Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 30-Jun-2017
Day Change Summary
Previous Current
29-Jun-2017 30-Jun-2017 Change Change % Previous Week
Open 163.30 162.05 -1.25 -0.8% 165.00
High 163.31 162.60 -0.71 -0.4% 165.44
Low 162.06 161.65 -0.41 -0.3% 161.65
Close 162.17 161.87 -0.30 -0.2% 161.87
Range 1.25 0.95 -0.30 -24.0% 3.79
ATR 0.74 0.76 0.01 2.0% 0.00
Volume 955,622 598,644 -356,978 -37.4% 4,950,031
Daily Pivots for day following 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 164.89 164.33 162.39
R3 163.94 163.38 162.13
R2 162.99 162.99 162.04
R1 162.43 162.43 161.96 162.24
PP 162.04 162.04 162.04 161.94
S1 161.48 161.48 161.78 161.29
S2 161.09 161.09 161.70
S3 160.14 160.53 161.61
S4 159.19 159.58 161.35
Weekly Pivots for week ending 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 174.36 171.90 163.95
R3 170.57 168.11 162.91
R2 166.78 166.78 162.56
R1 164.32 164.32 162.22 163.66
PP 162.99 162.99 162.99 162.65
S1 160.53 160.53 161.52 159.87
S2 159.20 159.20 161.18
S3 155.41 156.74 160.83
S4 151.62 152.95 159.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.44 161.65 3.79 2.3% 1.22 0.8% 6% False True 990,006
10 165.44 161.65 3.79 2.3% 0.80 0.5% 6% False True 778,065
20 165.55 161.65 3.90 2.4% 0.67 0.4% 6% False True 729,806
40 165.55 161.65 3.90 2.4% 0.63 0.4% 6% False True 426,964
60 165.93 161.65 4.28 2.6% 0.63 0.4% 5% False True 288,435
80 165.93 160.17 5.76 3.6% 0.66 0.4% 30% False False 216,738
Crabel Price Patterns
NR True
NR4 True
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 0.15
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 166.64
2.618 165.09
1.618 164.14
1.000 163.55
0.618 163.19
HIGH 162.60
0.618 162.24
0.500 162.13
0.382 162.01
LOW 161.65
0.618 161.06
1.000 160.70
1.618 160.11
2.618 159.16
4.250 157.61
Fisher Pivots for day following 30-Jun-2017
Pivot 1 day 3 day
R1 162.13 162.85
PP 162.04 162.52
S1 161.96 162.20

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

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