Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 19-Dec-2016
Day Change Summary
Previous Current
16-Dec-2016 19-Dec-2016 Change Change % Previous Week
Open 161.91 162.12 0.21 0.1% 161.38
High 162.58 163.52 0.94 0.6% 162.62
Low 161.82 162.04 0.22 0.1% 160.80
Close 162.19 163.15 0.96 0.6% 162.19
Range 0.76 1.48 0.72 94.7% 1.82
ATR 1.11 1.14 0.03 2.4% 0.00
Volume 506,858 420,584 -86,274 -17.0% 3,093,587
Daily Pivots for day following 19-Dec-2016
Classic Woodie Camarilla DeMark
R4 167.34 166.73 163.96
R3 165.86 165.25 163.56
R2 164.38 164.38 163.42
R1 163.77 163.77 163.29 164.08
PP 162.90 162.90 162.90 163.06
S1 162.29 162.29 163.01 162.60
S2 161.42 161.42 162.88
S3 159.94 160.81 162.74
S4 158.46 159.33 162.34
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 167.33 166.58 163.19
R3 165.51 164.76 162.69
R2 163.69 163.69 162.52
R1 162.94 162.94 162.36 163.32
PP 161.87 161.87 161.87 162.06
S1 161.12 161.12 162.02 161.50
S2 160.05 160.05 161.86
S3 158.23 159.30 161.69
S4 156.41 157.48 161.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.52 161.08 2.44 1.5% 1.08 0.7% 85% True False 575,278
10 163.52 159.91 3.61 2.2% 1.12 0.7% 90% True False 723,964
20 163.87 159.91 3.96 2.4% 1.11 0.7% 82% False False 518,916
40 166.45 159.91 6.54 4.0% 1.01 0.6% 50% False False 270,794
60 168.93 159.91 9.02 5.5% 0.88 0.5% 36% False False 182,367
80 168.93 159.91 9.02 5.5% 0.81 0.5% 36% False False 137,530
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 0.18
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 169.81
2.618 167.39
1.618 165.91
1.000 165.00
0.618 164.43
HIGH 163.52
0.618 162.95
0.500 162.78
0.382 162.61
LOW 162.04
0.618 161.13
1.000 160.56
1.618 159.65
2.618 158.17
4.250 155.75
Fisher Pivots for day following 19-Dec-2016
Pivot 1 day 3 day
R1 163.03 162.89
PP 162.90 162.62
S1 162.78 162.36

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

View Archives - Comment on this page... - Back to Index of Symbols