Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 13-Jan-2017
Day Change Summary
Previous Current
12-Jan-2017 13-Jan-2017 Change Change % Previous Week
Open 163.86 163.52 -0.34 -0.2% 162.70
High 164.19 164.04 -0.15 -0.1% 164.19
Low 163.52 163.14 -0.38 -0.2% 162.47
Close 163.89 163.41 -0.48 -0.3% 163.41
Range 0.67 0.90 0.23 34.3% 1.72
ATR 0.86 0.86 0.00 0.4% 0.00
Volume 746,074 455,244 -290,830 -39.0% 3,547,860
Daily Pivots for day following 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 166.23 165.72 163.91
R3 165.33 164.82 163.66
R2 164.43 164.43 163.58
R1 163.92 163.92 163.49 163.73
PP 163.53 163.53 163.53 163.43
S1 163.02 163.02 163.33 162.83
S2 162.63 162.63 163.25
S3 161.73 162.12 163.16
S4 160.83 161.22 162.92
Weekly Pivots for week ending 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 168.52 167.68 164.36
R3 166.80 165.96 163.88
R2 165.08 165.08 163.73
R1 164.24 164.24 163.57 164.66
PP 163.36 163.36 163.36 163.57
S1 162.52 162.52 163.25 162.94
S2 161.64 161.64 163.09
S3 159.92 160.80 162.94
S4 158.20 159.08 162.46
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 1.1% 0.76 0.5% 55% False False 709,572
10 164.94 162.47 2.47 1.5% 0.87 0.5% 38% False False 729,145
20 164.94 161.82 3.12 1.9% 0.74 0.5% 51% False False 504,957
40 164.94 159.91 5.03 3.1% 0.91 0.6% 70% False False 490,744
60 166.84 159.91 6.93 4.2% 0.90 0.5% 51% False False 333,741
80 168.93 159.91 9.02 5.5% 0.83 0.5% 39% False False 251,484
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 True
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 167.87
2.618 166.40
1.618 165.50
1.000 164.94
0.618 164.60
HIGH 164.04
0.618 163.70
0.500 163.59
0.382 163.48
LOW 163.14
0.618 162.58
1.000 162.24
1.618 161.68
2.618 160.78
4.250 159.32
Fisher Pivots for day following 13-Jan-2017
Pivot 1 day 3 day
R1 163.59 163.62
PP 163.53 163.55
S1 163.47 163.48

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

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