Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 07-Jun-2017
Day Change Summary
Previous Current
06-Jun-2017 07-Jun-2017 Change Change % Previous Week
Open 164.60 164.81 0.21 0.1% 163.71
High 165.00 165.11 0.11 0.1% 164.73
Low 164.54 164.75 0.21 0.1% 163.60
Close 164.93 165.00 0.07 0.0% 164.66
Range 0.46 0.36 -0.10 -21.7% 1.13
ATR 0.60 0.58 -0.02 -2.9% 0.00
Volume 872,008 802,137 -69,871 -8.0% 1,964,072
Daily Pivots for day following 07-Jun-2017
Classic Woodie Camarilla DeMark
R4 166.03 165.88 165.20
R3 165.67 165.52 165.10
R2 165.31 165.31 165.07
R1 165.16 165.16 165.03 165.24
PP 164.95 164.95 164.95 164.99
S1 164.80 164.80 164.97 164.88
S2 164.59 164.59 164.93
S3 164.23 164.44 164.90
S4 163.87 164.08 164.80
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
5 165.11 163.89 1.22 0.7% 0.44 0.3% 91% True False 845,963
10 165.11 162.93 2.18 1.3% 0.46 0.3% 95% True False 497,870
20 165.11 161.68 3.43 2.1% 0.55 0.3% 97% True False 265,808
40 165.93 161.68 4.25 2.6% 0.60 0.4% 78% False False 139,406
60 165.93 160.17 5.76 3.5% 0.62 0.4% 84% False False 93,723
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 166.64
2.618 166.05
1.618 165.69
1.000 165.47
0.618 165.33
HIGH 165.11
0.618 164.97
0.500 164.93
0.382 164.89
LOW 164.75
0.618 164.53
1.000 164.39
1.618 164.17
2.618 163.81
4.250 163.22
Fisher Pivots for day following 07-Jun-2017
Pivot 1 day 3 day
R1 164.98 164.91
PP 164.95 164.81
S1 164.93 164.72

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

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