Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 31-Jul-2017
Day Change Summary
Previous Current
28-Jul-2017 31-Jul-2017 Change Change % Previous Week
Open 162.19 162.08 -0.11 -0.1% 162.34
High 162.38 162.19 -0.19 -0.1% 162.67
Low 161.37 161.72 0.35 0.2% 161.37
Close 161.98 161.95 -0.03 0.0% 161.98
Range 1.01 0.47 -0.54 -53.5% 1.30
ATR 0.70 0.69 -0.02 -2.4% 0.00
Volume 512,322 684,128 171,806 33.5% 2,962,885
Daily Pivots for day following 31-Jul-2017
Classic Woodie Camarilla DeMark
R4 163.36 163.13 162.21
R3 162.89 162.66 162.08
R2 162.42 162.42 162.04
R1 162.19 162.19 161.99 162.07
PP 161.95 161.95 161.95 161.90
S1 161.72 161.72 161.91 161.60
S2 161.48 161.48 161.86
S3 161.01 161.25 161.82
S4 160.54 160.78 161.69
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
5 162.56 161.37 1.19 0.7% 0.70 0.4% 49% False False 595,978
10 162.67 161.24 1.43 0.9% 0.61 0.4% 50% False False 600,747
20 162.67 160.31 2.36 1.5% 0.66 0.4% 69% False False 628,027
40 165.55 160.31 5.24 3.2% 0.67 0.4% 31% False False 678,917
60 165.55 160.31 5.24 3.2% 0.64 0.4% 31% False False 493,985
80 165.93 160.31 5.62 3.5% 0.64 0.4% 29% False False 373,333
100 165.93 160.17 5.76 3.6% 0.66 0.4% 31% False False 298,996
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 164.19
2.618 163.42
1.618 162.95
1.000 162.66
0.618 162.48
HIGH 162.19
0.618 162.01
0.500 161.96
0.382 161.90
LOW 161.72
0.618 161.43
1.000 161.25
1.618 160.96
2.618 160.49
4.250 159.72
Fisher Pivots for day following 31-Jul-2017
Pivot 1 day 3 day
R1 161.96 161.95
PP 161.95 161.94
S1 161.95 161.94

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

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