Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 15-Dec-2016
Day Change Summary
Previous Current
14-Dec-2016 15-Dec-2016 Change Change % Previous Week
Open 161.94 161.80 -0.14 -0.1% 163.00
High 162.62 162.55 -0.07 0.0% 163.06
Low 161.69 161.19 -0.50 -0.3% 159.91
Close 162.46 161.58 -0.88 -0.5% 161.86
Range 0.93 1.36 0.43 46.2% 3.15
ATR 1.10 1.12 0.02 1.7% 0.00
Volume 765,364 539,512 -225,852 -29.5% 4,704,841
Daily Pivots for day following 15-Dec-2016
Classic Woodie Camarilla DeMark
R4 165.85 165.08 162.33
R3 164.49 163.72 161.95
R2 163.13 163.13 161.83
R1 162.36 162.36 161.70 162.07
PP 161.77 161.77 161.77 161.63
S1 161.00 161.00 161.46 160.71
S2 160.41 160.41 161.33
S3 159.05 159.64 161.21
S4 157.69 158.28 160.83
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
5 162.62 160.80 1.82 1.1% 1.01 0.6% 43% False False 652,380
10 163.06 159.91 3.15 1.9% 1.23 0.8% 53% False False 814,459
20 163.87 159.91 3.96 2.5% 1.08 0.7% 42% False False 476,530
40 166.84 159.91 6.93 4.3% 0.98 0.6% 24% False False 248,133
60 168.93 159.91 9.02 5.6% 0.85 0.5% 19% False False 166,993
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 0.19
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 168.33
2.618 166.11
1.618 164.75
1.000 163.91
0.618 163.39
HIGH 162.55
0.618 162.03
0.500 161.87
0.382 161.71
LOW 161.19
0.618 160.35
1.000 159.83
1.618 158.99
2.618 157.63
4.250 155.41
Fisher Pivots for day following 15-Dec-2016
Pivot 1 day 3 day
R1 161.87 161.85
PP 161.77 161.76
S1 161.68 161.67

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

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