Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 17-Jan-2017
Day Change Summary
Previous Current
13-Jan-2017 17-Jan-2017 Change Change % Previous Week
Open 163.52 163.73 0.21 0.1% 162.70
High 164.04 164.45 0.41 0.2% 164.19
Low 163.14 163.71 0.57 0.3% 162.47
Close 163.41 163.90 0.49 0.3% 163.41
Range 0.90 0.74 -0.16 -17.8% 1.72
ATR 0.86 0.87 0.01 1.5% 0.00
Volume 455,244 785,761 330,517 72.6% 3,547,860
Daily Pivots for day following 17-Jan-2017
Classic Woodie Camarilla DeMark
R4 166.24 165.81 164.31
R3 165.50 165.07 164.10
R2 164.76 164.76 164.04
R1 164.33 164.33 163.97 164.55
PP 164.02 164.02 164.02 164.13
S1 163.59 163.59 163.83 163.81
S2 163.28 163.28 163.76
S3 162.54 162.85 163.70
S4 161.80 162.11 163.49
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
5 164.45 162.92 1.53 0.9% 0.74 0.5% 64% True False 743,132
10 164.52 162.47 2.05 1.3% 0.85 0.5% 70% False False 724,418
20 164.94 162.04 2.90 1.8% 0.74 0.5% 64% False False 518,902
40 164.94 159.91 5.03 3.1% 0.90 0.5% 79% False False 509,631
60 166.84 159.91 6.93 4.2% 0.91 0.6% 58% False False 346,704
80 168.93 159.91 9.02 5.5% 0.83 0.5% 44% False False 261,277
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 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 167.60
2.618 166.39
1.618 165.65
1.000 165.19
0.618 164.91
HIGH 164.45
0.618 164.17
0.500 164.08
0.382 163.99
LOW 163.71
0.618 163.25
1.000 162.97
1.618 162.51
2.618 161.77
4.250 160.57
Fisher Pivots for day following 17-Jan-2017
Pivot 1 day 3 day
R1 164.08 163.87
PP 164.02 163.83
S1 163.96 163.80

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

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