Euro Bund Future September 2017

Trading Metrics calculated at close of trading on 05-Apr-2017

Day Change Summary
	Previous	Current
	04-Apr-2017	05-Apr-2017	Change	Change %	Previous Week
Open	164.00	164.33	0.33	0.2%	162.00
High	164.56	164.54	-0.02	0.0%	163.29
Low	164.00	163.93	-0.07	0.0%	161.84
Close	164.39	164.26	-0.13	-0.1%	163.17
Range	0.56	0.61	0.05	8.9%	1.45
ATR	0.71	0.70	-0.01	-1.0%	0.00
Volume	3,406	3,803	397	11.7%	11,374

Daily Pivots for day following 05-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	166.07	165.78	164.60
R3	165.46	165.17	164.43
R2	164.85	164.85	164.37
R1	164.56	164.56	164.32	164.40
PP	164.24	164.24	164.24	164.17
S1	163.95	163.95	164.20	163.79
S2	163.63	163.63	164.15
S3	163.02	163.34	164.09
S4	162.41	162.73	163.92

Weekly Pivots for week ending 31-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	167.12	166.59	163.97
R3	165.67	165.14	163.57
R2	164.22	164.22	163.44
R1	163.69	163.69	163.30	163.96
PP	162.77	162.77	162.77	162.90
S1	162.24	162.24	163.04	162.51
S2	161.32	161.32	162.90
S3	159.87	160.79	162.77
S4	158.42	159.34	162.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	164.56	162.97	1.59	1.0%	0.53	0.3%	81%	False	False	3,687
10	164.56	161.31	3.25	2.0%	0.60	0.4%	91%	False	False	2,747
20	164.56	160.17	4.39	2.7%	0.71	0.4%	93%	False	False	1,818

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	0.09
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	167.13
2.618	166.14
1.618	165.53
1.000	165.15
0.618	164.92
HIGH	164.54
0.618	164.31
0.500	164.24
0.382	164.16
LOW	163.93
0.618	163.55
1.000	163.32
1.618	162.94
2.618	162.33
4.250	161.34

Fisher Pivots for day following 05-Apr-2017
Pivot	1 day	3 day
R1	164.25	164.12
PP	164.24	163.97
S1	164.24	163.83

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols