Euro Bund Future June 2017


Trading Metrics calculated at close of trading on 24-May-2017
Day Change Summary
Previous Current
23-May-2017 24-May-2017 Change Change % Previous Week
Open 161.09 160.80 -0.29 -0.2% 160.84
High 161.32 161.13 -0.19 -0.1% 162.02
Low 160.59 160.68 0.09 0.1% 160.17
Close 160.87 160.80 -0.07 0.0% 161.30
Range 0.73 0.45 -0.28 -38.4% 1.85
ATR 0.69 0.67 -0.02 -2.5% 0.00
Volume 666,479 537,826 -128,653 -19.3% 3,633,753
Daily Pivots for day following 24-May-2017
Classic Woodie Camarilla DeMark
R4 162.22 161.96 161.05
R3 161.77 161.51 160.92
R2 161.32 161.32 160.88
R1 161.06 161.06 160.84 161.03
PP 160.87 160.87 160.87 160.85
S1 160.61 160.61 160.76 160.58
S2 160.42 160.42 160.72
S3 159.97 160.16 160.68
S4 159.52 159.71 160.55
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
5 162.02 160.59 1.43 0.9% 0.63 0.4% 15% False False 581,295
10 162.02 160.00 2.02 1.3% 0.63 0.4% 40% False False 665,629
20 162.15 160.00 2.15 1.3% 0.65 0.4% 37% False False 675,732
40 163.99 160.00 3.99 2.5% 0.64 0.4% 20% False False 670,167
60 163.99 158.73 5.26 3.3% 0.68 0.4% 39% False False 688,621
80 163.99 158.28 5.71 3.6% 0.68 0.4% 44% False False 524,351
100 163.99 158.24 5.75 3.6% 0.67 0.4% 45% False False 420,382
120 163.99 157.28 6.71 4.2% 0.64 0.4% 52% False False 350,324
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 163.04
2.618 162.31
1.618 161.86
1.000 161.58
0.618 161.41
HIGH 161.13
0.618 160.96
0.500 160.91
0.382 160.85
LOW 160.68
0.618 160.40
1.000 160.23
1.618 159.95
2.618 159.50
4.250 158.77
Fisher Pivots for day following 24-May-2017
Pivot 1 day 3 day
R1 160.91 161.03
PP 160.87 160.95
S1 160.84 160.88

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

View Archives - Comment on this page... - Back to Index of Symbols