Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 16-Feb-2017
Day Change Summary
Previous Current
15-Feb-2017 16-Feb-2017 Change Change % Previous Week
Open 163.52 163.48 -0.04 0.0% 162.50
High 163.55 163.88 0.33 0.2% 164.46
Low 163.13 163.32 0.19 0.1% 162.44
Close 163.30 163.84 0.54 0.3% 163.91
Range 0.42 0.56 0.14 33.3% 2.02
ATR 0.75 0.74 -0.01 -1.6% 0.00
Volume 754,372 751,339 -3,033 -0.4% 3,883,209
Daily Pivots for day following 16-Feb-2017
Classic Woodie Camarilla DeMark
R4 165.36 165.16 164.15
R3 164.80 164.60 163.99
R2 164.24 164.24 163.94
R1 164.04 164.04 163.89 164.14
PP 163.68 163.68 163.68 163.73
S1 163.48 163.48 163.79 163.58
S2 163.12 163.12 163.74
S3 162.56 162.92 163.69
S4 162.00 162.36 163.53
Weekly Pivots for week ending 10-Feb-2017
Classic Woodie Camarilla DeMark
R4 169.66 168.81 165.02
R3 167.64 166.79 164.47
R2 165.62 165.62 164.28
R1 164.77 164.77 164.10 165.20
PP 163.60 163.60 163.60 163.82
S1 162.75 162.75 163.72 163.18
S2 161.58 161.58 163.54
S3 159.56 160.73 163.35
S4 157.54 158.71 162.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.17 163.13 1.04 0.6% 0.51 0.3% 68% False False 684,858
10 164.46 162.01 2.45 1.5% 0.65 0.4% 75% False False 745,151
20 164.46 161.31 3.15 1.9% 0.72 0.4% 80% False False 796,058
40 164.94 161.31 3.63 2.2% 0.71 0.4% 70% False False 678,461
60 164.94 159.91 5.03 3.1% 0.84 0.5% 78% False False 630,006
80 166.23 159.91 6.32 3.9% 0.86 0.5% 62% False False 478,509
100 168.93 159.91 9.02 5.5% 0.81 0.5% 44% False False 384,168
120 168.93 159.91 9.02 5.5% 0.78 0.5% 44% False False 320,648
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 166.26
2.618 165.35
1.618 164.79
1.000 164.44
0.618 164.23
HIGH 163.88
0.618 163.67
0.500 163.60
0.382 163.53
LOW 163.32
0.618 162.97
1.000 162.76
1.618 162.41
2.618 161.85
4.250 160.94
Fisher Pivots for day following 16-Feb-2017
Pivot 1 day 3 day
R1 163.76 163.76
PP 163.68 163.68
S1 163.60 163.60

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

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