Euro Bund Future June 2017


Trading Metrics calculated at close of trading on 07-Jun-2017
Day Change Summary
Previous Current
06-Jun-2017 07-Jun-2017 Change Change % Previous Week
Open 162.60 162.78 0.18 0.1% 161.80
High 162.99 163.03 0.04 0.0% 162.77
Low 162.55 162.63 0.08 0.0% 161.68
Close 162.92 162.87 -0.05 0.0% 162.69
Range 0.44 0.40 -0.04 -9.1% 1.09
ATR 0.58 0.57 -0.01 -2.2% 0.00
Volume 353,363 21,374 -331,989 -94.0% 4,791,350
Daily Pivots for day following 07-Jun-2017
Classic Woodie Camarilla DeMark
R4 164.04 163.86 163.09
R3 163.64 163.46 162.98
R2 163.24 163.24 162.94
R1 163.06 163.06 162.91 163.15
PP 162.84 162.84 162.84 162.89
S1 162.66 162.66 162.83 162.75
S2 162.44 162.44 162.80
S3 162.04 162.26 162.76
S4 161.64 161.86 162.65
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
5 163.03 161.95 1.08 0.7% 0.44 0.3% 85% True False 804,584
10 163.03 161.02 2.01 1.2% 0.46 0.3% 92% True False 754,350
20 163.03 160.00 3.03 1.9% 0.54 0.3% 95% True False 709,990
40 163.99 160.00 3.99 2.4% 0.60 0.4% 72% False False 694,008
60 163.99 158.73 5.26 3.2% 0.63 0.4% 79% False False 690,942
80 163.99 158.73 5.26 3.2% 0.65 0.4% 79% False False 617,185
100 163.99 158.24 5.75 3.5% 0.65 0.4% 81% False False 495,698
120 163.99 158.24 5.75 3.5% 0.63 0.4% 81% False False 413,184
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 164.73
2.618 164.08
1.618 163.68
1.000 163.43
0.618 163.28
HIGH 163.03
0.618 162.88
0.500 162.83
0.382 162.78
LOW 162.63
0.618 162.38
1.000 162.23
1.618 161.98
2.618 161.58
4.250 160.93
Fisher Pivots for day following 07-Jun-2017
Pivot 1 day 3 day
R1 162.86 162.81
PP 162.84 162.74
S1 162.83 162.68

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

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