Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 22-Sep-2017
Day Change Summary
Previous Current
21-Sep-2017 22-Sep-2017 Change Change % Previous Week
Open 160.92 161.19 0.27 0.2% 161.26
High 161.20 161.26 0.06 0.0% 161.42
Low 160.66 160.88 0.22 0.1% 160.66
Close 161.14 161.12 -0.02 0.0% 161.12
Range 0.54 0.38 -0.16 -29.6% 0.76
ATR 0.62 0.60 -0.02 -2.7% 0.00
Volume 511,178 806,358 295,180 57.7% 3,210,336
Daily Pivots for day following 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 162.23 162.05 161.33
R3 161.85 161.67 161.22
R2 161.47 161.47 161.19
R1 161.29 161.29 161.15 161.19
PP 161.09 161.09 161.09 161.04
S1 160.91 160.91 161.09 160.81
S2 160.71 160.71 161.05
S3 160.33 160.53 161.02
S4 159.95 160.15 160.91
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 163.35 162.99 161.54
R3 162.59 162.23 161.33
R2 161.83 161.83 161.26
R1 161.47 161.47 161.19 161.27
PP 161.07 161.07 161.07 160.97
S1 160.71 160.71 161.05 160.51
S2 160.31 160.31 160.98
S3 159.55 159.95 160.91
S4 158.79 159.19 160.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.42 160.66 0.76 0.5% 0.52 0.3% 61% False False 642,067
10 162.89 160.66 2.23 1.4% 0.57 0.4% 21% False False 655,180
20 163.43 160.66 2.77 1.7% 0.59 0.4% 17% False False 561,979
40 163.43 158.53 4.90 3.0% 0.57 0.4% 53% False False 287,940
60 163.43 157.51 5.92 3.7% 0.57 0.4% 61% False False 192,583
80 163.43 157.51 5.92 3.7% 0.55 0.3% 61% False False 144,473
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.15
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 162.88
2.618 162.25
1.618 161.87
1.000 161.64
0.618 161.49
HIGH 161.26
0.618 161.11
0.500 161.07
0.382 161.03
LOW 160.88
0.618 160.65
1.000 160.50
1.618 160.27
2.618 159.89
4.250 159.27
Fisher Pivots for day following 22-Sep-2017
Pivot 1 day 3 day
R1 161.10 161.09
PP 161.09 161.06
S1 161.07 161.04

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

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