Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 10-Jan-2017
Day Change Summary
Previous Current
09-Jan-2017 10-Jan-2017 Change Change % Previous Week
Open 162.70 163.14 0.44 0.3% 164.07
High 163.33 163.36 0.03 0.0% 164.94
Low 162.47 162.92 0.45 0.3% 162.67
Close 162.95 163.12 0.17 0.1% 162.84
Range 0.86 0.44 -0.42 -48.8% 2.27
ATR 0.89 0.86 -0.03 -3.6% 0.00
Volume 617,957 906,802 288,845 46.7% 3,743,598
Daily Pivots for day following 10-Jan-2017
Classic Woodie Camarilla DeMark
R4 164.45 164.23 163.36
R3 164.01 163.79 163.24
R2 163.57 163.57 163.20
R1 163.35 163.35 163.16 163.24
PP 163.13 163.13 163.13 163.08
S1 162.91 162.91 163.08 162.80
S2 162.69 162.69 163.04
S3 162.25 162.47 163.00
S4 161.81 162.03 162.88
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
5 163.74 162.47 1.27 0.8% 0.75 0.5% 51% False False 755,993
10 164.94 162.47 2.47 1.5% 0.74 0.5% 26% False False 594,990
20 164.94 161.08 3.86 2.4% 0.77 0.5% 53% False False 501,249
40 164.94 159.91 5.03 3.1% 0.90 0.5% 64% False False 442,269
60 166.84 159.91 6.93 4.2% 0.88 0.5% 46% False False 300,563
80 168.93 159.91 9.02 5.5% 0.82 0.5% 36% False False 226,444
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.13
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 165.23
2.618 164.51
1.618 164.07
1.000 163.80
0.618 163.63
HIGH 163.36
0.618 163.19
0.500 163.14
0.382 163.09
LOW 162.92
0.618 162.65
1.000 162.48
1.618 162.21
2.618 161.77
4.250 161.05
Fisher Pivots for day following 10-Jan-2017
Pivot 1 day 3 day
R1 163.14 163.10
PP 163.13 163.09
S1 163.13 163.07

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

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