Euro Bund Future June 2017


Trading Metrics calculated at close of trading on 20-Mar-2017
Day Change Summary
Previous Current
17-Mar-2017 20-Mar-2017 Change Change % Previous Week
Open 159.33 159.93 0.60 0.4% 159.09
High 159.89 159.96 0.07 0.0% 160.45
Low 159.09 159.38 0.29 0.2% 158.73
Close 159.82 159.78 -0.04 0.0% 159.82
Range 0.80 0.58 -0.22 -27.5% 1.72
ATR 0.83 0.81 -0.02 -2.1% 0.00
Volume 521,599 881,146 359,547 68.9% 3,402,976
Daily Pivots for day following 20-Mar-2017
Classic Woodie Camarilla DeMark
R4 161.45 161.19 160.10
R3 160.87 160.61 159.94
R2 160.29 160.29 159.89
R1 160.03 160.03 159.83 159.87
PP 159.71 159.71 159.71 159.63
S1 159.45 159.45 159.73 159.29
S2 159.13 159.13 159.67
S3 158.55 158.87 159.62
S4 157.97 158.29 159.46
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% 0.91 0.6% 61% False False 711,193
10 161.55 158.73 2.82 1.8% 0.89 0.6% 37% False False 748,133
20 163.12 158.73 4.39 2.7% 0.81 0.5% 24% False False 599,706
40 163.12 158.24 4.88 3.1% 0.72 0.4% 32% False False 308,792
60 163.12 158.24 4.88 3.1% 0.67 0.4% 32% False False 206,824
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 0.15
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 162.43
2.618 161.48
1.618 160.90
1.000 160.54
0.618 160.32
HIGH 159.96
0.618 159.74
0.500 159.67
0.382 159.60
LOW 159.38
0.618 159.02
1.000 158.80
1.618 158.44
2.618 157.86
4.250 156.92
Fisher Pivots for day following 20-Mar-2017
Pivot 1 day 3 day
R1 159.74 159.77
PP 159.71 159.75
S1 159.67 159.74

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

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