Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 03-Jul-2017
Day Change Summary
Previous Current
30-Jun-2017 03-Jul-2017 Change Change % Previous Week
Open 162.05 161.55 -0.50 -0.3% 165.00
High 162.60 162.32 -0.28 -0.2% 165.44
Low 161.65 161.52 -0.13 -0.1% 161.65
Close 161.87 161.65 -0.22 -0.1% 161.87
Range 0.95 0.80 -0.15 -15.8% 3.79
ATR 0.76 0.76 0.00 0.4% 0.00
Volume 598,644 418,055 -180,589 -30.2% 4,950,031
Daily Pivots for day following 03-Jul-2017
Classic Woodie Camarilla DeMark
R4 164.23 163.74 162.09
R3 163.43 162.94 161.87
R2 162.63 162.63 161.80
R1 162.14 162.14 161.72 162.39
PP 161.83 161.83 161.83 161.95
S1 161.34 161.34 161.58 161.59
S2 161.03 161.03 161.50
S3 160.23 160.54 161.43
S4 159.43 159.74 161.21
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
5 165.33 161.52 3.81 2.4% 1.29 0.8% 3% False True 849,603
10 165.44 161.52 3.92 2.4% 0.84 0.5% 3% False True 770,607
20 165.55 161.52 4.03 2.5% 0.70 0.4% 3% False True 690,368
40 165.55 161.52 4.03 2.5% 0.63 0.4% 3% False True 436,954
60 165.93 161.52 4.41 2.7% 0.63 0.4% 3% False True 295,339
80 165.93 160.17 5.76 3.6% 0.65 0.4% 26% False False 221,959
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 165.72
2.618 164.41
1.618 163.61
1.000 163.12
0.618 162.81
HIGH 162.32
0.618 162.01
0.500 161.92
0.382 161.83
LOW 161.52
0.618 161.03
1.000 160.72
1.618 160.23
2.618 159.43
4.250 158.12
Fisher Pivots for day following 03-Jul-2017
Pivot 1 day 3 day
R1 161.92 162.42
PP 161.83 162.16
S1 161.74 161.91

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

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