Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 23-Dec-2016
Day Change Summary
Previous Current
22-Dec-2016 23-Dec-2016 Change Change % Previous Week
Open 163.33 163.23 -0.10 -0.1% 162.12
High 163.45 163.79 0.34 0.2% 163.79
Low 162.88 163.17 0.29 0.2% 162.04
Close 163.17 163.66 0.49 0.3% 163.66
Range 0.57 0.62 0.05 8.8% 1.75
ATR 1.00 0.98 -0.03 -2.7% 0.00
Volume 166,472 148,150 -18,322 -11.0% 1,389,075
Daily Pivots for day following 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 165.40 165.15 164.00
R3 164.78 164.53 163.83
R2 164.16 164.16 163.77
R1 163.91 163.91 163.72 164.04
PP 163.54 163.54 163.54 163.60
S1 163.29 163.29 163.60 163.42
S2 162.92 162.92 163.55
S3 162.30 162.67 163.49
S4 161.68 162.05 163.32
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 168.41 167.79 164.62
R3 166.66 166.04 164.14
R2 164.91 164.91 163.98
R1 164.29 164.29 163.82 164.60
PP 163.16 163.16 163.16 163.32
S1 162.54 162.54 163.50 162.85
S2 161.41 161.41 163.34
S3 159.66 160.79 163.18
S4 157.91 159.04 162.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.79 162.04 1.75 1.1% 0.70 0.4% 93% True False 277,815
10 163.79 160.80 2.99 1.8% 0.80 0.5% 96% True False 448,266
20 163.87 159.91 3.96 2.4% 1.04 0.6% 95% False False 550,838
40 165.26 159.91 5.35 3.3% 0.96 0.6% 70% False False 292,527
60 168.29 159.91 8.38 5.1% 0.87 0.5% 45% False False 198,425
80 168.93 159.91 9.02 5.5% 0.82 0.5% 42% False False 149,626
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 166.43
2.618 165.41
1.618 164.79
1.000 164.41
0.618 164.17
HIGH 163.79
0.618 163.55
0.500 163.48
0.382 163.41
LOW 163.17
0.618 162.79
1.000 162.55
1.618 162.17
2.618 161.55
4.250 160.54
Fisher Pivots for day following 23-Dec-2016
Pivot 1 day 3 day
R1 163.60 163.55
PP 163.54 163.44
S1 163.48 163.34

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

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