Euro Bund Future June 2017

Trading Metrics calculated at close of trading on 01-Jun-2017

Day Change Summary
	Previous	Current
	31-May-2017	01-Jun-2017	Change	Change %	Previous Week
Open	162.42	162.20	-0.22	-0.1%	161.22
High	162.45	162.32	-0.13	-0.1%	161.88
Low	162.07	161.95	-0.12	-0.1%	160.59
Close	162.32	162.28	-0.04	0.0%	161.79
Range	0.38	0.37	-0.01	-2.6%	1.29
ATR	0.62	0.60	-0.02	-2.9%	0.00
Volume	889,487	1,186,083	296,596	33.3%	2,766,724

Daily Pivots for day following 01-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	163.29	163.16	162.48
R3	162.92	162.79	162.38
R2	162.55	162.55	162.35
R1	162.42	162.42	162.31	162.49
PP	162.18	162.18	162.18	162.22
S1	162.05	162.05	162.25	162.12
S2	161.81	161.81	162.21
S3	161.44	161.68	162.18
S4	161.07	161.31	162.08

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	162.45	161.33	1.12	0.7%	0.46	0.3%	85%	False	False	813,639
10	162.45	160.59	1.86	1.1%	0.50	0.3%	91%	False	False	712,831
20	162.45	160.00	2.45	1.5%	0.58	0.4%	93%	False	False	707,086
40	163.99	160.00	3.99	2.5%	0.60	0.4%	57%	False	False	681,761
60	163.99	158.73	5.26	3.2%	0.66	0.4%	67%	False	False	696,948
80	163.99	158.73	5.26	3.2%	0.66	0.4%	67%	False	False	582,207
100	163.99	158.24	5.75	3.5%	0.66	0.4%	70%	False	False	467,408
120	163.99	157.82	6.17	3.8%	0.62	0.4%	72%	False	False	389,546

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	163.89
2.618	163.29
1.618	162.92
1.000	162.69
0.618	162.55
HIGH	162.32
0.618	162.18
0.500	162.14
0.382	162.09
LOW	161.95
0.618	161.72
1.000	161.58
1.618	161.35
2.618	160.98
4.250	160.38

Fisher Pivots for day following 01-Jun-2017
Pivot	1 day	3 day
R1	162.23	162.25
PP	162.18	162.23
S1	162.14	162.20

Download as Excel Spreadsheet

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

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