Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 02-Jun-2017
Day Change Summary
Previous Current
01-Jun-2017 02-Jun-2017 Change Change % Previous Week
Open 164.16 164.10 -0.06 0.0% 163.71
High 164.28 164.73 0.45 0.3% 164.73
Low 163.89 164.08 0.19 0.1% 163.60
Close 164.24 164.66 0.42 0.3% 164.66
Range 0.39 0.65 0.26 66.7% 1.13
ATR 0.63 0.63 0.00 0.3% 0.00
Volume 624,577 724,273 99,696 16.0% 1,964,072
Daily Pivots for day following 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 166.44 166.20 165.02
R3 165.79 165.55 164.84
R2 165.14 165.14 164.78
R1 164.90 164.90 164.72 165.02
PP 164.49 164.49 164.49 164.55
S1 164.25 164.25 164.60 164.37
S2 163.84 163.84 164.54
S3 163.19 163.60 164.48
S4 162.54 162.95 164.30
Weekly Pivots for week ending 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 167.72 167.32 165.28
R3 166.59 166.19 164.97
R2 165.46 165.46 164.87
R1 165.06 165.06 164.76 165.26
PP 164.33 164.33 164.33 164.43
S1 163.93 163.93 164.56 164.13
S2 163.20 163.20 164.45
S3 162.07 162.80 164.35
S4 160.94 161.67 164.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.73 163.60 1.13 0.7% 0.49 0.3% 94% True False 392,814
10 164.73 162.39 2.34 1.4% 0.54 0.3% 97% True False 225,292
20 164.73 161.68 3.05 1.9% 0.58 0.4% 98% True False 124,122
40 165.93 161.68 4.25 2.6% 0.61 0.4% 70% False False 67,750
60 165.93 160.17 5.76 3.5% 0.65 0.4% 78% False False 45,716
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.12
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 167.49
2.618 166.43
1.618 165.78
1.000 165.38
0.618 165.13
HIGH 164.73
0.618 164.48
0.500 164.41
0.382 164.33
LOW 164.08
0.618 163.68
1.000 163.43
1.618 163.03
2.618 162.38
4.250 161.32
Fisher Pivots for day following 02-Jun-2017
Pivot 1 day 3 day
R1 164.58 164.54
PP 164.49 164.43
S1 164.41 164.31

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

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