Euro Bund Future June 2017


Trading Metrics calculated at close of trading on 11-May-2017
Day Change Summary
Previous Current
10-May-2017 11-May-2017 Change Change % Previous Week
Open 160.41 160.30 -0.11 -0.1% 161.70
High 160.83 160.56 -0.27 -0.2% 161.94
Low 160.22 160.00 -0.22 -0.1% 160.37
Close 160.60 160.42 -0.18 -0.1% 160.46
Range 0.61 0.56 -0.05 -8.2% 1.57
ATR 0.71 0.70 -0.01 -1.1% 0.00
Volume 727,359 598,554 -128,805 -17.7% 2,763,199
Daily Pivots for day following 11-May-2017
Classic Woodie Camarilla DeMark
R4 162.01 161.77 160.73
R3 161.45 161.21 160.57
R2 160.89 160.89 160.52
R1 160.65 160.65 160.47 160.77
PP 160.33 160.33 160.33 160.39
S1 160.09 160.09 160.37 160.21
S2 159.77 159.77 160.32
S3 159.21 159.53 160.27
S4 158.65 158.97 160.11
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 165.63 164.62 161.32
R3 164.06 163.05 160.89
R2 162.49 162.49 160.75
R1 161.48 161.48 160.60 161.20
PP 160.92 160.92 160.92 160.79
S1 159.91 159.91 160.32 159.63
S2 159.35 159.35 160.17
S3 157.78 158.34 160.03
S4 156.21 156.77 159.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.17 160.00 1.17 0.7% 0.61 0.4% 36% False True 675,463
10 162.15 160.00 2.15 1.3% 0.65 0.4% 20% False True 668,270
20 163.99 160.00 3.99 2.5% 0.64 0.4% 11% False True 674,962
40 163.99 158.73 5.26 3.3% 0.67 0.4% 32% False False 678,179
60 163.99 158.73 5.26 3.3% 0.70 0.4% 32% False False 595,869
80 163.99 158.24 5.75 3.6% 0.68 0.4% 38% False False 449,596
100 163.99 158.24 5.75 3.6% 0.65 0.4% 38% False False 359,808
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 162.94
2.618 162.03
1.618 161.47
1.000 161.12
0.618 160.91
HIGH 160.56
0.618 160.35
0.500 160.28
0.382 160.21
LOW 160.00
0.618 159.65
1.000 159.44
1.618 159.09
2.618 158.53
4.250 157.62
Fisher Pivots for day following 11-May-2017
Pivot 1 day 3 day
R1 160.37 160.42
PP 160.33 160.42
S1 160.28 160.42

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

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