Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 26-Jul-2017
Day Change Summary
Previous Current
25-Jul-2017 26-Jul-2017 Change Change % Previous Week
Open 162.47 161.71 -0.76 -0.5% 161.08
High 162.56 162.10 -0.46 -0.3% 162.56
Low 161.56 161.64 0.08 0.0% 161.06
Close 161.60 161.78 0.18 0.1% 162.48
Range 1.00 0.46 -0.54 -54.0% 1.50
ATR 0.69 0.68 -0.01 -2.0% 0.00
Volume 486,324 572,932 86,608 17.8% 2,937,784
Daily Pivots for day following 26-Jul-2017
Classic Woodie Camarilla DeMark
R4 163.22 162.96 162.03
R3 162.76 162.50 161.91
R2 162.30 162.30 161.86
R1 162.04 162.04 161.82 162.17
PP 161.84 161.84 161.84 161.91
S1 161.58 161.58 161.74 161.71
S2 161.38 161.38 161.70
S3 160.92 161.12 161.65
S4 160.46 160.66 161.53
Weekly Pivots for week ending 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 166.53 166.01 163.31
R3 165.03 164.51 162.89
R2 163.53 163.53 162.76
R1 163.01 163.01 162.62 163.27
PP 162.03 162.03 162.03 162.17
S1 161.51 161.51 162.34 161.77
S2 160.53 160.53 162.21
S3 159.03 160.01 162.07
S4 157.53 158.51 161.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.67 161.55 1.12 0.7% 0.61 0.4% 21% False False 531,345
10 162.67 161.02 1.65 1.0% 0.61 0.4% 46% False False 554,692
20 164.04 160.31 3.73 2.3% 0.73 0.5% 39% False False 662,340
40 165.55 160.31 5.24 3.2% 0.65 0.4% 28% False False 671,394
60 165.55 160.31 5.24 3.2% 0.64 0.4% 28% False False 463,139
80 165.93 160.31 5.62 3.5% 0.63 0.4% 26% False False 349,455
100 165.93 160.17 5.76 3.6% 0.66 0.4% 28% False False 279,798
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 164.06
2.618 163.30
1.618 162.84
1.000 162.56
0.618 162.38
HIGH 162.10
0.618 161.92
0.500 161.87
0.382 161.82
LOW 161.64
0.618 161.36
1.000 161.18
1.618 160.90
2.618 160.44
4.250 159.69
Fisher Pivots for day following 26-Jul-2017
Pivot 1 day 3 day
R1 161.87 162.12
PP 161.84 162.00
S1 161.81 161.89

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

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