Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 12-Jan-2017
Day Change Summary
Previous Current
11-Jan-2017 12-Jan-2017 Change Change % Previous Week
Open 163.16 163.86 0.70 0.4% 164.07
High 163.98 164.19 0.21 0.1% 164.94
Low 163.04 163.52 0.48 0.3% 162.67
Close 163.48 163.89 0.41 0.3% 162.84
Range 0.94 0.67 -0.27 -28.7% 2.27
ATR 0.87 0.86 -0.01 -1.3% 0.00
Volume 821,783 746,074 -75,709 -9.2% 3,743,598
Daily Pivots for day following 12-Jan-2017
Classic Woodie Camarilla DeMark
R4 165.88 165.55 164.26
R3 165.21 164.88 164.07
R2 164.54 164.54 164.01
R1 164.21 164.21 163.95 164.38
PP 163.87 163.87 163.87 163.95
S1 163.54 163.54 163.83 163.71
S2 163.20 163.20 163.77
S3 162.53 162.87 163.71
S4 161.86 162.20 163.52
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
5 164.19 162.47 1.72 1.0% 0.78 0.5% 83% True False 738,467
10 164.94 162.47 2.47 1.5% 0.82 0.5% 57% False False 695,917
20 164.94 161.19 3.75 2.3% 0.76 0.5% 72% False False 509,170
40 164.94 159.91 5.03 3.1% 0.90 0.6% 79% False False 480,119
60 166.84 159.91 6.93 4.2% 0.90 0.5% 57% False False 326,286
80 168.93 159.91 9.02 5.5% 0.83 0.5% 44% False False 245,829
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 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 167.04
2.618 165.94
1.618 165.27
1.000 164.86
0.618 164.60
HIGH 164.19
0.618 163.93
0.500 163.86
0.382 163.78
LOW 163.52
0.618 163.11
1.000 162.85
1.618 162.44
2.618 161.77
4.250 160.67
Fisher Pivots for day following 12-Jan-2017
Pivot 1 day 3 day
R1 163.88 163.78
PP 163.87 163.67
S1 163.86 163.56

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

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