Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 09-Jan-2017
Day Change Summary
Previous Current
06-Jan-2017 09-Jan-2017 Change Change % Previous Week
Open 163.64 162.70 -0.94 -0.6% 164.07
High 163.67 163.33 -0.34 -0.2% 164.94
Low 162.67 162.47 -0.20 -0.1% 162.67
Close 162.84 162.95 0.11 0.1% 162.84
Range 1.00 0.86 -0.14 -14.0% 2.27
ATR 0.90 0.89 0.00 -0.3% 0.00
Volume 599,720 617,957 18,237 3.0% 3,743,598
Daily Pivots for day following 09-Jan-2017
Classic Woodie Camarilla DeMark
R4 165.50 165.08 163.42
R3 164.64 164.22 163.19
R2 163.78 163.78 163.11
R1 163.36 163.36 163.03 163.57
PP 162.92 162.92 162.92 163.02
S1 162.50 162.50 162.87 162.71
S2 162.06 162.06 162.79
S3 161.20 161.64 162.71
S4 160.34 160.78 162.48
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
5 164.52 162.47 2.05 1.3% 0.97 0.6% 23% False True 705,704
10 164.94 162.47 2.47 1.5% 0.76 0.5% 19% False True 527,331
20 164.94 160.80 4.14 2.5% 0.78 0.5% 52% False False 487,798
40 164.94 159.91 5.03 3.1% 0.92 0.6% 60% False False 420,015
60 166.84 159.91 6.93 4.3% 0.89 0.5% 44% False False 285,468
80 168.93 159.91 9.02 5.5% 0.82 0.5% 34% False False 215,130
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.11
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 166.99
2.618 165.58
1.618 164.72
1.000 164.19
0.618 163.86
HIGH 163.33
0.618 163.00
0.500 162.90
0.382 162.80
LOW 162.47
0.618 161.94
1.000 161.61
1.618 161.08
2.618 160.22
4.250 158.82
Fisher Pivots for day following 09-Jan-2017
Pivot 1 day 3 day
R1 162.93 163.11
PP 162.92 163.05
S1 162.90 163.00

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

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