Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 19-Jul-2017
Day Change Summary
Previous Current
18-Jul-2017 19-Jul-2017 Change Change % Previous Week
Open 161.45 161.61 0.16 0.1% 160.44
High 161.77 162.03 0.26 0.2% 161.92
Low 161.24 161.57 0.33 0.2% 160.44
Close 161.61 161.92 0.31 0.2% 161.14
Range 0.53 0.46 -0.07 -13.2% 1.48
ATR 0.72 0.70 -0.02 -2.6% 0.00
Volume 521,928 908,180 386,252 74.0% 2,948,821
Daily Pivots for day following 19-Jul-2017
Classic Woodie Camarilla DeMark
R4 163.22 163.03 162.17
R3 162.76 162.57 162.05
R2 162.30 162.30 162.00
R1 162.11 162.11 161.96 162.21
PP 161.84 161.84 161.84 161.89
S1 161.65 161.65 161.88 161.75
S2 161.38 161.38 161.84
S3 160.92 161.19 161.79
S4 160.46 160.73 161.67
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
5 162.03 161.02 1.01 0.6% 0.61 0.4% 89% True False 578,039
10 162.03 160.31 1.72 1.1% 0.67 0.4% 94% True False 633,959
20 165.44 160.31 5.13 3.2% 0.76 0.5% 31% False False 729,984
40 165.55 160.31 5.24 3.2% 0.64 0.4% 31% False False 618,466
60 165.55 160.31 5.24 3.2% 0.65 0.4% 31% False False 419,781
80 165.93 160.31 5.62 3.5% 0.63 0.4% 29% False False 316,400
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 163.99
2.618 163.23
1.618 162.77
1.000 162.49
0.618 162.31
HIGH 162.03
0.618 161.85
0.500 161.80
0.382 161.75
LOW 161.57
0.618 161.29
1.000 161.11
1.618 160.83
2.618 160.37
4.250 159.62
Fisher Pivots for day following 19-Jul-2017
Pivot 1 day 3 day
R1 161.88 161.80
PP 161.84 161.67
S1 161.80 161.55

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

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