Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 06-Jan-2017
Day Change Summary
Previous Current
05-Jan-2017 06-Jan-2017 Change Change % Previous Week
Open 163.51 163.64 0.13 0.1% 164.07
High 163.74 163.67 -0.07 0.0% 164.94
Low 162.81 162.67 -0.14 -0.1% 162.67
Close 163.54 162.84 -0.70 -0.4% 162.84
Range 0.93 1.00 0.07 7.5% 2.27
ATR 0.89 0.90 0.01 0.9% 0.00
Volume 635,978 599,720 -36,258 -5.7% 3,743,598
Daily Pivots for day following 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 166.06 165.45 163.39
R3 165.06 164.45 163.12
R2 164.06 164.06 163.02
R1 163.45 163.45 162.93 163.26
PP 163.06 163.06 163.06 162.96
S1 162.45 162.45 162.75 162.26
S2 162.06 162.06 162.66
S3 161.06 161.45 162.57
S4 160.06 160.45 162.29
Weekly Pivots for week ending 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 170.29 168.84 164.09
R3 168.02 166.57 163.46
R2 165.75 165.75 163.26
R1 164.30 164.30 163.05 163.89
PP 163.48 163.48 163.48 163.28
S1 162.03 162.03 162.63 161.62
S2 161.21 161.21 162.42
S3 158.94 159.76 162.22
S4 156.67 157.49 161.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.94 162.67 2.27 1.4% 0.97 0.6% 7% False True 748,719
10 164.94 162.67 2.27 1.4% 0.74 0.5% 7% False True 480,350
20 164.94 160.80 4.14 2.5% 0.80 0.5% 49% False False 490,659
40 164.94 159.91 5.03 3.1% 0.92 0.6% 58% False False 405,315
60 166.84 159.91 6.93 4.3% 0.88 0.5% 42% False False 275,261
80 168.93 159.91 9.02 5.5% 0.82 0.5% 32% False False 207,414
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
4.250 167.92
2.618 166.29
1.618 165.29
1.000 164.67
0.618 164.29
HIGH 163.67
0.618 163.29
0.500 163.17
0.382 163.05
LOW 162.67
0.618 162.05
1.000 161.67
1.618 161.05
2.618 160.05
4.250 158.42
Fisher Pivots for day following 06-Jan-2017
Pivot 1 day 3 day
R1 163.17 163.21
PP 163.06 163.08
S1 162.95 162.96

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

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