Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 01-Feb-2017
Day Change Summary
Previous Current
31-Jan-2017 01-Feb-2017 Change Change % Previous Week
Open 162.07 161.90 -0.17 -0.1% 162.77
High 162.29 162.02 -0.27 -0.2% 163.38
Low 161.49 161.51 0.02 0.0% 161.31
Close 162.13 161.61 -0.52 -0.3% 161.85
Range 0.80 0.51 -0.29 -36.3% 2.07
ATR 0.86 0.84 -0.02 -2.0% 0.00
Volume 1,001,325 856,774 -144,551 -14.4% 4,159,940
Daily Pivots for day following 01-Feb-2017
Classic Woodie Camarilla DeMark
R4 163.24 162.94 161.89
R3 162.73 162.43 161.75
R2 162.22 162.22 161.70
R1 161.92 161.92 161.66 161.82
PP 161.71 161.71 161.71 161.66
S1 161.41 161.41 161.56 161.31
S2 161.20 161.20 161.52
S3 160.69 160.90 161.47
S4 160.18 160.39 161.33
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 168.39 167.19 162.99
R3 166.32 165.12 162.42
R2 164.25 164.25 162.23
R1 163.05 163.05 162.04 162.62
PP 162.18 162.18 162.18 161.96
S1 160.98 160.98 161.66 160.55
S2 160.11 160.11 161.47
S3 158.04 158.91 161.28
S4 155.97 156.84 160.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.29 161.31 0.98 0.6% 0.64 0.4% 31% False False 874,706
10 163.38 161.31 2.07 1.3% 0.75 0.5% 14% False False 853,962
20 164.45 161.31 3.14 1.9% 0.76 0.5% 10% False False 799,926
40 164.94 159.91 5.03 3.1% 0.82 0.5% 34% False False 665,170
60 165.26 159.91 5.35 3.3% 0.91 0.6% 32% False False 500,383
80 166.84 159.91 6.93 4.3% 0.84 0.5% 25% False False 378,509
100 168.93 159.91 9.02 5.6% 0.81 0.5% 19% False False 303,420
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 164.19
2.618 163.36
1.618 162.85
1.000 162.53
0.618 162.34
HIGH 162.02
0.618 161.83
0.500 161.77
0.382 161.70
LOW 161.51
0.618 161.19
1.000 161.00
1.618 160.68
2.618 160.17
4.250 159.34
Fisher Pivots for day following 01-Feb-2017
Pivot 1 day 3 day
R1 161.77 161.82
PP 161.71 161.75
S1 161.66 161.68

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

View Archives - Comment on this page... - Back to Index of Symbols