Euro Bund Future June 2017


Trading Metrics calculated at close of trading on 30-Mar-2017
Day Change Summary
Previous Current
29-Mar-2017 30-Mar-2017 Change Change % Previous Week
Open 160.24 161.16 0.92 0.6% 159.93
High 161.24 161.57 0.33 0.2% 160.47
Low 160.18 161.06 0.88 0.5% 159.12
Close 161.15 161.44 0.29 0.2% 160.22
Range 1.06 0.51 -0.55 -51.9% 1.35
ATR 0.78 0.76 -0.02 -2.5% 0.00
Volume 704,625 618,281 -86,344 -12.3% 3,703,375
Daily Pivots for day following 30-Mar-2017
Classic Woodie Camarilla DeMark
R4 162.89 162.67 161.72
R3 162.38 162.16 161.58
R2 161.87 161.87 161.53
R1 161.65 161.65 161.49 161.76
PP 161.36 161.36 161.36 161.41
S1 161.14 161.14 161.39 161.25
S2 160.85 160.85 161.35
S3 160.34 160.63 161.30
S4 159.83 160.12 161.16
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
5 161.57 159.73 1.84 1.1% 0.71 0.4% 93% True False 699,559
10 161.57 159.09 2.48 1.5% 0.69 0.4% 95% True False 701,208
20 161.60 158.73 2.87 1.8% 0.80 0.5% 94% False False 755,683
40 163.12 158.73 4.39 2.7% 0.73 0.5% 62% False False 447,203
60 163.12 158.24 4.88 3.0% 0.69 0.4% 66% False False 300,258
80 163.12 157.28 5.84 3.6% 0.66 0.4% 71% False False 225,241
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 18 trading days
Fibonacci Retracements and Extensions
4.250 163.74
2.618 162.91
1.618 162.40
1.000 162.08
0.618 161.89
HIGH 161.57
0.618 161.38
0.500 161.32
0.382 161.25
LOW 161.06
0.618 160.74
1.000 160.55
1.618 160.23
2.618 159.72
4.250 158.89
Fisher Pivots for day following 30-Mar-2017
Pivot 1 day 3 day
R1 161.40 161.25
PP 161.36 161.05
S1 161.32 160.86

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

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