Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 21-Jun-2017
Day Change Summary
Previous Current
20-Jun-2017 21-Jun-2017 Change Change % Previous Week
Open 164.65 165.00 0.35 0.2% 164.95
High 165.02 165.29 0.27 0.2% 165.55
Low 164.60 164.79 0.19 0.1% 164.13
Close 164.92 164.97 0.05 0.0% 164.73
Range 0.42 0.50 0.08 19.0% 1.42
ATR 0.58 0.57 -0.01 -0.9% 0.00
Volume 671,527 637,687 -33,840 -5.0% 2,960,599
Daily Pivots for day following 21-Jun-2017
Classic Woodie Camarilla DeMark
R4 166.52 166.24 165.25
R3 166.02 165.74 165.11
R2 165.52 165.52 165.06
R1 165.24 165.24 165.02 165.13
PP 165.02 165.02 165.02 164.96
S1 164.74 164.74 164.92 164.63
S2 164.52 164.52 164.88
S3 164.02 164.24 164.83
S4 163.52 163.74 164.70
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
5 165.44 164.13 1.31 0.8% 0.60 0.4% 64% False False 562,849
10 165.55 164.13 1.42 0.9% 0.56 0.3% 59% False False 573,635
20 165.55 162.93 2.62 1.6% 0.51 0.3% 78% False False 535,753
40 165.55 161.68 3.87 2.3% 0.59 0.4% 85% False False 280,285
60 165.93 161.68 4.25 2.6% 0.59 0.4% 77% False False 189,123
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 167.42
2.618 166.60
1.618 166.10
1.000 165.79
0.618 165.60
HIGH 165.29
0.618 165.10
0.500 165.04
0.382 164.98
LOW 164.79
0.618 164.48
1.000 164.29
1.618 163.98
2.618 163.48
4.250 162.67
Fisher Pivots for day following 21-Jun-2017
Pivot 1 day 3 day
R1 165.04 164.93
PP 165.02 164.90
S1 164.99 164.86

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

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