Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 27-Apr-2017
Day Change Summary
Previous Current
26-Apr-2017 27-Apr-2017 Change Change % Previous Week
Open 162.44 162.90 0.46 0.3% 165.62
High 163.10 163.89 0.79 0.5% 165.93
Low 162.44 162.79 0.35 0.2% 164.38
Close 163.04 163.81 0.77 0.5% 164.63
Range 0.66 1.10 0.44 66.7% 1.55
ATR 0.73 0.76 0.03 3.6% 0.00
Volume 7,120 15,275 8,155 114.5% 47,470
Daily Pivots for day following 27-Apr-2017
Classic Woodie Camarilla DeMark
R4 166.80 166.40 164.42
R3 165.70 165.30 164.11
R2 164.60 164.60 164.01
R1 164.20 164.20 163.91 164.40
PP 163.50 163.50 163.50 163.60
S1 163.10 163.10 163.71 163.30
S2 162.40 162.40 163.61
S3 161.30 162.00 163.51
S4 160.20 160.90 163.21
Weekly Pivots for week ending 21-Apr-2017
Classic Woodie Camarilla DeMark
R4 169.63 168.68 165.48
R3 168.08 167.13 165.06
R2 166.53 166.53 164.91
R1 165.58 165.58 164.77 165.28
PP 164.98 164.98 164.98 164.83
S1 164.03 164.03 164.49 163.73
S2 163.43 163.43 164.35
S3 161.88 162.48 164.20
S4 160.33 160.93 163.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.82 162.39 2.43 1.5% 0.73 0.4% 58% False False 9,549
10 165.93 162.39 3.54 2.2% 0.67 0.4% 40% False False 9,661
20 165.93 161.84 4.09 2.5% 0.62 0.4% 48% False False 7,818
40 165.93 160.17 5.76 3.5% 0.68 0.4% 63% False False 4,325
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 168.57
2.618 166.77
1.618 165.67
1.000 164.99
0.618 164.57
HIGH 163.89
0.618 163.47
0.500 163.34
0.382 163.21
LOW 162.79
0.618 162.11
1.000 161.69
1.618 161.01
2.618 159.91
4.250 158.12
Fisher Pivots for day following 27-Apr-2017
Pivot 1 day 3 day
R1 163.65 163.59
PP 163.50 163.36
S1 163.34 163.14

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

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