Euro Bund Future June 2017


Trading Metrics calculated at close of trading on 01-Mar-2017
Day Change Summary
Previous Current
28-Feb-2017 01-Mar-2017 Change Change % Previous Week
Open 162.80 162.55 -0.25 -0.2% 161.09
High 162.98 162.65 -0.33 -0.2% 163.12
Low 162.48 161.53 -0.95 -0.6% 160.91
Close 162.81 161.70 -1.11 -0.7% 162.95
Range 0.50 1.12 0.62 124.0% 2.21
ATR 0.67 0.72 0.04 6.5% 0.00
Volume 413,544 662,785 249,241 60.3% 340,320
Daily Pivots for day following 01-Mar-2017
Classic Woodie Camarilla DeMark
R4 165.32 164.63 162.32
R3 164.20 163.51 162.01
R2 163.08 163.08 161.91
R1 162.39 162.39 161.80 162.18
PP 161.96 161.96 161.96 161.85
S1 161.27 161.27 161.60 161.06
S2 160.84 160.84 161.49
S3 159.72 160.15 161.39
S4 158.60 159.03 161.08
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 168.96 168.16 164.17
R3 166.75 165.95 163.56
R2 164.54 164.54 163.36
R1 163.74 163.74 163.15 164.14
PP 162.33 162.33 162.33 162.53
S1 161.53 161.53 162.75 161.93
S2 160.12 160.12 162.54
S3 157.91 159.32 162.34
S4 155.70 157.11 161.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.12 161.53 1.59 1.0% 0.72 0.4% 11% False True 286,229
10 163.12 160.12 3.00 1.9% 0.73 0.5% 53% False False 164,992
20 163.12 158.54 4.58 2.8% 0.68 0.4% 69% False False 92,633
40 163.12 158.24 4.88 3.0% 0.65 0.4% 71% False False 49,371
60 163.12 157.28 5.84 3.6% 0.63 0.4% 76% False False 32,971
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 0.12
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 167.41
2.618 165.58
1.618 164.46
1.000 163.77
0.618 163.34
HIGH 162.65
0.618 162.22
0.500 162.09
0.382 161.96
LOW 161.53
0.618 160.84
1.000 160.41
1.618 159.72
2.618 158.60
4.250 156.77
Fisher Pivots for day following 01-Mar-2017
Pivot 1 day 3 day
R1 162.09 162.29
PP 161.96 162.09
S1 161.83 161.90

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

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