Euro Bund Future June 2017


Trading Metrics calculated at close of trading on 28-Mar-2017
Day Change Summary
Previous Current
27-Mar-2017 28-Mar-2017 Change Change % Previous Week
Open 160.51 160.22 -0.29 -0.2% 159.93
High 161.00 160.71 -0.29 -0.2% 160.47
Low 160.23 160.14 -0.09 -0.1% 159.12
Close 160.26 160.60 0.34 0.2% 160.22
Range 0.77 0.57 -0.20 -26.0% 1.35
ATR 0.78 0.76 -0.01 -1.9% 0.00
Volume 672,586 791,616 119,030 17.7% 3,703,375
Daily Pivots for day following 28-Mar-2017
Classic Woodie Camarilla DeMark
R4 162.19 161.97 160.91
R3 161.62 161.40 160.76
R2 161.05 161.05 160.70
R1 160.83 160.83 160.65 160.94
PP 160.48 160.48 160.48 160.54
S1 160.26 160.26 160.55 160.37
S2 159.91 159.91 160.50
S3 159.34 159.69 160.44
S4 158.77 159.12 160.29
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 163.99 163.45 160.96
R3 162.64 162.10 160.59
R2 161.29 161.29 160.47
R1 160.75 160.75 160.34 161.02
PP 159.94 159.94 159.94 160.07
S1 159.40 159.40 160.10 159.67
S2 158.59 158.59 159.97
S3 157.24 158.05 159.85
S4 155.89 156.70 159.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.00 159.65 1.35 0.8% 0.65 0.4% 70% False False 691,364
10 161.00 159.09 1.91 1.2% 0.76 0.5% 79% False False 716,404
20 162.65 158.73 3.92 2.4% 0.80 0.5% 48% False False 769,046
40 163.12 158.40 4.72 2.9% 0.72 0.4% 47% False False 414,654
60 163.12 158.24 4.88 3.0% 0.69 0.4% 48% False False 278,232
80 163.12 157.28 5.84 3.6% 0.66 0.4% 57% False False 208,705
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 True
Bull Hook False
Stretch 0.16
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 163.13
2.618 162.20
1.618 161.63
1.000 161.28
0.618 161.06
HIGH 160.71
0.618 160.49
0.500 160.43
0.382 160.36
LOW 160.14
0.618 159.79
1.000 159.57
1.618 159.22
2.618 158.65
4.250 157.72
Fisher Pivots for day following 28-Mar-2017
Pivot 1 day 3 day
R1 160.54 160.52
PP 160.48 160.44
S1 160.43 160.37

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

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