Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 19-Jan-2017
Day Change Summary
Previous Current
18-Jan-2017 19-Jan-2017 Change Change % Previous Week
Open 163.81 163.00 -0.81 -0.5% 162.70
High 163.82 163.15 -0.67 -0.4% 164.19
Low 163.04 162.62 -0.42 -0.3% 162.47
Close 163.42 163.03 -0.39 -0.2% 163.41
Range 0.78 0.53 -0.25 -32.1% 1.72
ATR 0.87 0.87 -0.01 -0.6% 0.00
Volume 870,073 726,842 -143,231 -16.5% 3,547,860
Daily Pivots for day following 19-Jan-2017
Classic Woodie Camarilla DeMark
R4 164.52 164.31 163.32
R3 163.99 163.78 163.18
R2 163.46 163.46 163.13
R1 163.25 163.25 163.08 163.36
PP 162.93 162.93 162.93 162.99
S1 162.72 162.72 162.98 162.83
S2 162.40 162.40 162.93
S3 161.87 162.19 162.88
S4 161.34 161.66 162.74
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
5 164.45 162.62 1.83 1.1% 0.72 0.4% 22% False True 716,798
10 164.45 162.47 1.98 1.2% 0.78 0.5% 28% False False 716,623
20 164.94 162.47 2.47 1.5% 0.71 0.4% 23% False False 560,864
40 164.94 159.91 5.03 3.1% 0.90 0.6% 62% False False 546,980
60 166.23 159.91 6.32 3.9% 0.91 0.6% 49% False False 372,659
80 168.93 159.91 9.02 5.5% 0.83 0.5% 35% False False 281,195
100 168.93 159.91 9.02 5.5% 0.79 0.5% 35% False False 225,567
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.17
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 165.40
2.618 164.54
1.618 164.01
1.000 163.68
0.618 163.48
HIGH 163.15
0.618 162.95
0.500 162.89
0.382 162.82
LOW 162.62
0.618 162.29
1.000 162.09
1.618 161.76
2.618 161.23
4.250 160.37
Fisher Pivots for day following 19-Jan-2017
Pivot 1 day 3 day
R1 162.98 163.54
PP 162.93 163.37
S1 162.89 163.20

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

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