Euro Bund Future June 2017


Trading Metrics calculated at close of trading on 30-May-2017
Day Change Summary
Previous Current
29-May-2017 30-May-2017 Change Change % Previous Week
Open 161.80 162.29 0.49 0.3% 161.22
High 162.32 162.43 0.11 0.1% 161.88
Low 161.68 162.06 0.38 0.2% 160.59
Close 162.28 162.33 0.05 0.0% 161.79
Range 0.64 0.37 -0.27 -42.2% 1.29
ATR 0.66 0.64 -0.02 -3.1% 0.00
Volume 781,453 953,498 172,045 22.0% 2,766,724
Daily Pivots for day following 30-May-2017
Classic Woodie Camarilla DeMark
R4 163.38 163.23 162.53
R3 163.01 162.86 162.43
R2 162.64 162.64 162.40
R1 162.49 162.49 162.36 162.57
PP 162.27 162.27 162.27 162.31
S1 162.12 162.12 162.30 162.20
S2 161.90 161.90 162.26
S3 161.53 161.75 162.23
S4 161.16 161.38 162.13
Weekly Pivots for week ending 26-May-2017
Classic Woodie Camarilla DeMark
R4 165.29 164.83 162.50
R3 164.00 163.54 162.14
R2 162.71 162.71 162.03
R1 162.25 162.25 161.91 162.48
PP 161.42 161.42 161.42 161.54
S1 160.96 160.96 161.67 161.19
S2 160.13 160.13 161.55
S3 158.84 159.67 161.44
S4 157.55 158.38 161.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.43 160.68 1.75 1.1% 0.48 0.3% 94% True False 633,785
10 162.43 160.47 1.96 1.2% 0.62 0.4% 95% True False 654,995
20 162.43 160.00 2.43 1.5% 0.60 0.4% 96% True False 678,684
40 163.99 160.00 3.99 2.5% 0.61 0.4% 58% False False 666,267
60 163.99 158.73 5.26 3.2% 0.67 0.4% 68% False False 696,072
80 163.99 158.73 5.26 3.2% 0.67 0.4% 68% False False 556,735
100 163.99 158.24 5.75 3.5% 0.66 0.4% 71% False False 446,661
120 163.99 157.28 6.71 4.1% 0.64 0.4% 75% False False 372,250
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 164.00
2.618 163.40
1.618 163.03
1.000 162.80
0.618 162.66
HIGH 162.43
0.618 162.29
0.500 162.25
0.382 162.20
LOW 162.06
0.618 161.83
1.000 161.69
1.618 161.46
2.618 161.09
4.250 160.49
Fisher Pivots for day following 30-May-2017
Pivot 1 day 3 day
R1 162.30 162.18
PP 162.27 162.03
S1 162.25 161.88

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

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