Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 12-Jun-2017
Day Change Summary
Previous Current
09-Jun-2017 12-Jun-2017 Change Change % Previous Week
Open 165.14 164.95 -0.19 -0.1% 164.59
High 165.18 165.26 0.08 0.0% 165.18
Low 164.74 164.86 0.12 0.1% 164.32
Close 164.87 165.10 0.23 0.1% 164.87
Range 0.44 0.40 -0.04 -9.1% 0.86
ATR 0.58 0.57 -0.01 -2.2% 0.00
Volume 474,841 496,430 21,589 4.5% 3,854,871
Daily Pivots for day following 12-Jun-2017
Classic Woodie Camarilla DeMark
R4 166.27 166.09 165.32
R3 165.87 165.69 165.21
R2 165.47 165.47 165.17
R1 165.29 165.29 165.14 165.38
PP 165.07 165.07 165.07 165.12
S1 164.89 164.89 165.06 164.98
S2 164.67 164.67 165.03
S3 164.27 164.49 164.99
S4 163.87 164.09 164.88
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 167.37 166.98 165.34
R3 166.51 166.12 165.11
R2 165.65 165.65 165.03
R1 165.26 165.26 164.95 165.46
PP 164.79 164.79 164.79 164.89
S1 164.40 164.40 164.79 164.60
S2 163.93 163.93 164.71
S3 163.07 163.54 164.63
S4 162.21 162.68 164.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.26 164.50 0.76 0.5% 0.47 0.3% 79% True False 628,895
10 165.26 163.89 1.37 0.8% 0.45 0.3% 88% True False 619,686
20 165.26 161.88 3.38 2.0% 0.55 0.3% 95% True False 335,968
40 165.93 161.68 4.25 2.6% 0.60 0.4% 80% False False 175,410
60 165.93 160.50 5.43 3.3% 0.61 0.4% 85% False False 118,163
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 0.09
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 166.96
2.618 166.31
1.618 165.91
1.000 165.66
0.618 165.51
HIGH 165.26
0.618 165.11
0.500 165.06
0.382 165.01
LOW 164.86
0.618 164.61
1.000 164.46
1.618 164.21
2.618 163.81
4.250 163.16
Fisher Pivots for day following 12-Jun-2017
Pivot 1 day 3 day
R1 165.09 165.03
PP 165.07 164.95
S1 165.06 164.88

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

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