Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 03-Aug-2017
Day Change Summary
Previous Current
02-Aug-2017 03-Aug-2017 Change Change % Previous Week
Open 162.89 162.86 -0.03 0.0% 162.34
High 162.97 163.48 0.51 0.3% 162.67
Low 162.63 162.71 0.08 0.0% 161.37
Close 162.86 163.30 0.44 0.3% 161.98
Range 0.34 0.77 0.43 126.5% 1.30
ATR 0.69 0.70 0.01 0.8% 0.00
Volume 567,058 490,006 -77,052 -13.6% 2,962,885
Daily Pivots for day following 03-Aug-2017
Classic Woodie Camarilla DeMark
R4 165.47 165.16 163.72
R3 164.70 164.39 163.51
R2 163.93 163.93 163.44
R1 163.62 163.62 163.37 163.78
PP 163.16 163.16 163.16 163.24
S1 162.85 162.85 163.23 163.01
S2 162.39 162.39 163.16
S3 161.62 162.08 163.09
S4 160.85 161.31 162.88
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
5 163.48 161.37 2.11 1.3% 0.74 0.5% 91% True False 549,471
10 163.48 161.37 2.11 1.3% 0.67 0.4% 91% True False 556,806
20 163.48 160.31 3.17 1.9% 0.63 0.4% 94% True False 584,257
40 165.55 160.31 5.24 3.2% 0.69 0.4% 57% False False 645,665
60 165.55 160.31 5.24 3.2% 0.65 0.4% 57% False False 519,046
80 165.93 160.31 5.62 3.4% 0.65 0.4% 53% False False 392,536
100 165.93 160.17 5.76 3.5% 0.65 0.4% 54% False False 314,500
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 166.75
2.618 165.50
1.618 164.73
1.000 164.25
0.618 163.96
HIGH 163.48
0.618 163.19
0.500 163.10
0.382 163.00
LOW 162.71
0.618 162.23
1.000 161.94
1.618 161.46
2.618 160.69
4.250 159.44
Fisher Pivots for day following 03-Aug-2017
Pivot 1 day 3 day
R1 163.23 163.08
PP 163.16 162.87
S1 163.10 162.65

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

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