Euro Bund Future June 2017


Trading Metrics calculated at close of trading on 17-Mar-2017
Day Change Summary
Previous Current
16-Mar-2017 17-Mar-2017 Change Change % Previous Week
Open 160.23 159.33 -0.90 -0.6% 159.09
High 160.38 159.89 -0.49 -0.3% 160.45
Low 159.16 159.09 -0.07 0.0% 158.73
Close 159.72 159.82 0.10 0.1% 159.82
Range 1.22 0.80 -0.42 -34.4% 1.72
ATR 0.83 0.83 0.00 -0.3% 0.00
Volume 796,744 521,599 -275,145 -34.5% 3,402,976
Daily Pivots for day following 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 162.00 161.71 160.26
R3 161.20 160.91 160.04
R2 160.40 160.40 159.97
R1 160.11 160.11 159.89 160.26
PP 159.60 159.60 159.60 159.67
S1 159.31 159.31 159.75 159.46
S2 158.80 158.80 159.67
S3 158.00 158.51 159.60
S4 157.20 157.71 159.38
Weekly Pivots for week ending 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 164.83 164.04 160.77
R3 163.11 162.32 160.29
R2 161.39 161.39 160.14
R1 160.60 160.60 159.98 161.00
PP 159.67 159.67 159.67 159.86
S1 158.88 158.88 159.66 159.28
S2 157.95 157.95 159.50
S3 156.23 157.16 159.35
S4 154.51 155.44 158.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160.45 158.73 1.72 1.1% 0.94 0.6% 63% False False 680,595
10 161.55 158.73 2.82 1.8% 0.88 0.6% 39% False False 755,554
20 163.12 158.73 4.39 2.7% 0.81 0.5% 25% False False 557,377
40 163.12 158.24 4.88 3.1% 0.72 0.5% 32% False False 286,941
60 163.12 158.24 4.88 3.1% 0.67 0.4% 32% False False 192,139
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 163.29
2.618 161.98
1.618 161.18
1.000 160.69
0.618 160.38
HIGH 159.89
0.618 159.58
0.500 159.49
0.382 159.40
LOW 159.09
0.618 158.60
1.000 158.29
1.618 157.80
2.618 157.00
4.250 155.69
Fisher Pivots for day following 17-Mar-2017
Pivot 1 day 3 day
R1 159.71 159.80
PP 159.60 159.79
S1 159.49 159.77

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

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