Euro Bund Future June 2017

Trading Metrics calculated at close of trading on 11-Jan-2017

Day Change Summary
	Previous	Current
	10-Jan-2017	11-Jan-2017	Change	Change %	Previous Week
Open	159.85	160.10	0.25	0.2%	161.22
High	160.09	160.78	0.69	0.4%	161.67
Low	159.81	159.95	0.14	0.1%	159.50
Close	159.93	160.31	0.38	0.2%	159.62
Range	0.28	0.83	0.55	196.4%	2.17
ATR	0.68	0.69	0.01	1.8%	0.00
Volume	1,371	1,086	-285	-20.8%	3,474

Daily Pivots for day following 11-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	162.84	162.40	160.77
R3	162.01	161.57	160.54
R2	161.18	161.18	160.46
R1	160.74	160.74	160.39	160.96
PP	160.35	160.35	160.35	160.46
S1	159.91	159.91	160.23	160.13
S2	159.52	159.52	160.16
S3	158.69	159.08	160.08
S4	157.86	158.25	159.85

Weekly Pivots for week ending 06-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	166.77	165.37	160.81
R3	164.60	163.20	160.22
R2	162.43	162.43	160.02
R1	161.03	161.03	159.82	160.65
PP	160.26	160.26	160.26	160.07
S1	158.86	158.86	159.42	158.48
S2	158.09	158.09	159.22
S3	155.92	156.69	159.02
S4	153.75	154.52	158.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	160.78	159.50	1.28	0.8%	0.59	0.4%	63%	True	False	762
10	161.67	159.50	2.17	1.4%	0.58	0.4%	37%	False	False	668
20	161.67	158.25	3.42	2.1%	0.49	0.3%	60%	False	False	348

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.09
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	164.31
2.618	162.95
1.618	162.12
1.000	161.61
0.618	161.29
HIGH	160.78
0.618	160.46
0.500	160.37
0.382	160.27
LOW	159.95
0.618	159.44
1.000	159.12
1.618	158.61
2.618	157.78
4.250	156.42

Fisher Pivots for day following 11-Jan-2017
Pivot	1 day	3 day
R1	160.37	160.30
PP	160.35	160.28
S1	160.33	160.27

Download as Excel Spreadsheet

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

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