Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 31-May-2017
Day Change Summary
Previous Current
30-May-2017 31-May-2017 Change Change % Previous Week
Open 164.25 164.40 0.15 0.1% 163.04
High 164.40 164.43 0.03 0.0% 163.84
Low 164.03 164.05 0.02 0.0% 162.39
Close 164.31 164.30 -0.01 0.0% 163.74
Range 0.37 0.38 0.01 2.7% 1.45
ATR 0.66 0.64 -0.02 -3.0% 0.00
Volume 225,816 270,896 45,080 20.0% 288,852
Daily Pivots for day following 31-May-2017
Classic Woodie Camarilla DeMark
R4 165.40 165.23 164.51
R3 165.02 164.85 164.40
R2 164.64 164.64 164.37
R1 164.47 164.47 164.33 164.37
PP 164.26 164.26 164.26 164.21
S1 164.09 164.09 164.27 163.99
S2 163.88 163.88 164.23
S3 163.50 163.71 164.20
S4 163.12 163.33 164.09
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
5 164.43 162.93 1.50 0.9% 0.48 0.3% 91% True False 149,778
10 164.43 162.39 2.04 1.2% 0.57 0.3% 94% True False 94,220
20 164.43 161.68 2.75 1.7% 0.61 0.4% 95% True False 59,692
40 165.93 161.68 4.25 2.6% 0.62 0.4% 62% False False 34,247
60 165.93 160.17 5.76 3.5% 0.65 0.4% 72% False False 23,244
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 166.05
2.618 165.42
1.618 165.04
1.000 164.81
0.618 164.66
HIGH 164.43
0.618 164.28
0.500 164.24
0.382 164.20
LOW 164.05
0.618 163.82
1.000 163.67
1.618 163.44
2.618 163.06
4.250 162.44
Fisher Pivots for day following 31-May-2017
Pivot 1 day 3 day
R1 164.28 164.21
PP 164.26 164.11
S1 164.24 164.02

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

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