Euro Bund Future June 2017


Trading Metrics calculated at close of trading on 03-Jan-2017
Day Change Summary
Previous Current
02-Jan-2017 03-Jan-2017 Change Change % Previous Week
Open 161.22 161.25 0.03 0.0% 160.57
High 161.67 161.25 -0.42 -0.3% 161.40
Low 161.22 159.77 -1.45 -0.9% 160.57
Close 161.25 159.96 -1.29 -0.8% 160.96
Range 0.45 1.48 1.03 228.9% 0.83
ATR 0.69 0.74 0.06 8.2% 0.00
Volume 952 831 -121 -12.7% 185
Daily Pivots for day following 03-Jan-2017
Classic Woodie Camarilla DeMark
R4 164.77 163.84 160.77
R3 163.29 162.36 160.37
R2 161.81 161.81 160.23
R1 160.88 160.88 160.10 160.61
PP 160.33 160.33 160.33 160.19
S1 159.40 159.40 159.82 159.13
S2 158.85 158.85 159.69
S3 157.37 157.92 159.55
S4 155.89 156.44 159.15
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 163.47 163.04 161.42
R3 162.64 162.21 161.19
R2 161.81 161.81 161.11
R1 161.38 161.38 161.04 161.60
PP 160.98 160.98 160.98 161.08
S1 160.55 160.55 160.88 160.77
S2 160.15 160.15 160.81
S3 159.32 159.72 160.73
S4 158.49 158.89 160.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.67 159.77 1.90 1.2% 0.54 0.3% 10% False True 386
10 161.67 159.70 1.97 1.2% 0.43 0.3% 13% False False 213
20 161.67 157.28 4.39 2.7% 0.57 0.4% 61% False False 124
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.04
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 167.54
2.618 165.12
1.618 163.64
1.000 162.73
0.618 162.16
HIGH 161.25
0.618 160.68
0.500 160.51
0.382 160.34
LOW 159.77
0.618 158.86
1.000 158.29
1.618 157.38
2.618 155.90
4.250 153.48
Fisher Pivots for day following 03-Jan-2017
Pivot 1 day 3 day
R1 160.51 160.72
PP 160.33 160.47
S1 160.14 160.21

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

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