Euro Bund Future June 2017


Trading Metrics calculated at close of trading on 29-Mar-2017
Day Change Summary
Previous Current
28-Mar-2017 29-Mar-2017 Change Change % Previous Week
Open 160.22 160.24 0.02 0.0% 159.93
High 160.71 161.24 0.53 0.3% 160.47
Low 160.14 160.18 0.04 0.0% 159.12
Close 160.60 161.15 0.55 0.3% 160.22
Range 0.57 1.06 0.49 86.0% 1.35
ATR 0.76 0.78 0.02 2.8% 0.00
Volume 791,616 704,625 -86,991 -11.0% 3,703,375
Daily Pivots for day following 29-Mar-2017
Classic Woodie Camarilla DeMark
R4 164.04 163.65 161.73
R3 162.98 162.59 161.44
R2 161.92 161.92 161.34
R1 161.53 161.53 161.25 161.73
PP 160.86 160.86 160.86 160.95
S1 160.47 160.47 161.05 160.67
S2 159.80 159.80 160.96
S3 158.74 159.41 160.86
S4 157.68 158.35 160.57
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 163.99 163.45 160.96
R3 162.64 162.10 160.59
R2 161.29 161.29 160.47
R1 160.75 160.75 160.34 161.02
PP 159.94 159.94 159.94 160.07
S1 159.40 159.40 160.10 159.67
S2 158.59 158.59 159.97
S3 157.24 158.05 159.85
S4 155.89 156.70 159.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.24 159.73 1.51 0.9% 0.72 0.4% 94% True False 683,261
10 161.24 159.09 2.15 1.3% 0.76 0.5% 96% True False 719,054
20 161.78 158.73 3.05 1.9% 0.80 0.5% 79% False False 771,138
40 163.12 158.54 4.58 2.8% 0.74 0.5% 57% False False 431,885
60 163.12 158.24 4.88 3.0% 0.70 0.4% 60% False False 289,960
80 163.12 157.28 5.84 3.6% 0.67 0.4% 66% False False 217,513
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 165.75
2.618 164.02
1.618 162.96
1.000 162.30
0.618 161.90
HIGH 161.24
0.618 160.84
0.500 160.71
0.382 160.58
LOW 160.18
0.618 159.52
1.000 159.12
1.618 158.46
2.618 157.40
4.250 155.68
Fisher Pivots for day following 29-Mar-2017
Pivot 1 day 3 day
R1 161.00 161.00
PP 160.86 160.84
S1 160.71 160.69

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

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