Euro Bund Future June 2017


Trading Metrics calculated at close of trading on 13-Mar-2017
Day Change Summary
Previous Current
10-Mar-2017 13-Mar-2017 Change Change % Previous Week
Open 159.63 159.09 -0.54 -0.3% 160.91
High 159.85 159.68 -0.17 -0.1% 161.55
Low 158.87 158.94 0.07 0.0% 158.87
Close 159.01 159.19 0.18 0.1% 159.01
Range 0.98 0.74 -0.24 -24.5% 2.68
ATR 0.78 0.77 0.00 -0.3% 0.00
Volume 603,305 728,154 124,849 20.7% 4,152,571
Daily Pivots for day following 13-Mar-2017
Classic Woodie Camarilla DeMark
R4 161.49 161.08 159.60
R3 160.75 160.34 159.39
R2 160.01 160.01 159.33
R1 159.60 159.60 159.26 159.81
PP 159.27 159.27 159.27 159.37
S1 158.86 158.86 159.12 159.07
S2 158.53 158.53 159.05
S3 157.79 158.12 158.99
S4 157.05 157.38 158.78
Weekly Pivots for week ending 10-Mar-2017
Classic Woodie Camarilla DeMark
R4 167.85 166.11 160.48
R3 165.17 163.43 159.75
R2 162.49 162.49 159.50
R1 160.75 160.75 159.26 160.28
PP 159.81 159.81 159.81 159.58
S1 158.07 158.07 158.76 157.60
S2 157.13 157.13 158.52
S3 154.45 155.39 158.27
S4 151.77 152.71 157.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.55 158.87 2.68 1.7% 0.87 0.5% 12% False False 785,072
10 162.98 158.87 4.11 2.6% 0.80 0.5% 8% False False 795,206
20 163.12 158.87 4.25 2.7% 0.74 0.5% 8% False False 431,251
40 163.12 158.24 4.88 3.1% 0.69 0.4% 19% False False 221,014
60 163.12 158.24 4.88 3.1% 0.64 0.4% 19% False False 147,561
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 162.83
2.618 161.62
1.618 160.88
1.000 160.42
0.618 160.14
HIGH 159.68
0.618 159.40
0.500 159.31
0.382 159.22
LOW 158.94
0.618 158.48
1.000 158.20
1.618 157.74
2.618 157.00
4.250 155.80
Fisher Pivots for day following 13-Mar-2017
Pivot 1 day 3 day
R1 159.31 159.77
PP 159.27 159.57
S1 159.23 159.38

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

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