Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 05-May-2017
Day Change Summary
Previous Current
04-May-2017 05-May-2017 Change Change % Previous Week
Open 163.21 162.71 -0.50 -0.3% 162.83
High 163.23 162.91 -0.32 -0.2% 163.73
Low 162.48 162.05 -0.43 -0.3% 162.05
Close 162.62 162.13 -0.49 -0.3% 162.13
Range 0.75 0.86 0.11 14.7% 1.68
ATR 0.75 0.76 0.01 1.0% 0.00
Volume 22,612 37,634 15,022 66.4% 78,901
Daily Pivots for day following 05-May-2017
Classic Woodie Camarilla DeMark
R4 164.94 164.40 162.60
R3 164.08 163.54 162.37
R2 163.22 163.22 162.29
R1 162.68 162.68 162.21 162.52
PP 162.36 162.36 162.36 162.29
S1 161.82 161.82 162.05 161.66
S2 161.50 161.50 161.97
S3 160.64 160.96 161.89
S4 159.78 160.10 161.66
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 167.68 166.58 163.05
R3 166.00 164.90 162.59
R2 164.32 164.32 162.44
R1 163.22 163.22 162.28 162.93
PP 162.64 162.64 162.64 162.49
S1 161.54 161.54 161.98 161.25
S2 160.96 160.96 161.82
S3 159.28 159.86 161.67
S4 157.60 158.18 161.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.73 162.05 1.68 1.0% 0.69 0.4% 5% False True 17,853
10 164.82 162.05 2.77 1.7% 0.71 0.4% 3% False True 13,701
20 165.93 162.05 3.88 2.4% 0.64 0.4% 2% False True 11,377
40 165.93 160.17 5.76 3.6% 0.69 0.4% 34% False False 6,512
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 166.57
2.618 165.16
1.618 164.30
1.000 163.77
0.618 163.44
HIGH 162.91
0.618 162.58
0.500 162.48
0.382 162.38
LOW 162.05
0.618 161.52
1.000 161.19
1.618 160.66
2.618 159.80
4.250 158.40
Fisher Pivots for day following 05-May-2017
Pivot 1 day 3 day
R1 162.48 162.89
PP 162.36 162.64
S1 162.25 162.38

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

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