Euro Bund Future June 2017


Trading Metrics calculated at close of trading on 15-May-2017
Day Change Summary
Previous Current
12-May-2017 15-May-2017 Change Change % Previous Week
Open 160.50 160.84 0.34 0.2% 160.29
High 160.99 160.89 -0.10 -0.1% 160.99
Low 160.41 160.46 0.05 0.0% 160.00
Close 160.88 160.51 -0.37 -0.2% 160.88
Range 0.58 0.43 -0.15 -25.9% 0.99
ATR 0.69 0.67 -0.02 -2.7% 0.00
Volume 553,414 700,766 147,352 26.6% 3,207,437
Daily Pivots for day following 15-May-2017
Classic Woodie Camarilla DeMark
R4 161.91 161.64 160.75
R3 161.48 161.21 160.63
R2 161.05 161.05 160.59
R1 160.78 160.78 160.55 160.70
PP 160.62 160.62 160.62 160.58
S1 160.35 160.35 160.47 160.27
S2 160.19 160.19 160.43
S3 159.76 159.92 160.39
S4 159.33 159.49 160.27
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 163.59 163.23 161.42
R3 162.60 162.24 161.15
R2 161.61 161.61 161.06
R1 161.25 161.25 160.97 161.43
PP 160.62 160.62 160.62 160.72
S1 160.26 160.26 160.79 160.44
S2 159.63 159.63 160.70
S3 158.64 159.27 160.61
S4 157.65 158.28 160.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160.99 160.00 0.99 0.6% 0.51 0.3% 52% False False 645,392
10 161.94 160.00 1.94 1.2% 0.56 0.4% 26% False False 667,140
20 163.99 160.00 3.99 2.5% 0.64 0.4% 13% False False 686,340
40 163.99 159.09 4.90 3.1% 0.65 0.4% 29% False False 675,621
60 163.99 158.73 5.26 3.3% 0.69 0.4% 34% False False 615,116
80 163.99 158.24 5.75 3.6% 0.68 0.4% 39% False False 465,044
100 163.99 158.24 5.75 3.6% 0.64 0.4% 39% False False 372,350
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 162.72
2.618 162.02
1.618 161.59
1.000 161.32
0.618 161.16
HIGH 160.89
0.618 160.73
0.500 160.68
0.382 160.62
LOW 160.46
0.618 160.19
1.000 160.03
1.618 159.76
2.618 159.33
4.250 158.63
Fisher Pivots for day following 15-May-2017
Pivot 1 day 3 day
R1 160.68 160.51
PP 160.62 160.50
S1 160.57 160.50

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

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