Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 02-Aug-2017
Day Change Summary
Previous Current
01-Aug-2017 02-Aug-2017 Change Change % Previous Week
Open 161.88 162.89 1.01 0.6% 162.34
High 162.94 162.97 0.03 0.0% 162.67
Low 161.82 162.63 0.81 0.5% 161.37
Close 162.80 162.86 0.06 0.0% 161.98
Range 1.12 0.34 -0.78 -69.6% 1.30
ATR 0.72 0.69 -0.03 -3.8% 0.00
Volume 493,841 567,058 73,217 14.8% 2,962,885
Daily Pivots for day following 02-Aug-2017
Classic Woodie Camarilla DeMark
R4 163.84 163.69 163.05
R3 163.50 163.35 162.95
R2 163.16 163.16 162.92
R1 163.01 163.01 162.89 162.92
PP 162.82 162.82 162.82 162.77
S1 162.67 162.67 162.83 162.58
S2 162.48 162.48 162.80
S3 162.14 162.33 162.77
S4 161.80 161.99 162.67
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
5 162.97 161.37 1.60 1.0% 0.70 0.4% 93% True False 596,307
10 162.97 161.37 1.60 1.0% 0.65 0.4% 93% True False 563,826
20 162.97 160.31 2.66 1.6% 0.66 0.4% 96% True False 598,892
40 165.55 160.31 5.24 3.2% 0.68 0.4% 49% False False 653,468
60 165.55 160.31 5.24 3.2% 0.64 0.4% 49% False False 511,149
80 165.93 160.31 5.62 3.5% 0.64 0.4% 45% False False 386,492
100 165.93 160.17 5.76 3.5% 0.65 0.4% 47% False False 309,600
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 0.11
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 164.42
2.618 163.86
1.618 163.52
1.000 163.31
0.618 163.18
HIGH 162.97
0.618 162.84
0.500 162.80
0.382 162.76
LOW 162.63
0.618 162.42
1.000 162.29
1.618 162.08
2.618 161.74
4.250 161.19
Fisher Pivots for day following 02-Aug-2017
Pivot 1 day 3 day
R1 162.84 162.69
PP 162.82 162.52
S1 162.80 162.35

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

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