Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 23-Jun-2017
Day Change Summary
Previous Current
22-Jun-2017 23-Jun-2017 Change Change % Previous Week
Open 164.99 165.05 0.06 0.0% 164.68
High 165.25 165.16 -0.09 -0.1% 165.29
Low 164.88 164.94 0.06 0.0% 164.43
Close 165.09 165.07 -0.02 0.0% 165.07
Range 0.37 0.22 -0.15 -40.5% 0.86
ATR 0.56 0.53 -0.02 -4.3% 0.00
Volume 446,216 582,560 136,344 30.6% 2,830,628
Daily Pivots for day following 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 165.72 165.61 165.19
R3 165.50 165.39 165.13
R2 165.28 165.28 165.11
R1 165.17 165.17 165.09 165.23
PP 165.06 165.06 165.06 165.08
S1 164.95 164.95 165.05 165.01
S2 164.84 164.84 165.03
S3 164.62 164.73 165.01
S4 164.40 164.51 164.95
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 167.51 167.15 165.54
R3 166.65 166.29 165.31
R2 165.79 165.79 165.23
R1 165.43 165.43 165.15 165.61
PP 164.93 164.93 164.93 165.02
S1 164.57 164.57 164.99 164.75
S2 164.07 164.07 164.91
S3 163.21 163.71 164.83
S4 162.35 162.85 164.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.29 164.43 0.86 0.5% 0.38 0.2% 74% False False 566,125
10 165.55 164.13 1.42 0.9% 0.51 0.3% 66% False False 579,122
20 165.55 163.60 1.95 1.2% 0.49 0.3% 75% False False 580,508
40 165.55 161.68 3.87 2.3% 0.56 0.3% 88% False False 305,445
60 165.93 161.68 4.25 2.6% 0.58 0.4% 80% False False 206,236
80 165.93 160.17 5.76 3.5% 0.62 0.4% 85% False False 154,885
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 82 trading days
Fibonacci Retracements and Extensions
4.250 166.10
2.618 165.74
1.618 165.52
1.000 165.38
0.618 165.30
HIGH 165.16
0.618 165.08
0.500 165.05
0.382 165.02
LOW 164.94
0.618 164.80
1.000 164.72
1.618 164.58
2.618 164.36
4.250 164.01
Fisher Pivots for day following 23-Jun-2017
Pivot 1 day 3 day
R1 165.06 165.06
PP 165.06 165.05
S1 165.05 165.04

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

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