Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 26-May-2017
Day Change Summary
Previous Current
25-May-2017 26-May-2017 Change Change % Previous Week
Open 162.96 163.41 0.45 0.3% 163.04
High 163.35 163.84 0.49 0.3% 163.84
Low 162.93 163.26 0.33 0.2% 162.39
Close 163.22 163.74 0.52 0.3% 163.74
Range 0.42 0.58 0.16 38.1% 1.45
ATR 0.69 0.69 -0.01 -0.7% 0.00
Volume 99,975 33,695 -66,280 -66.3% 288,852
Daily Pivots for day following 26-May-2017
Classic Woodie Camarilla DeMark
R4 165.35 165.13 164.06
R3 164.77 164.55 163.90
R2 164.19 164.19 163.85
R1 163.97 163.97 163.79 164.08
PP 163.61 163.61 163.61 163.67
S1 163.39 163.39 163.69 163.50
S2 163.03 163.03 163.63
S3 162.45 162.81 163.58
S4 161.87 162.23 163.42
Weekly Pivots for week ending 26-May-2017
Classic Woodie Camarilla DeMark
R4 167.67 167.16 164.54
R3 166.22 165.71 164.14
R2 164.77 164.77 164.01
R1 164.26 164.26 163.87 164.52
PP 163.32 163.32 163.32 163.45
S1 162.81 162.81 163.61 163.07
S2 161.87 161.87 163.47
S3 160.42 161.36 163.34
S4 158.97 159.91 162.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.84 162.39 1.45 0.9% 0.58 0.4% 93% True False 57,770
10 163.89 161.88 2.01 1.2% 0.63 0.4% 93% False False 42,299
20 163.89 161.68 2.21 1.3% 0.63 0.4% 93% False False 30,382
40 165.93 161.68 4.25 2.6% 0.63 0.4% 48% False False 19,100
60 165.93 160.17 5.76 3.5% 0.66 0.4% 62% False False 13,010
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 False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 166.31
2.618 165.36
1.618 164.78
1.000 164.42
0.618 164.20
HIGH 163.84
0.618 163.62
0.500 163.55
0.382 163.48
LOW 163.26
0.618 162.90
1.000 162.68
1.618 162.32
2.618 161.74
4.250 160.80
Fisher Pivots for day following 26-May-2017
Pivot 1 day 3 day
R1 163.68 163.55
PP 163.61 163.37
S1 163.55 163.18

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

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