Euro Bund Future September 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	160.89	160.45	-0.44	-0.3%	162.17
High	161.05	161.00	-0.05	0.0%	163.00
Low	160.30	160.35	0.05	0.0%	160.30
Close	160.38	160.56	0.18	0.1%	160.38
Range	0.75	0.65	-0.10	-13.3%	2.70
ATR
Volume	43	237	194	451.2%	1,080

Daily Pivots for day following 13-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	162.59	162.22	160.92
R3	161.94	161.57	160.74
R2	161.29	161.29	160.68
R1	160.92	160.92	160.62	161.11
PP	160.64	160.64	160.64	160.73
S1	160.27	160.27	160.50	160.46
S2	159.99	159.99	160.44
S3	159.34	159.62	160.38
S4	158.69	158.97	160.20

Weekly Pivots for week ending 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	169.33	167.55	161.87
R3	166.63	164.85	161.12
R2	163.93	163.93	160.88
R1	162.15	162.15	160.63	161.69
PP	161.23	161.23	161.23	161.00
S1	159.45	159.45	160.13	158.99
S2	158.53	158.53	159.89
S3	155.83	156.75	159.64
S4	153.13	154.05	158.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	163.00	160.30	2.70	1.7%	0.84	0.5%	10%	False	False	207
10	164.32	160.30	4.02	2.5%	0.70	0.4%	6%	False	False	312

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	0.05
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	163.76
2.618	162.70
1.618	162.05
1.000	161.65
0.618	161.40
HIGH	161.00
0.618	160.75
0.500	160.68
0.382	160.60
LOW	160.35
0.618	159.95
1.000	159.70
1.618	159.30
2.618	158.65
4.250	157.59

Fisher Pivots for day following 13-Mar-2017
Pivot	1 day	3 day
R1	160.68	161.15
PP	160.64	160.95
S1	160.60	160.76

Download as Excel Spreadsheet

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

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