Euro Bund Future June 2017


Trading Metrics calculated at close of trading on 20-Dec-2016
Day Change Summary
Previous Current
19-Dec-2016 20-Dec-2016 Change Change % Previous Week
Open 158.96 159.87 0.91 0.6% 158.11
High 160.30 160.09 -0.21 -0.1% 159.37
Low 158.95 159.70 0.75 0.5% 157.82
Close 159.97 159.86 -0.11 -0.1% 159.03
Range 1.35 0.39 -0.96 -71.1% 1.55
ATR 0.90 0.87 -0.04 -4.1% 0.00
Volume 14 22 8 57.1% 268
Daily Pivots for day following 20-Dec-2016
Classic Woodie Camarilla DeMark
R4 161.05 160.85 160.07
R3 160.66 160.46 159.97
R2 160.27 160.27 159.93
R1 160.07 160.07 159.90 159.98
PP 159.88 159.88 159.88 159.84
S1 159.68 159.68 159.82 159.59
S2 159.49 159.49 159.79
S3 159.10 159.29 159.75
S4 158.71 158.90 159.65
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 163.39 162.76 159.88
R3 161.84 161.21 159.46
R2 160.29 160.29 159.31
R1 159.66 159.66 159.17 159.98
PP 158.74 158.74 158.74 158.90
S1 158.11 158.11 158.89 158.43
S2 157.19 157.19 158.75
S3 155.64 156.56 158.60
S4 154.09 155.01 158.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160.30 158.25 2.05 1.3% 0.52 0.3% 79% False False 14
10 160.30 157.28 3.02 1.9% 0.75 0.5% 85% False False 36
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.02
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 161.75
2.618 161.11
1.618 160.72
1.000 160.48
0.618 160.33
HIGH 160.09
0.618 159.94
0.500 159.90
0.382 159.85
LOW 159.70
0.618 159.46
1.000 159.31
1.618 159.07
2.618 158.68
4.250 158.04
Fisher Pivots for day following 20-Dec-2016
Pivot 1 day 3 day
R1 159.90 159.78
PP 159.88 159.70
S1 159.87 159.63

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

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