Euro Bund Future June 2017


Trading Metrics calculated at close of trading on 02-Jun-2017
Day Change Summary
Previous Current
01-Jun-2017 02-Jun-2017 Change Change % Previous Week
Open 162.20 162.14 -0.06 0.0% 161.80
High 162.32 162.77 0.45 0.3% 162.77
Low 161.95 162.13 0.18 0.1% 161.68
Close 162.28 162.69 0.41 0.3% 162.69
Range 0.37 0.64 0.27 73.0% 1.09
ATR 0.60 0.61 0.00 0.4% 0.00
Volume 1,186,083 980,829 -205,254 -17.3% 4,791,350
Daily Pivots for day following 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 164.45 164.21 163.04
R3 163.81 163.57 162.87
R2 163.17 163.17 162.81
R1 162.93 162.93 162.75 163.05
PP 162.53 162.53 162.53 162.59
S1 162.29 162.29 162.63 162.41
S2 161.89 161.89 162.57
S3 161.25 161.65 162.51
S4 160.61 161.01 162.34
Weekly Pivots for week ending 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 165.65 165.26 163.29
R3 164.56 164.17 162.99
R2 163.47 163.47 162.89
R1 163.08 163.08 162.79 163.28
PP 162.38 162.38 162.38 162.48
S1 161.99 161.99 162.59 162.19
S2 161.29 161.29 162.49
S3 160.20 160.90 162.39
S4 159.11 159.81 162.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.77 161.68 1.09 0.7% 0.48 0.3% 93% True False 958,270
10 162.77 160.59 2.18 1.3% 0.52 0.3% 96% True False 755,807
20 162.77 160.00 2.77 1.7% 0.57 0.3% 97% True False 719,963
40 163.99 160.00 3.99 2.5% 0.61 0.4% 67% False False 689,913
60 163.99 158.73 5.26 3.2% 0.66 0.4% 75% False False 701,108
80 163.99 158.73 5.26 3.2% 0.66 0.4% 75% False False 594,272
100 163.99 158.24 5.75 3.5% 0.66 0.4% 77% False False 477,202
120 163.99 158.24 5.75 3.5% 0.63 0.4% 77% False False 397,719
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.13
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 165.49
2.618 164.45
1.618 163.81
1.000 163.41
0.618 163.17
HIGH 162.77
0.618 162.53
0.500 162.45
0.382 162.37
LOW 162.13
0.618 161.73
1.000 161.49
1.618 161.09
2.618 160.45
4.250 159.41
Fisher Pivots for day following 02-Jun-2017
Pivot 1 day 3 day
R1 162.61 162.58
PP 162.53 162.47
S1 162.45 162.36

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

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