Euro Bund Future March 2017

Trading Metrics calculated at close of trading on 28-Feb-2017

Day Change Summary
	Previous	Current
	27-Feb-2017	28-Feb-2017	Change	Change %	Previous Week
Open	166.22	166.04	-0.18	-0.1%	164.57
High	166.32	166.22	-0.10	-0.1%	166.40
Low	165.90	165.70	-0.20	-0.1%	164.09
Close	166.08	166.05	-0.03	0.0%	166.21
Range	0.42	0.52	0.10	23.8%	2.31
ATR	0.76	0.75	-0.02	-2.3%	0.00
Volume	964,851	1,406,475	441,624	45.8%	3,404,324

Daily Pivots for day following 28-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	167.55	167.32	166.34
R3	167.03	166.80	166.19
R2	166.51	166.51	166.15
R1	166.28	166.28	166.10	166.40
PP	165.99	165.99	165.99	166.05
S1	165.76	165.76	166.00	165.88
S2	165.47	165.47	165.95
S3	164.95	165.24	165.91
S4	164.43	164.72	165.76

Weekly Pivots for week ending 24-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	172.50	171.66	167.48
R3	170.19	169.35	166.85
R2	167.88	167.88	166.63
R1	167.04	167.04	166.42	167.46
PP	165.57	165.57	165.57	165.78
S1	164.73	164.73	166.00	165.15
S2	163.26	163.26	165.79
S3	160.95	162.42	165.57
S4	158.64	160.11	164.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	166.40	164.31	2.09	1.3%	0.78	0.5%	83%	False	False	926,950
10	166.40	163.13	3.27	2.0%	0.73	0.4%	89%	False	False	836,484
20	166.40	161.49	4.91	3.0%	0.71	0.4%	93%	False	False	807,997
40	166.40	161.31	5.09	3.1%	0.76	0.5%	93%	False	False	794,719
60	166.40	159.91	6.49	3.9%	0.82	0.5%	95%	False	False	712,350
80	166.40	159.91	6.49	3.9%	0.85	0.5%	95%	False	False	554,340
100	166.84	159.91	6.93	4.2%	0.81	0.5%	89%	False	False	445,895
120	168.93	159.91	9.02	5.4%	0.79	0.5%	68%	False	False	372,201

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	0.12
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	168.43
2.618	167.58
1.618	167.06
1.000	166.74
0.618	166.54
HIGH	166.22
0.618	166.02
0.500	165.96
0.382	165.90
LOW	165.70
0.618	165.38
1.000	165.18
1.618	164.86
2.618	164.34
4.250	163.49

Fisher Pivots for day following 28-Feb-2017
Pivot	1 day	3 day
R1	166.02	166.03
PP	165.99	166.02
S1	165.96	166.00

Download as Excel Spreadsheet

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

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