Euro Bund Future June 2017

Trading Metrics calculated at close of trading on 05-Jun-2017

Day Change Summary
	Previous	Current
	02-Jun-2017	05-Jun-2017	Change	Change %	Previous Week
Open	162.14	162.62	0.48	0.3%	161.80
High	162.77	162.68	-0.09	-0.1%	162.77
Low	162.13	162.33	0.20	0.1%	161.68
Close	162.69	162.49	-0.20	-0.1%	162.69
Range	0.64	0.35	-0.29	-45.3%	1.09
ATR	0.61	0.59	-0.02	-2.9%	0.00
Volume	980,829	1,481,271	500,442	51.0%	4,791,350

Daily Pivots for day following 05-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	163.55	163.37	162.68
R3	163.20	163.02	162.59
R2	162.85	162.85	162.55
R1	162.67	162.67	162.52	162.59
PP	162.50	162.50	162.50	162.46
S1	162.32	162.32	162.46	162.24
S2	162.15	162.15	162.43
S3	161.80	161.97	162.39
S4	161.45	161.62	162.30

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	161.95	0.82	0.5%	0.42	0.3%	66%	False	False	1,098,233
10	162.77	160.59	2.18	1.3%	0.49	0.3%	87%	False	False	837,307
20	162.77	160.00	2.77	1.7%	0.55	0.3%	90%	False	False	759,964
40	163.99	160.00	3.99	2.5%	0.60	0.4%	62%	False	False	712,215
60	163.99	158.73	5.26	3.2%	0.65	0.4%	71%	False	False	710,441
80	163.99	158.73	5.26	3.2%	0.65	0.4%	71%	False	False	612,718
100	163.99	158.24	5.75	3.5%	0.66	0.4%	74%	False	False	492,004
120	163.99	158.24	5.75	3.5%	0.63	0.4%	74%	False	False	410,061

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	0.11
Narrowest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	164.17
2.618	163.60
1.618	163.25
1.000	163.03
0.618	162.90
HIGH	162.68
0.618	162.55
0.500	162.51
0.382	162.46
LOW	162.33
0.618	162.11
1.000	161.98
1.618	161.76
2.618	161.41
4.250	160.84

Fisher Pivots for day following 05-Jun-2017
Pivot	1 day	3 day
R1	162.51	162.45
PP	162.50	162.40
S1	162.50	162.36

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