Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 29-Jun-2017
Day Change Summary
Previous Current
28-Jun-2017 29-Jun-2017 Change Change % Previous Week
Open 163.05 163.30 0.25 0.2% 164.68
High 164.04 163.31 -0.73 -0.4% 165.29
Low 162.78 162.06 -0.72 -0.4% 164.43
Close 163.45 162.17 -1.28 -0.8% 165.07
Range 1.26 1.25 -0.01 -0.8% 0.86
ATR 0.69 0.74 0.05 7.2% 0.00
Volume 1,052,629 955,622 -97,007 -9.2% 2,830,628
Daily Pivots for day following 29-Jun-2017
Classic Woodie Camarilla DeMark
R4 166.26 165.47 162.86
R3 165.01 164.22 162.51
R2 163.76 163.76 162.40
R1 162.97 162.97 162.28 162.74
PP 162.51 162.51 162.51 162.40
S1 161.72 161.72 162.06 161.49
S2 161.26 161.26 161.94
S3 160.01 160.47 161.83
S4 158.76 159.22 161.48
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
5 165.44 162.06 3.38 2.1% 1.08 0.7% 3% False True 986,789
10 165.44 162.06 3.38 2.1% 0.77 0.5% 3% False True 765,706
20 165.55 162.06 3.49 2.2% 0.66 0.4% 3% False True 736,087
40 165.55 161.68 3.87 2.4% 0.63 0.4% 13% False False 412,939
60 165.93 161.68 4.25 2.6% 0.62 0.4% 12% False False 278,514
80 165.93 160.17 5.76 3.6% 0.65 0.4% 35% False False 209,259
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 0.13
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 168.62
2.618 166.58
1.618 165.33
1.000 164.56
0.618 164.08
HIGH 163.31
0.618 162.83
0.500 162.69
0.382 162.54
LOW 162.06
0.618 161.29
1.000 160.81
1.618 160.04
2.618 158.79
4.250 156.75
Fisher Pivots for day following 29-Jun-2017
Pivot 1 day 3 day
R1 162.69 163.70
PP 162.51 163.19
S1 162.34 162.68

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

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