Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 12-Jul-2017
Day Change Summary
Previous Current
11-Jul-2017 12-Jul-2017 Change Change % Previous Week
Open 160.78 160.97 0.19 0.1% 161.55
High 160.95 161.44 0.49 0.3% 162.32
Low 160.48 160.83 0.35 0.2% 160.31
Close 160.69 161.42 0.73 0.5% 160.49
Range 0.47 0.61 0.14 29.8% 2.01
ATR 0.75 0.75 0.00 0.0% 0.00
Volume 695,463 785,938 90,475 13.0% 3,026,941
Daily Pivots for day following 12-Jul-2017
Classic Woodie Camarilla DeMark
R4 163.06 162.85 161.76
R3 162.45 162.24 161.59
R2 161.84 161.84 161.53
R1 161.63 161.63 161.48 161.74
PP 161.23 161.23 161.23 161.28
S1 161.02 161.02 161.36 161.13
S2 160.62 160.62 161.31
S3 160.01 160.41 161.25
S4 159.40 159.80 161.08
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
5 161.90 160.31 1.59 1.0% 0.73 0.5% 70% False False 689,879
10 164.04 160.31 3.73 2.3% 0.85 0.5% 30% False False 769,989
20 165.55 160.31 5.24 3.2% 0.77 0.5% 21% False False 732,747
40 165.55 160.31 5.24 3.2% 0.66 0.4% 21% False False 550,316
60 165.93 160.31 5.62 3.5% 0.66 0.4% 20% False False 372,492
80 165.93 160.31 5.62 3.5% 0.64 0.4% 20% False False 280,314
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 164.03
2.618 163.04
1.618 162.43
1.000 162.05
0.618 161.82
HIGH 161.44
0.618 161.21
0.500 161.14
0.382 161.06
LOW 160.83
0.618 160.45
1.000 160.22
1.618 159.84
2.618 159.23
4.250 158.24
Fisher Pivots for day following 12-Jul-2017
Pivot 1 day 3 day
R1 161.33 161.26
PP 161.23 161.10
S1 161.14 160.94

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

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