Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 08-Jun-2017
Day Change Summary
Previous Current
07-Jun-2017 08-Jun-2017 Change Change % Previous Week
Open 164.81 164.81 0.00 0.0% 163.71
High 165.11 165.18 0.07 0.0% 164.73
Low 164.75 164.50 -0.25 -0.2% 163.60
Close 165.00 164.97 -0.03 0.0% 164.66
Range 0.36 0.68 0.32 88.9% 1.13
ATR 0.58 0.59 0.01 1.2% 0.00
Volume 802,137 499,063 -303,074 -37.8% 1,964,072
Daily Pivots for day following 08-Jun-2017
Classic Woodie Camarilla DeMark
R4 166.92 166.63 165.34
R3 166.24 165.95 165.16
R2 165.56 165.56 165.09
R1 165.27 165.27 165.03 165.42
PP 164.88 164.88 164.88 164.96
S1 164.59 164.59 164.91 164.74
S2 164.20 164.20 164.85
S3 163.52 163.91 164.78
S4 162.84 163.23 164.60
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
5 165.18 164.08 1.10 0.7% 0.50 0.3% 81% True False 820,860
10 165.18 163.26 1.92 1.2% 0.49 0.3% 89% True False 537,779
20 165.18 161.88 3.30 2.0% 0.56 0.3% 94% True False 289,909
40 165.93 161.68 4.25 2.6% 0.60 0.4% 77% False False 151,339
60 165.93 160.17 5.76 3.5% 0.62 0.4% 83% False False 102,037
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 168.07
2.618 166.96
1.618 166.28
1.000 165.86
0.618 165.60
HIGH 165.18
0.618 164.92
0.500 164.84
0.382 164.76
LOW 164.50
0.618 164.08
1.000 163.82
1.618 163.40
2.618 162.72
4.250 161.61
Fisher Pivots for day following 08-Jun-2017
Pivot 1 day 3 day
R1 164.93 164.93
PP 164.88 164.88
S1 164.84 164.84

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

View Archives - Comment on this page... - Back to Index of Symbols