Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 15-Jun-2017
Day Change Summary
Previous Current
14-Jun-2017 15-Jun-2017 Change Change % Previous Week
Open 165.05 165.33 0.28 0.2% 164.59
High 165.55 165.44 -0.11 -0.1% 165.18
Low 164.83 164.40 -0.43 -0.3% 164.32
Close 165.46 164.59 -0.87 -0.5% 164.87
Range 0.72 1.04 0.32 44.4% 0.86
ATR 0.57 0.60 0.04 6.2% 0.00
Volume 768,892 537,343 -231,549 -30.1% 3,854,871
Daily Pivots for day following 15-Jun-2017
Classic Woodie Camarilla DeMark
R4 167.93 167.30 165.16
R3 166.89 166.26 164.88
R2 165.85 165.85 164.78
R1 165.22 165.22 164.69 165.02
PP 164.81 164.81 164.81 164.71
S1 164.18 164.18 164.49 163.98
S2 163.77 163.77 164.40
S3 162.73 163.14 164.30
S4 161.69 162.10 164.02
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 167.37 166.98 165.34
R3 166.51 166.12 165.11
R2 165.65 165.65 165.03
R1 165.26 165.26 164.95 165.46
PP 164.79 164.79 164.79 164.89
S1 164.40 164.40 164.79 164.60
S2 163.93 163.93 164.71
S3 163.07 163.54 164.63
S4 162.21 162.68 164.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.55 164.40 1.15 0.7% 0.60 0.4% 17% False True 592,077
10 165.55 164.08 1.47 0.9% 0.55 0.3% 35% False False 706,469
20 165.55 162.39 3.16 1.9% 0.53 0.3% 70% False False 431,026
40 165.55 161.68 3.87 2.4% 0.61 0.4% 75% False False 224,100
60 165.93 160.60 5.33 3.2% 0.60 0.4% 75% False False 151,266
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 True
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 169.86
2.618 168.16
1.618 167.12
1.000 166.48
0.618 166.08
HIGH 165.44
0.618 165.04
0.500 164.92
0.382 164.80
LOW 164.40
0.618 163.76
1.000 163.36
1.618 162.72
2.618 161.68
4.250 159.98
Fisher Pivots for day following 15-Jun-2017
Pivot 1 day 3 day
R1 164.92 164.98
PP 164.81 164.85
S1 164.70 164.72

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

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