Euro Bund Future June 2017


Trading Metrics calculated at close of trading on 20-Jan-2017
Day Change Summary
Previous Current
19-Jan-2017 20-Jan-2017 Change Change % Previous Week
Open 159.58 160.10 0.52 0.3% 160.71
High 159.98 160.10 0.12 0.1% 161.25
Low 159.48 159.10 -0.38 -0.2% 159.10
Close 159.89 159.15 -0.74 -0.5% 159.15
Range 0.50 1.00 0.50 100.0% 2.15
ATR 0.69 0.71 0.02 3.2% 0.00
Volume 6,471 12,900 6,429 99.4% 38,604
Daily Pivots for day following 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 162.45 161.80 159.70
R3 161.45 160.80 159.43
R2 160.45 160.45 159.33
R1 159.80 159.80 159.24 159.63
PP 159.45 159.45 159.45 159.36
S1 158.80 158.80 159.06 158.63
S2 158.45 158.45 158.97
S3 157.45 157.80 158.88
S4 156.45 156.80 158.60
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 166.28 164.87 160.33
R3 164.13 162.72 159.74
R2 161.98 161.98 159.54
R1 160.57 160.57 159.35 160.20
PP 159.83 159.83 159.83 159.65
S1 158.42 158.42 158.95 158.05
S2 157.68 157.68 158.76
S3 155.53 156.27 158.56
S4 153.38 154.12 157.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.25 159.10 2.15 1.4% 0.65 0.4% 2% False True 7,720
10 161.25 159.10 2.15 1.4% 0.58 0.4% 2% False True 4,700
20 161.67 159.10 2.57 1.6% 0.55 0.3% 2% False True 2,533
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 164.35
2.618 162.72
1.618 161.72
1.000 161.10
0.618 160.72
HIGH 160.10
0.618 159.72
0.500 159.60
0.382 159.48
LOW 159.10
0.618 158.48
1.000 158.10
1.618 157.48
2.618 156.48
4.250 154.85
Fisher Pivots for day following 20-Jan-2017
Pivot 1 day 3 day
R1 159.60 159.84
PP 159.45 159.61
S1 159.30 159.38

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

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