Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 22-Dec-2016
Day Change Summary
Previous Current
21-Dec-2016 22-Dec-2016 Change Change % Previous Week
Open 163.13 163.33 0.20 0.1% 161.38
High 163.36 163.45 0.09 0.1% 162.62
Low 163.00 162.88 -0.12 -0.1% 160.80
Close 163.28 163.17 -0.11 -0.1% 162.19
Range 0.36 0.57 0.21 58.3% 1.82
ATR 1.04 1.00 -0.03 -3.2% 0.00
Volume 316,787 166,472 -150,315 -47.4% 3,093,587
Daily Pivots for day following 22-Dec-2016
Classic Woodie Camarilla DeMark
R4 164.88 164.59 163.48
R3 164.31 164.02 163.33
R2 163.74 163.74 163.27
R1 163.45 163.45 163.22 163.31
PP 163.17 163.17 163.17 163.10
S1 162.88 162.88 163.12 162.74
S2 162.60 162.60 163.07
S3 162.03 162.31 163.01
S4 161.46 161.74 162.86
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
5 163.52 161.82 1.70 1.0% 0.72 0.4% 79% False False 349,556
10 163.52 160.80 2.72 1.7% 0.87 0.5% 87% False False 500,968
20 163.87 159.91 3.96 2.4% 1.04 0.6% 82% False False 547,064
40 165.26 159.91 5.35 3.3% 0.97 0.6% 61% False False 289,189
60 168.93 159.91 9.02 5.5% 0.87 0.5% 36% False False 195,975
80 168.93 159.91 9.02 5.5% 0.82 0.5% 36% False False 147,779
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 165.87
2.618 164.94
1.618 164.37
1.000 164.02
0.618 163.80
HIGH 163.45
0.618 163.23
0.500 163.17
0.382 163.10
LOW 162.88
0.618 162.53
1.000 162.31
1.618 161.96
2.618 161.39
4.250 160.46
Fisher Pivots for day following 22-Dec-2016
Pivot 1 day 3 day
R1 163.17 163.16
PP 163.17 163.15
S1 163.17 163.15

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

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