Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 27-Mar-2017
Day Change Summary
Previous Current
24-Mar-2017 27-Mar-2017 Change Change % Previous Week
Open 161.41 162.00 0.59 0.4% 161.10
High 161.88 162.51 0.63 0.4% 162.00
Low 161.31 161.86 0.55 0.3% 160.60
Close 161.78 161.86 0.08 0.0% 161.78
Range 0.57 0.65 0.08 14.0% 1.40
ATR 0.75 0.75 0.00 -0.2% 0.00
Volume 2,572 714 -1,858 -72.2% 5,820
Daily Pivots for day following 27-Mar-2017
Classic Woodie Camarilla DeMark
R4 164.03 163.59 162.22
R3 163.38 162.94 162.04
R2 162.73 162.73 161.98
R1 162.29 162.29 161.92 162.19
PP 162.08 162.08 162.08 162.02
S1 161.64 161.64 161.80 161.54
S2 161.43 161.43 161.74
S3 160.78 160.99 161.68
S4 160.13 160.34 161.50
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 165.66 165.12 162.55
R3 164.26 163.72 162.17
R2 162.86 162.86 162.04
R1 162.32 162.32 161.91 162.59
PP 161.46 161.46 161.46 161.60
S1 160.92 160.92 161.65 161.19
S2 160.06 160.06 161.52
S3 158.66 159.52 161.40
S4 157.26 158.12 161.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.51 160.60 1.91 1.2% 0.62 0.4% 66% True False 1,240
10 162.51 160.17 2.34 1.4% 0.76 0.5% 72% True False 1,283
20 164.32 160.17 4.15 2.6% 0.73 0.5% 41% False False 797
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.16
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 165.27
2.618 164.21
1.618 163.56
1.000 163.16
0.618 162.91
HIGH 162.51
0.618 162.26
0.500 162.19
0.382 162.11
LOW 161.86
0.618 161.46
1.000 161.21
1.618 160.81
2.618 160.16
4.250 159.10
Fisher Pivots for day following 27-Mar-2017
Pivot 1 day 3 day
R1 162.19 161.91
PP 162.08 161.89
S1 161.97 161.88

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

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