Euro Bund Future June 2017


Trading Metrics calculated at close of trading on 19-May-2017
Day Change Summary
Previous Current
18-May-2017 19-May-2017 Change Change % Previous Week
Open 161.25 161.46 0.21 0.1% 160.84
High 162.02 161.55 -0.47 -0.3% 162.02
Low 161.10 161.17 0.07 0.0% 160.17
Close 161.53 161.30 -0.23 -0.1% 161.30
Range 0.92 0.38 -0.54 -58.7% 1.85
ATR 0.71 0.69 -0.02 -3.3% 0.00
Volume 484,831 551,072 66,241 13.7% 3,633,753
Daily Pivots for day following 19-May-2017
Classic Woodie Camarilla DeMark
R4 162.48 162.27 161.51
R3 162.10 161.89 161.40
R2 161.72 161.72 161.37
R1 161.51 161.51 161.33 161.43
PP 161.34 161.34 161.34 161.30
S1 161.13 161.13 161.27 161.05
S2 160.96 160.96 161.23
S3 160.58 160.75 161.20
S4 160.20 160.37 161.09
Weekly Pivots for week ending 19-May-2017
Classic Woodie Camarilla DeMark
R4 166.71 165.86 162.32
R3 164.86 164.01 161.81
R2 163.01 163.01 161.64
R1 162.16 162.16 161.47 162.59
PP 161.16 161.16 161.16 161.38
S1 160.31 160.31 161.13 160.74
S2 159.31 159.31 160.96
S3 157.46 158.46 160.79
S4 155.61 156.61 160.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.02 160.17 1.85 1.1% 0.66 0.4% 61% False False 726,750
10 162.02 160.00 2.02 1.3% 0.61 0.4% 64% False False 684,119
20 162.94 160.00 2.94 1.8% 0.65 0.4% 44% False False 710,848
40 163.99 159.65 4.34 2.7% 0.64 0.4% 38% False False 673,218
60 163.99 158.73 5.26 3.3% 0.70 0.4% 49% False False 661,263
80 163.99 158.24 5.75 3.6% 0.68 0.4% 53% False False 501,186
100 163.99 158.24 5.75 3.6% 0.66 0.4% 53% False False 401,678
120 163.99 157.28 6.71 4.2% 0.63 0.4% 60% False False 334,736
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.10
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 163.17
2.618 162.54
1.618 162.16
1.000 161.93
0.618 161.78
HIGH 161.55
0.618 161.40
0.500 161.36
0.382 161.32
LOW 161.17
0.618 160.94
1.000 160.79
1.618 160.56
2.618 160.18
4.250 159.56
Fisher Pivots for day following 19-May-2017
Pivot 1 day 3 day
R1 161.36 161.28
PP 161.34 161.26
S1 161.32 161.25

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

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