Euro Bund Future March 2017


Trading Metrics calculated at close of trading on 07-Mar-2017
Day Change Summary
Previous Current
06-Mar-2017 07-Mar-2017 Change Change % Previous Week
Open 164.14 164.14 0.00 0.0% 166.22
High 164.54 164.76 0.22 0.1% 166.32
Low 164.05 164.07 0.02 0.0% 163.89
Close 164.09 164.39 0.30 0.2% 163.98
Range 0.49 0.69 0.20 40.8% 2.43
ATR 0.77 0.76 -0.01 -0.7% 0.00
Volume 314,992 16,880 -298,112 -94.6% 6,466,374
Daily Pivots for day following 07-Mar-2017
Classic Woodie Camarilla DeMark
R4 166.48 166.12 164.77
R3 165.79 165.43 164.58
R2 165.10 165.10 164.52
R1 164.74 164.74 164.45 164.92
PP 164.41 164.41 164.41 164.50
S1 164.05 164.05 164.33 164.23
S2 163.72 163.72 164.26
S3 163.03 163.36 164.20
S4 162.34 162.67 164.01
Weekly Pivots for week ending 03-Mar-2017
Classic Woodie Camarilla DeMark
R4 172.02 170.43 165.32
R3 169.59 168.00 164.65
R2 167.16 167.16 164.43
R1 165.57 165.57 164.20 165.15
PP 164.73 164.73 164.73 164.52
S1 163.14 163.14 163.76 162.72
S2 162.30 162.30 163.53
S3 159.87 160.71 163.31
S4 157.44 158.28 162.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.90 163.89 2.01 1.2% 0.77 0.5% 25% False False 885,384
10 166.40 163.89 2.51 1.5% 0.78 0.5% 20% False False 906,167
20 166.40 162.97 3.43 2.1% 0.71 0.4% 41% False False 822,499
40 166.40 161.31 5.09 3.1% 0.74 0.4% 61% False False 811,802
60 166.40 160.80 5.60 3.4% 0.76 0.5% 64% False False 704,754
80 166.40 159.91 6.49 3.9% 0.83 0.5% 69% False False 608,558
100 166.84 159.91 6.93 4.2% 0.83 0.5% 65% False False 489,877
120 168.93 159.91 9.02 5.5% 0.79 0.5% 50% False False 408,877
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 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 167.69
2.618 166.57
1.618 165.88
1.000 165.45
0.618 165.19
HIGH 164.76
0.618 164.50
0.500 164.42
0.382 164.33
LOW 164.07
0.618 163.64
1.000 163.38
1.618 162.95
2.618 162.26
4.250 161.14
Fisher Pivots for day following 07-Mar-2017
Pivot 1 day 3 day
R1 164.42 164.38
PP 164.41 164.38
S1 164.40 164.37

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

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