Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 20-Dec-2016
Day Change Summary
Previous Current
19-Dec-2016 20-Dec-2016 Change Change % Previous Week
Open 162.12 163.20 1.08 0.7% 161.38
High 163.52 163.29 -0.23 -0.1% 162.62
Low 162.04 162.84 0.80 0.5% 160.80
Close 163.15 163.04 -0.11 -0.1% 162.19
Range 1.48 0.45 -1.03 -69.6% 1.82
ATR 1.14 1.09 -0.05 -4.3% 0.00
Volume 420,584 337,082 -83,502 -19.9% 3,093,587
Daily Pivots for day following 20-Dec-2016
Classic Woodie Camarilla DeMark
R4 164.41 164.17 163.29
R3 163.96 163.72 163.16
R2 163.51 163.51 163.12
R1 163.27 163.27 163.08 163.17
PP 163.06 163.06 163.06 163.00
S1 162.82 162.82 163.00 162.72
S2 162.61 162.61 162.96
S3 162.16 162.37 162.92
S4 161.71 161.92 162.79
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
5 163.52 161.19 2.33 1.4% 1.00 0.6% 79% False False 513,880
10 163.52 159.91 3.61 2.2% 1.06 0.7% 87% False False 663,262
20 163.87 159.91 3.96 2.4% 1.09 0.7% 79% False False 533,095
40 166.23 159.91 6.32 3.9% 1.01 0.6% 50% False False 278,557
60 168.93 159.91 9.02 5.5% 0.87 0.5% 35% False False 187,972
80 168.93 159.91 9.02 5.5% 0.81 0.5% 35% False False 141,742
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 165.20
2.618 164.47
1.618 164.02
1.000 163.74
0.618 163.57
HIGH 163.29
0.618 163.12
0.500 163.07
0.382 163.01
LOW 162.84
0.618 162.56
1.000 162.39
1.618 162.11
2.618 161.66
4.250 160.93
Fisher Pivots for day following 20-Dec-2016
Pivot 1 day 3 day
R1 163.07 162.92
PP 163.06 162.79
S1 163.05 162.67

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

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