Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 17-May-2017
Day Change Summary
Previous Current
16-May-2017 17-May-2017 Change Change % Previous Week
Open 162.32 162.31 -0.01 0.0% 161.84
High 162.33 163.40 1.07 0.7% 162.76
Low 161.88 162.23 0.35 0.2% 161.68
Close 162.22 162.87 0.65 0.4% 162.64
Range 0.45 1.17 0.72 160.0% 1.08
ATR 0.68 0.71 0.04 5.3% 0.00
Volume 44,525 32,489 -12,036 -27.0% 95,385
Daily Pivots for day following 17-May-2017
Classic Woodie Camarilla DeMark
R4 166.34 165.78 163.51
R3 165.17 164.61 163.19
R2 164.00 164.00 163.08
R1 163.44 163.44 162.98 163.72
PP 162.83 162.83 162.83 162.98
S1 162.27 162.27 162.76 162.55
S2 161.66 161.66 162.66
S3 160.49 161.10 162.55
S4 159.32 159.93 162.23
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
5 163.40 161.68 1.72 1.1% 0.64 0.4% 69% True False 28,828
10 163.40 161.68 1.72 1.1% 0.66 0.4% 69% True False 25,163
20 165.73 161.68 4.05 2.5% 0.68 0.4% 29% False False 16,854
40 165.93 160.60 5.33 3.3% 0.62 0.4% 43% False False 11,121
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 0.06
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 168.37
2.618 166.46
1.618 165.29
1.000 164.57
0.618 164.12
HIGH 163.40
0.618 162.95
0.500 162.82
0.382 162.68
LOW 162.23
0.618 161.51
1.000 161.06
1.618 160.34
2.618 159.17
4.250 157.26
Fisher Pivots for day following 17-May-2017
Pivot 1 day 3 day
R1 162.85 162.79
PP 162.83 162.72
S1 162.82 162.64

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

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