Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 25-Jan-2017
Day Change Summary
Previous Current
24-Jan-2017 25-Jan-2017 Change Change % Previous Week
Open 163.14 162.44 -0.70 -0.4% 163.73
High 163.23 162.49 -0.74 -0.5% 164.45
Low 162.48 161.52 -0.96 -0.6% 162.20
Close 162.76 161.76 -1.00 -0.6% 162.29
Range 0.75 0.97 0.22 29.3% 2.25
ATR 0.89 0.91 0.03 2.9% 0.00
Volume 1,047,398 875,402 -171,996 -16.4% 3,176,090
Daily Pivots for day following 25-Jan-2017
Classic Woodie Camarilla DeMark
R4 164.83 164.27 162.29
R3 163.86 163.30 162.03
R2 162.89 162.89 161.94
R1 162.33 162.33 161.85 162.13
PP 161.92 161.92 161.92 161.82
S1 161.36 161.36 161.67 161.16
S2 160.95 160.95 161.58
S3 159.98 160.39 161.49
S4 159.01 159.42 161.23
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
5 163.38 161.52 1.86 1.1% 0.85 0.5% 13% False True 833,218
10 164.45 161.52 2.93 1.8% 0.83 0.5% 8% False True 784,502
20 164.94 161.52 3.42 2.1% 0.79 0.5% 7% False True 689,746
40 164.94 159.91 5.03 3.1% 0.92 0.6% 37% False False 623,241
60 165.26 159.91 5.35 3.3% 0.91 0.6% 35% False False 428,405
80 168.11 159.91 8.20 5.1% 0.85 0.5% 23% False False 324,125
100 168.93 159.91 9.02 5.6% 0.81 0.5% 21% False False 259,949
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 False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 166.61
2.618 165.03
1.618 164.06
1.000 163.46
0.618 163.09
HIGH 162.49
0.618 162.12
0.500 162.01
0.382 161.89
LOW 161.52
0.618 160.92
1.000 160.55
1.618 159.95
2.618 158.98
4.250 157.40
Fisher Pivots for day following 25-Jan-2017
Pivot 1 day 3 day
R1 162.01 162.45
PP 161.92 162.22
S1 161.84 161.99

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

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