Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 04-Jan-2017
Day Change Summary
Previous Current
03-Jan-2017 04-Jan-2017 Change Change % Previous Week
Open 164.39 163.46 -0.93 -0.6% 163.55
High 164.52 163.62 -0.90 -0.5% 164.65
Low 162.99 163.10 0.11 0.1% 163.55
Close 163.21 163.19 -0.02 0.0% 164.15
Range 1.53 0.52 -1.01 -66.0% 1.10
ATR 0.91 0.88 -0.03 -3.1% 0.00
Volume 655,358 1,019,510 364,152 55.6% 911,756
Daily Pivots for day following 04-Jan-2017
Classic Woodie Camarilla DeMark
R4 164.86 164.55 163.48
R3 164.34 164.03 163.33
R2 163.82 163.82 163.29
R1 163.51 163.51 163.24 163.41
PP 163.30 163.30 163.30 163.25
S1 162.99 162.99 163.14 162.89
S2 162.78 162.78 163.09
S3 162.26 162.47 163.05
S4 161.74 161.95 162.90
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
5 164.94 162.99 1.95 1.2% 0.75 0.5% 10% False False 585,298
10 164.94 162.88 2.06 1.3% 0.64 0.4% 15% False False 405,106
20 164.94 159.91 5.03 3.1% 0.85 0.5% 65% False False 534,184
40 165.26 159.91 5.35 3.3% 0.97 0.6% 61% False False 375,805
60 166.84 159.91 6.93 4.2% 0.87 0.5% 47% False False 254,901
80 168.93 159.91 9.02 5.5% 0.81 0.5% 36% False False 192,010
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 165.83
2.618 164.98
1.618 164.46
1.000 164.14
0.618 163.94
HIGH 163.62
0.618 163.42
0.500 163.36
0.382 163.30
LOW 163.10
0.618 162.78
1.000 162.58
1.618 162.26
2.618 161.74
4.250 160.89
Fisher Pivots for day following 04-Jan-2017
Pivot 1 day 3 day
R1 163.36 163.97
PP 163.30 163.71
S1 163.25 163.45

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

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