Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 13-Jul-2017
Day Change Summary
Previous Current
12-Jul-2017 13-Jul-2017 Change Change % Previous Week
Open 160.97 161.44 0.47 0.3% 161.55
High 161.44 161.92 0.48 0.3% 162.32
Low 160.83 161.02 0.19 0.1% 160.31
Close 161.42 161.15 -0.27 -0.2% 160.49
Range 0.61 0.90 0.29 47.5% 2.01
ATR 0.75 0.76 0.01 1.5% 0.00
Volume 785,938 513,700 -272,238 -34.6% 3,026,941
Daily Pivots for day following 13-Jul-2017
Classic Woodie Camarilla DeMark
R4 164.06 163.51 161.65
R3 163.16 162.61 161.40
R2 162.26 162.26 161.32
R1 161.71 161.71 161.23 161.54
PP 161.36 161.36 161.36 161.28
S1 160.81 160.81 161.07 160.64
S2 160.46 160.46 160.99
S3 159.56 159.91 160.90
S4 158.66 159.01 160.66
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
5 161.92 160.31 1.61 1.0% 0.62 0.4% 52% True False 636,077
10 163.31 160.31 3.00 1.9% 0.81 0.5% 28% False False 716,096
20 165.44 160.31 5.13 3.2% 0.78 0.5% 16% False False 719,987
40 165.55 160.31 5.24 3.3% 0.65 0.4% 16% False False 562,347
60 165.73 160.31 5.42 3.4% 0.66 0.4% 15% False False 380,516
80 165.93 160.31 5.62 3.5% 0.64 0.4% 15% False False 286,734
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 165.75
2.618 164.28
1.618 163.38
1.000 162.82
0.618 162.48
HIGH 161.92
0.618 161.58
0.500 161.47
0.382 161.36
LOW 161.02
0.618 160.46
1.000 160.12
1.618 159.56
2.618 158.66
4.250 157.20
Fisher Pivots for day following 13-Jul-2017
Pivot 1 day 3 day
R1 161.47 161.20
PP 161.36 161.18
S1 161.26 161.17

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

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