Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 11-Jul-2017
Day Change Summary
Previous Current
10-Jul-2017 11-Jul-2017 Change Change % Previous Week
Open 160.44 160.78 0.34 0.2% 161.55
High 161.13 160.95 -0.18 -0.1% 162.32
Low 160.44 160.48 0.04 0.0% 160.31
Close 160.94 160.69 -0.25 -0.2% 160.49
Range 0.69 0.47 -0.22 -31.9% 2.01
ATR 0.77 0.75 -0.02 -2.8% 0.00
Volume 584,656 695,463 110,807 19.0% 3,026,941
Daily Pivots for day following 11-Jul-2017
Classic Woodie Camarilla DeMark
R4 162.12 161.87 160.95
R3 161.65 161.40 160.82
R2 161.18 161.18 160.78
R1 160.93 160.93 160.73 160.82
PP 160.71 160.71 160.71 160.65
S1 160.46 160.46 160.65 160.35
S2 160.24 160.24 160.60
S3 159.77 159.99 160.56
S4 159.30 159.52 160.43
Weekly Pivots for week ending 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 167.07 165.79 161.60
R3 165.06 163.78 161.04
R2 163.05 163.05 160.86
R1 161.77 161.77 160.67 161.41
PP 161.04 161.04 161.04 160.86
S1 159.76 159.76 160.31 159.40
S2 159.03 159.03 160.12
S3 157.02 157.75 159.94
S4 155.01 155.74 159.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.12 160.31 1.81 1.1% 0.73 0.5% 21% False False 777,801
10 165.33 160.31 5.02 3.1% 1.01 0.6% 8% False False 813,702
20 165.55 160.31 5.24 3.3% 0.76 0.5% 7% False False 727,594
40 165.55 160.31 5.24 3.3% 0.66 0.4% 7% False False 531,781
60 165.93 160.31 5.62 3.5% 0.65 0.4% 7% False False 359,471
80 165.93 160.31 5.62 3.5% 0.64 0.4% 7% False False 270,520
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 162.95
2.618 162.18
1.618 161.71
1.000 161.42
0.618 161.24
HIGH 160.95
0.618 160.77
0.500 160.72
0.382 160.66
LOW 160.48
0.618 160.19
1.000 160.01
1.618 159.72
2.618 159.25
4.250 158.48
Fisher Pivots for day following 11-Jul-2017
Pivot 1 day 3 day
R1 160.72 160.72
PP 160.71 160.71
S1 160.70 160.70

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

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