Euro Bund Future June 2017


Trading Metrics calculated at close of trading on 16-May-2017
Day Change Summary
Previous Current
15-May-2017 16-May-2017 Change Change % Previous Week
Open 160.84 160.61 -0.23 -0.1% 160.29
High 160.89 160.63 -0.26 -0.2% 160.99
Low 160.46 160.17 -0.29 -0.2% 160.00
Close 160.51 160.48 -0.03 0.0% 160.88
Range 0.43 0.46 0.03 7.0% 0.99
ATR 0.67 0.66 -0.02 -2.3% 0.00
Volume 700,766 884,706 183,940 26.2% 3,207,437
Daily Pivots for day following 16-May-2017
Classic Woodie Camarilla DeMark
R4 161.81 161.60 160.73
R3 161.35 161.14 160.61
R2 160.89 160.89 160.56
R1 160.68 160.68 160.52 160.56
PP 160.43 160.43 160.43 160.36
S1 160.22 160.22 160.44 160.10
S2 159.97 159.97 160.40
S3 159.51 159.76 160.35
S4 159.05 159.30 160.23
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% 0.53 0.3% 48% False False 692,959
10 161.94 160.00 1.94 1.2% 0.57 0.4% 25% False False 702,373
20 163.99 160.00 3.99 2.5% 0.64 0.4% 12% False False 701,997
40 163.99 159.09 4.90 3.1% 0.63 0.4% 28% False False 677,820
60 163.99 158.73 5.26 3.3% 0.69 0.4% 33% False False 629,420
80 163.99 158.24 5.75 3.6% 0.68 0.4% 39% False False 476,022
100 163.99 158.24 5.75 3.6% 0.65 0.4% 39% False False 381,195
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 162.59
2.618 161.83
1.618 161.37
1.000 161.09
0.618 160.91
HIGH 160.63
0.618 160.45
0.500 160.40
0.382 160.35
LOW 160.17
0.618 159.89
1.000 159.71
1.618 159.43
2.618 158.97
4.250 158.22
Fisher Pivots for day following 16-May-2017
Pivot 1 day 3 day
R1 160.45 160.58
PP 160.43 160.55
S1 160.40 160.51

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

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