Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 11-Jan-2017
Day Change Summary
Previous Current
10-Jan-2017 11-Jan-2017 Change Change % Previous Week
Open 163.14 163.16 0.02 0.0% 164.07
High 163.36 163.98 0.62 0.4% 164.94
Low 162.92 163.04 0.12 0.1% 162.67
Close 163.12 163.48 0.36 0.2% 162.84
Range 0.44 0.94 0.50 113.6% 2.27
ATR 0.86 0.87 0.01 0.7% 0.00
Volume 906,802 821,783 -85,019 -9.4% 3,743,598
Daily Pivots for day following 11-Jan-2017
Classic Woodie Camarilla DeMark
R4 166.32 165.84 164.00
R3 165.38 164.90 163.74
R2 164.44 164.44 163.65
R1 163.96 163.96 163.57 164.20
PP 163.50 163.50 163.50 163.62
S1 163.02 163.02 163.39 163.26
S2 162.56 162.56 163.31
S3 161.62 162.08 163.22
S4 160.68 161.14 162.96
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
5 163.98 162.47 1.51 0.9% 0.83 0.5% 67% True False 716,448
10 164.94 162.47 2.47 1.5% 0.79 0.5% 41% False False 650,873
20 164.94 161.19 3.75 2.3% 0.78 0.5% 61% False False 510,135
40 164.94 159.91 5.03 3.1% 0.91 0.6% 71% False False 462,126
60 166.84 159.91 6.93 4.2% 0.89 0.5% 52% False False 314,076
80 168.93 159.91 9.02 5.5% 0.83 0.5% 40% False False 236,569
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 0.13
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 167.98
2.618 166.44
1.618 165.50
1.000 164.92
0.618 164.56
HIGH 163.98
0.618 163.62
0.500 163.51
0.382 163.40
LOW 163.04
0.618 162.46
1.000 162.10
1.618 161.52
2.618 160.58
4.250 159.05
Fisher Pivots for day following 11-Jan-2017
Pivot 1 day 3 day
R1 163.51 163.40
PP 163.50 163.31
S1 163.49 163.23

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

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