Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 22-Jun-2017
Day Change Summary
Previous Current
21-Jun-2017 22-Jun-2017 Change Change % Previous Week
Open 165.00 164.99 -0.01 0.0% 164.95
High 165.29 165.25 -0.04 0.0% 165.55
Low 164.79 164.88 0.09 0.1% 164.13
Close 164.97 165.09 0.12 0.1% 164.73
Range 0.50 0.37 -0.13 -26.0% 1.42
ATR 0.57 0.56 -0.01 -2.5% 0.00
Volume 637,687 446,216 -191,471 -30.0% 2,960,599
Daily Pivots for day following 22-Jun-2017
Classic Woodie Camarilla DeMark
R4 166.18 166.01 165.29
R3 165.81 165.64 165.19
R2 165.44 165.44 165.16
R1 165.27 165.27 165.12 165.36
PP 165.07 165.07 165.07 165.12
S1 164.90 164.90 165.06 164.99
S2 164.70 164.70 165.02
S3 164.33 164.53 164.99
S4 163.96 164.16 164.89
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
5 165.29 164.13 1.16 0.7% 0.46 0.3% 83% False False 544,624
10 165.55 164.13 1.42 0.9% 0.53 0.3% 68% False False 568,350
20 165.55 163.26 2.29 1.4% 0.51 0.3% 80% False False 553,065
40 165.55 161.68 3.87 2.3% 0.58 0.4% 88% False False 291,263
60 165.93 161.68 4.25 2.6% 0.59 0.4% 80% False False 196,548
80 165.93 160.17 5.76 3.5% 0.62 0.4% 85% False False 147,611
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 166.82
2.618 166.22
1.618 165.85
1.000 165.62
0.618 165.48
HIGH 165.25
0.618 165.11
0.500 165.07
0.382 165.02
LOW 164.88
0.618 164.65
1.000 164.51
1.618 164.28
2.618 163.91
4.250 163.31
Fisher Pivots for day following 22-Jun-2017
Pivot 1 day 3 day
R1 165.08 165.04
PP 165.07 164.99
S1 165.07 164.95

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

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