Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 19-Jun-2017
Day Change Summary
Previous Current
16-Jun-2017 19-Jun-2017 Change Change % Previous Week
Open 164.54 164.68 0.14 0.1% 164.95
High 164.76 164.82 0.06 0.0% 165.55
Low 164.13 164.43 0.30 0.2% 164.13
Close 164.73 164.65 -0.08 0.0% 164.73
Range 0.63 0.39 -0.24 -38.1% 1.42
ATR 0.60 0.59 -0.02 -2.5% 0.00
Volume 475,052 492,638 17,586 3.7% 2,960,599
Daily Pivots for day following 19-Jun-2017
Classic Woodie Camarilla DeMark
R4 165.80 165.62 164.86
R3 165.41 165.23 164.76
R2 165.02 165.02 164.72
R1 164.84 164.84 164.69 164.74
PP 164.63 164.63 164.63 164.58
S1 164.45 164.45 164.61 164.35
S2 164.24 164.24 164.58
S3 163.85 164.06 164.54
S4 163.46 163.67 164.44
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 169.06 168.32 165.51
R3 167.64 166.90 165.12
R2 166.22 166.22 164.99
R1 165.48 165.48 164.86 165.14
PP 164.80 164.80 164.80 164.64
S1 164.06 164.06 164.60 163.72
S2 163.38 163.38 164.47
S3 161.96 162.64 164.34
S4 160.54 161.22 163.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.55 164.13 1.42 0.9% 0.64 0.4% 37% False False 591,361
10 165.55 164.13 1.42 0.9% 0.55 0.3% 37% False False 610,128
20 165.55 162.39 3.16 1.9% 0.53 0.3% 72% False False 475,651
40 165.55 161.68 3.87 2.4% 0.60 0.4% 77% False False 248,025
60 165.93 161.31 4.62 2.8% 0.59 0.4% 72% False False 167,363
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.13
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 166.48
2.618 165.84
1.618 165.45
1.000 165.21
0.618 165.06
HIGH 164.82
0.618 164.67
0.500 164.63
0.382 164.58
LOW 164.43
0.618 164.19
1.000 164.04
1.618 163.80
2.618 163.41
4.250 162.77
Fisher Pivots for day following 19-Jun-2017
Pivot 1 day 3 day
R1 164.64 164.79
PP 164.63 164.74
S1 164.63 164.70

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

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