Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 16-May-2017
Day Change Summary
Previous Current
15-May-2017 16-May-2017 Change Change % Previous Week
Open 162.63 162.32 -0.31 -0.2% 161.84
High 162.63 162.33 -0.30 -0.2% 162.76
Low 162.20 161.88 -0.32 -0.2% 161.68
Close 162.25 162.22 -0.03 0.0% 162.64
Range 0.43 0.45 0.02 4.7% 1.08
ATR 0.69 0.68 -0.02 -2.5% 0.00
Volume 18,990 44,525 25,535 134.5% 95,385
Daily Pivots for day following 16-May-2017
Classic Woodie Camarilla DeMark
R4 163.49 163.31 162.47
R3 163.04 162.86 162.34
R2 162.59 162.59 162.30
R1 162.41 162.41 162.26 162.28
PP 162.14 162.14 162.14 162.08
S1 161.96 161.96 162.18 161.83
S2 161.69 161.69 162.14
S3 161.24 161.51 162.10
S4 160.79 161.06 161.97
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% 0.54 0.3% 50% False False 25,568
10 163.73 161.68 2.05 1.3% 0.58 0.4% 26% False False 22,875
20 165.93 161.68 4.25 2.6% 0.65 0.4% 13% False False 16,842
40 165.93 160.50 5.43 3.3% 0.61 0.4% 32% False False 10,311
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 164.24
2.618 163.51
1.618 163.06
1.000 162.78
0.618 162.61
HIGH 162.33
0.618 162.16
0.500 162.11
0.382 162.05
LOW 161.88
0.618 161.60
1.000 161.43
1.618 161.15
2.618 160.70
4.250 159.97
Fisher Pivots for day following 16-May-2017
Pivot 1 day 3 day
R1 162.18 162.32
PP 162.14 162.29
S1 162.11 162.25

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

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