.28 0.2% 159.91
Close 161.05 161.71 0.66 0.4% 161.86
Range 0.60 0.87 0.27 45.0% 3.15
ATR 1.13 1.11 -0.02 -1.5% 0.00
Volume 637,777 644,076 6,299 1.0% 4,704,841
Daily Pivots for day following 13-Dec-2016
Classic Woodie Camarilla DeMark
R4 164.19 163.82 162.19
R3 163.32 162.95 161.95
R2 162.45 162.45 161.87
R1 162.08 162.08 161.79 162.27
PP 161.58 161.58 161.58 161.67
S1 161.21 161.21 161.63 161.40
S2 160.71 160.71 161.55
S3 159.84 160.34 161.47
S4 158.97 159.47 161.23
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% 1.13 0.7% 76% False False 812,645
10 163.71 159.91 3.80 2.3% 1.30 0.8% 47% False False 753,582
20 163.87 159.91 3.96 2.4% 1.04 0.6% 45% False False 414,118
40 166.84 159.91 6.93 4.3% 0.95 0.6% 26% False False 216,046
60 168.93 159.91 9.02 5.6% 0.84 0.5% 20% False False 145,381
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 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 165.65
2.618 164.23
1.618 163.36
1.000 162.82
0.618 162.49
HIGH 161.95
0.618 161.62
0.500 161.52
0.382 161.41
LOW 161.08
0.618 160.54
1.000 160.21
1.618 159.67
2.618 158.80
4.250 157.38
Fisher Pivots for day following 13-Dec-2016
Pivot 1 day 3 day
R1 161.65 161.66
PP 161.58 161.60
S1 161.52 161.55

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

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