Euro Bund Future June 2017


Trading Metrics calculated at close of trading on 27-Apr-2017
Day Change Summary
Previous Current
26-Apr-2017 27-Apr-2017 Change Change % Previous Week
Open 160.70 161.25 0.55 0.3% 163.60
High 161.36 162.15 0.79 0.5% 163.99
Low 160.64 161.02 0.38 0.2% 162.49
Close 161.27 162.01 0.74 0.5% 162.74
Range 0.72 1.13 0.41 56.9% 1.50
ATR 0.75 0.78 0.03 3.6% 0.00
Volume 774,193 785,332 11,139 1.4% 2,856,799
Daily Pivots for day following 27-Apr-2017
Classic Woodie Camarilla DeMark
R4 165.12 164.69 162.63
R3 163.99 163.56 162.32
R2 162.86 162.86 162.22
R1 162.43 162.43 162.11 162.65
PP 161.73 161.73 161.73 161.83
S1 161.30 161.30 161.91 161.52
S2 160.60 160.60 161.80
S3 159.47 160.17 161.70
S4 158.34 159.04 161.39
Weekly Pivots for week ending 21-Apr-2017
Classic Woodie Camarilla DeMark
R4 167.57 166.66 163.57
R3 166.07 165.16 163.15
R2 164.57 164.57 163.02
R1 163.66 163.66 162.88 163.37
PP 163.07 163.07 163.07 162.93
S1 162.16 162.16 162.60 161.87
S2 161.57 161.57 162.47
S3 160.07 160.66 162.33
S4 158.57 159.16 161.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.94 160.64 2.30 1.4% 0.76 0.5% 60% False False 826,486
10 163.99 160.64 3.35 2.1% 0.70 0.4% 41% False False 706,595
20 163.99 160.18 3.81 2.4% 0.66 0.4% 48% False False 669,369
40 163.99 158.73 5.26 3.2% 0.73 0.4% 62% False False 719,207
60 163.99 158.40 5.59 3.5% 0.70 0.4% 65% False False 499,559
80 163.99 158.24 5.75 3.5% 0.68 0.4% 66% False False 376,016
100 163.99 157.28 6.71 4.1% 0.66 0.4% 70% False False 300,838
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 166.95
2.618 165.11
1.618 163.98
1.000 163.28
0.618 162.85
HIGH 162.15
0.618 161.72
0.500 161.59
0.382 161.45
LOW 161.02
0.618 160.32
1.000 159.89
1.618 159.19
2.618 158.06
4.250 156.22
Fisher Pivots for day following 27-Apr-2017
Pivot 1 day 3 day
R1 161.87 161.81
PP 161.73 161.60
S1 161.59 161.40

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

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