Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 28-Jun-2017
Day Change Summary
Previous Current
27-Jun-2017 28-Jun-2017 Change Change % Previous Week
Open 165.13 163.05 -2.08 -1.3% 164.68
High 165.33 164.04 -1.29 -0.8% 165.29
Low 163.13 162.78 -0.35 -0.2% 164.43
Close 163.75 163.45 -0.30 -0.2% 165.07
Range 2.20 1.26 -0.94 -42.7% 0.86
ATR 0.65 0.69 0.04 6.8% 0.00
Volume 1,223,067 1,052,629 -170,438 -13.9% 2,830,628
Daily Pivots for day following 28-Jun-2017
Classic Woodie Camarilla DeMark
R4 167.20 166.59 164.14
R3 165.94 165.33 163.80
R2 164.68 164.68 163.68
R1 164.07 164.07 163.57 164.38
PP 163.42 163.42 163.42 163.58
S1 162.81 162.81 163.33 163.12
S2 162.16 162.16 163.22
S3 160.90 161.55 163.10
S4 159.64 160.29 162.76
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
5 165.44 162.78 2.66 1.6% 0.90 0.6% 25% False True 884,908
10 165.44 162.78 2.66 1.6% 0.75 0.5% 25% False True 723,878
20 165.55 162.78 2.77 1.7% 0.62 0.4% 24% False True 719,535
40 165.55 161.68 3.87 2.4% 0.61 0.4% 46% False False 389,613
60 165.93 161.68 4.25 2.6% 0.62 0.4% 42% False False 262,676
80 165.93 160.17 5.76 3.5% 0.64 0.4% 57% False False 197,317
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 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 169.40
2.618 167.34
1.618 166.08
1.000 165.30
0.618 164.82
HIGH 164.04
0.618 163.56
0.500 163.41
0.382 163.26
LOW 162.78
0.618 162.00
1.000 161.52
1.618 160.74
2.618 159.48
4.250 157.43
Fisher Pivots for day following 28-Jun-2017
Pivot 1 day 3 day
R1 163.44 164.11
PP 163.42 163.89
S1 163.41 163.67

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

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