Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 30-Dec-2016
Day Change Summary
Previous Current
29-Dec-2016 30-Dec-2016 Change Change % Previous Week
Open 164.44 164.55 0.11 0.1% 163.55
High 164.65 164.56 -0.09 -0.1% 164.65
Low 164.27 164.09 -0.18 -0.1% 163.55
Close 164.60 164.15 -0.45 -0.3% 164.15
Range 0.38 0.47 0.09 23.7% 1.10
ATR 0.89 0.86 -0.03 -3.1% 0.00
Volume 295,633 122,958 -172,675 -58.4% 911,756
Daily Pivots for day following 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 165.68 165.38 164.41
R3 165.21 164.91 164.28
R2 164.74 164.74 164.24
R1 164.44 164.44 164.19 164.36
PP 164.27 164.27 164.27 164.22
S1 163.97 163.97 164.11 163.89
S2 163.80 163.80 164.06
S3 163.33 163.50 164.02
S4 162.86 163.03 163.89
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 167.42 166.88 164.76
R3 166.32 165.78 164.45
R2 165.22 165.22 164.35
R1 164.68 164.68 164.25 164.95
PP 164.12 164.12 164.12 164.25
S1 163.58 163.58 164.05 163.85
S2 163.02 163.02 163.95
S3 161.92 162.48 163.85
S4 160.82 161.38 163.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.65 163.17 1.48 0.9% 0.51 0.3% 66% False False 211,981
10 164.65 161.82 2.83 1.7% 0.62 0.4% 82% False False 280,768
20 164.65 159.91 4.74 2.9% 0.93 0.6% 89% False False 547,614
40 165.26 159.91 5.35 3.3% 0.94 0.6% 79% False False 313,960
60 166.84 159.91 6.93 4.2% 0.85 0.5% 61% False False 213,345
80 168.93 159.91 9.02 5.5% 0.81 0.5% 47% False False 160,942
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 166.56
2.618 165.79
1.618 165.32
1.000 165.03
0.618 164.85
HIGH 164.56
0.618 164.38
0.500 164.33
0.382 164.27
LOW 164.09
0.618 163.80
1.000 163.62
1.618 163.33
2.618 162.86
4.250 162.09
Fisher Pivots for day following 30-Dec-2016
Pivot 1 day 3 day
R1 164.33 164.27
PP 164.27 164.23
S1 164.21 164.19

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

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