Euro Bund Future June 2017


Trading Metrics calculated at close of trading on 27-Jan-2017
Day Change Summary
Previous Current
26-Jan-2017 27-Jan-2017 Change Change % Previous Week
Open 158.43 158.44 0.01 0.0% 159.46
High 158.72 158.79 0.07 0.0% 160.19
Low 158.24 158.43 0.19 0.1% 158.24
Close 158.32 158.74 0.42 0.3% 158.74
Range 0.48 0.36 -0.12 -25.0% 1.95
ATR 0.74 0.72 -0.02 -2.6% 0.00
Volume 8,602 4,357 -4,245 -49.3% 39,644
Daily Pivots for day following 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 159.73 159.60 158.94
R3 159.37 159.24 158.84
R2 159.01 159.01 158.81
R1 158.88 158.88 158.77 158.95
PP 158.65 158.65 158.65 158.69
S1 158.52 158.52 158.71 158.59
S2 158.29 158.29 158.67
S3 157.93 158.16 158.64
S4 157.57 157.80 158.54
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 164.91 163.77 159.81
R3 162.96 161.82 159.28
R2 161.01 161.01 159.10
R1 159.87 159.87 158.92 159.47
PP 159.06 159.06 159.06 158.85
S1 157.92 157.92 158.56 157.52
S2 157.11 157.11 158.38
S3 155.16 155.97 158.20
S4 153.21 154.02 157.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160.19 158.24 1.95 1.2% 0.62 0.4% 26% False False 7,928
10 161.25 158.24 3.01 1.9% 0.64 0.4% 17% False False 7,824
20 161.67 158.24 3.43 2.2% 0.64 0.4% 15% False False 4,506
40 161.67 157.28 4.39 2.8% 0.55 0.3% 33% False False 2,270
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 0.06
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 160.32
2.618 159.73
1.618 159.37
1.000 159.15
0.618 159.01
HIGH 158.79
0.618 158.65
0.500 158.61
0.382 158.57
LOW 158.43
0.618 158.21
1.000 158.07
1.618 157.85
2.618 157.49
4.250 156.90
Fisher Pivots for day following 27-Jan-2017
Pivot 1 day 3 day
R1 158.70 158.79
PP 158.65 158.77
S1 158.61 158.76

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

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