Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 23-Jan-2017
Day Change Summary
Previous Current
20-Jan-2017 23-Jan-2017 Change Change % Previous Week
Open 163.18 162.77 -0.41 -0.3% 163.73
High 163.28 163.38 0.10 0.1% 164.45
Low 162.20 162.45 0.25 0.2% 162.20
Close 162.29 163.13 0.84 0.5% 162.29
Range 1.08 0.93 -0.15 -13.9% 2.25
ATR 0.88 0.90 0.01 1.7% 0.00
Volume 793,414 723,034 -70,380 -8.9% 3,176,090
Daily Pivots for day following 23-Jan-2017
Classic Woodie Camarilla DeMark
R4 165.78 165.38 163.64
R3 164.85 164.45 163.39
R2 163.92 163.92 163.30
R1 163.52 163.52 163.22 163.72
PP 162.99 162.99 162.99 163.09
S1 162.59 162.59 163.04 162.79
S2 162.06 162.06 162.96
S3 161.13 161.66 162.87
S4 160.20 160.73 162.62
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 169.73 168.26 163.53
R3 167.48 166.01 162.91
R2 165.23 165.23 162.70
R1 163.76 163.76 162.50 163.37
PP 162.98 162.98 162.98 162.79
S1 161.51 161.51 162.08 161.12
S2 160.73 160.73 161.88
S3 158.48 159.26 161.67
S4 156.23 157.01 161.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.45 162.20 2.25 1.4% 0.81 0.5% 41% False False 779,824
10 164.45 162.20 2.25 1.4% 0.79 0.5% 41% False False 744,698
20 164.94 162.20 2.74 1.7% 0.76 0.5% 34% False False 612,524
40 164.94 159.91 5.03 3.1% 0.90 0.6% 64% False False 579,794
60 165.26 159.91 5.35 3.3% 0.90 0.6% 60% False False 396,968
80 168.93 159.91 9.02 5.5% 0.85 0.5% 36% False False 300,112
100 168.93 159.91 9.02 5.5% 0.81 0.5% 36% False False 240,728
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
4.250 167.33
2.618 165.81
1.618 164.88
1.000 164.31
0.618 163.95
HIGH 163.38
0.618 163.02
0.500 162.92
0.382 162.81
LOW 162.45
0.618 161.88
1.000 161.52
1.618 160.95
2.618 160.02
4.250 158.50
Fisher Pivots for day following 23-Jan-2017
Pivot 1 day 3 day
R1 163.06 163.02
PP 162.99 162.90
S1 162.92 162.79

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

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