Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 15-May-2017
Day Change Summary
Previous Current
12-May-2017 15-May-2017 Change Change % Previous Week
Open 162.22 162.63 0.41 0.3% 161.84
High 162.76 162.63 -0.13 -0.1% 162.76
Low 162.16 162.20 0.04 0.0% 161.68
Close 162.64 162.25 -0.39 -0.2% 162.64
Range 0.60 0.43 -0.17 -28.3% 1.08
ATR 0.71 0.69 -0.02 -2.7% 0.00
Volume 31,090 18,990 -12,100 -38.9% 95,385
Daily Pivots for day following 15-May-2017
Classic Woodie Camarilla DeMark
R4 163.65 163.38 162.49
R3 163.22 162.95 162.37
R2 162.79 162.79 162.33
R1 162.52 162.52 162.29 162.44
PP 162.36 162.36 162.36 162.32
S1 162.09 162.09 162.21 162.01
S2 161.93 161.93 162.17
S3 161.50 161.66 162.13
S4 161.07 161.23 162.01
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 165.60 165.20 163.23
R3 164.52 164.12 162.94
R2 163.44 163.44 162.84
R1 163.04 163.04 162.74 163.24
PP 162.36 162.36 162.36 162.46
S1 161.96 161.96 162.54 162.16
S2 161.28 161.28 162.44
S3 160.20 160.88 162.34
S4 159.12 159.80 162.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.76 161.68 1.08 0.7% 0.51 0.3% 53% False False 19,187
10 163.73 161.68 2.05 1.3% 0.61 0.4% 28% False False 19,327
20 165.93 161.68 4.25 2.6% 0.65 0.4% 13% False False 14,852
40 165.93 160.50 5.43 3.3% 0.63 0.4% 32% False False 9,260
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 164.46
2.618 163.76
1.618 163.33
1.000 163.06
0.618 162.90
HIGH 162.63
0.618 162.47
0.500 162.42
0.382 162.36
LOW 162.20
0.618 161.93
1.000 161.77
1.618 161.50
2.618 161.07
4.250 160.37
Fisher Pivots for day following 15-May-2017
Pivot 1 day 3 day
R1 162.42 162.24
PP 162.36 162.23
S1 162.31 162.22

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

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