Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 28-Jul-2017
Day Change Summary
Previous Current
27-Jul-2017 28-Jul-2017 Change Change % Previous Week
Open 162.01 162.19 0.18 0.1% 162.34
High 162.50 162.38 -0.12 -0.1% 162.67
Low 161.95 161.37 -0.58 -0.4% 161.37
Close 162.23 161.98 -0.25 -0.2% 161.98
Range 0.55 1.01 0.46 83.6% 1.30
ATR 0.68 0.70 0.02 3.5% 0.00
Volume 724,186 512,322 -211,864 -29.3% 2,962,885
Daily Pivots for day following 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 164.94 164.47 162.54
R3 163.93 163.46 162.26
R2 162.92 162.92 162.17
R1 162.45 162.45 162.07 162.18
PP 161.91 161.91 161.91 161.78
S1 161.44 161.44 161.89 161.17
S2 160.90 160.90 161.79
S3 159.89 160.43 161.70
S4 158.88 159.42 161.42
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 165.91 165.24 162.70
R3 164.61 163.94 162.34
R2 163.31 163.31 162.22
R1 162.64 162.64 162.10 162.33
PP 162.01 162.01 162.01 161.85
S1 161.34 161.34 161.86 161.03
S2 160.71 160.71 161.74
S3 159.41 160.04 161.62
S4 158.11 158.74 161.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.67 161.37 1.30 0.8% 0.69 0.4% 47% False True 592,577
10 162.67 161.06 1.61 1.0% 0.61 0.4% 57% False False 590,066
20 162.67 160.31 2.36 1.5% 0.68 0.4% 71% False False 623,753
40 165.55 160.31 5.24 3.2% 0.67 0.4% 32% False False 679,920
60 165.55 160.31 5.24 3.2% 0.64 0.4% 32% False False 483,210
80 165.93 160.31 5.62 3.5% 0.64 0.4% 30% False False 364,824
100 165.93 160.17 5.76 3.6% 0.66 0.4% 31% False False 292,158
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 166.67
2.618 165.02
1.618 164.01
1.000 163.39
0.618 163.00
HIGH 162.38
0.618 161.99
0.500 161.88
0.382 161.76
LOW 161.37
0.618 160.75
1.000 160.36
1.618 159.74
2.618 158.73
4.250 157.08
Fisher Pivots for day following 28-Jul-2017
Pivot 1 day 3 day
R1 161.95 161.97
PP 161.91 161.95
S1 161.88 161.94

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

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