Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 17-Jul-2017
Day Change Summary
Previous Current
14-Jul-2017 17-Jul-2017 Change Change % Previous Week
Open 161.35 161.08 -0.27 -0.2% 160.44
High 161.75 161.53 -0.22 -0.1% 161.92
Low 161.06 161.06 0.00 0.0% 160.44
Close 161.14 161.28 0.14 0.1% 161.14
Range 0.69 0.47 -0.22 -31.9% 1.48
ATR 0.75 0.73 -0.02 -2.7% 0.00
Volume 369,064 577,327 208,263 56.4% 2,948,821
Daily Pivots for day following 17-Jul-2017
Classic Woodie Camarilla DeMark
R4 162.70 162.46 161.54
R3 162.23 161.99 161.41
R2 161.76 161.76 161.37
R1 161.52 161.52 161.32 161.64
PP 161.29 161.29 161.29 161.35
S1 161.05 161.05 161.24 161.17
S2 160.82 160.82 161.19
S3 160.35 160.58 161.15
S4 159.88 160.11 161.02
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 165.61 164.85 161.95
R3 164.13 163.37 161.55
R2 162.65 162.65 161.41
R1 161.89 161.89 161.28 162.27
PP 161.17 161.17 161.17 161.36
S1 160.41 160.41 161.00 160.79
S2 159.69 159.69 160.87
S3 158.21 158.93 160.73
S4 156.73 157.45 160.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.92 160.48 1.44 0.9% 0.63 0.4% 56% False False 588,298
10 162.32 160.31 2.01 1.2% 0.71 0.4% 48% False False 655,308
20 165.44 160.31 5.13 3.2% 0.76 0.5% 19% False False 716,687
40 165.55 160.31 5.24 3.2% 0.65 0.4% 19% False False 585,053
60 165.55 160.31 5.24 3.2% 0.66 0.4% 19% False False 396,144
80 165.93 160.31 5.62 3.5% 0.64 0.4% 17% False False 298,559
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 0.16
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 163.53
2.618 162.76
1.618 162.29
1.000 162.00
0.618 161.82
HIGH 161.53
0.618 161.35
0.500 161.30
0.382 161.24
LOW 161.06
0.618 160.77
1.000 160.59
1.618 160.30
2.618 159.83
4.250 159.06
Fisher Pivots for day following 17-Jul-2017
Pivot 1 day 3 day
R1 161.30 161.47
PP 161.29 161.41
S1 161.29 161.34

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

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