Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 08-Aug-2017
Day Change Summary
Previous Current
07-Aug-2017 08-Aug-2017 Change Change % Previous Week
Open 163.09 163.32 0.23 0.1% 162.08
High 163.38 163.42 0.04 0.0% 163.51
Low 162.84 163.03 0.19 0.1% 161.72
Close 163.30 163.13 -0.17 -0.1% 163.13
Range 0.54 0.39 -0.15 -27.8% 1.79
ATR 0.68 0.66 -0.02 -3.0% 0.00
Volume 339,112 609,012 269,900 79.6% 2,559,033
Daily Pivots for day following 08-Aug-2017
Classic Woodie Camarilla DeMark
R4 164.36 164.14 163.34
R3 163.97 163.75 163.24
R2 163.58 163.58 163.20
R1 163.36 163.36 163.17 163.28
PP 163.19 163.19 163.19 163.15
S1 162.97 162.97 163.09 162.89
S2 162.80 162.80 163.06
S3 162.41 162.58 163.02
S4 162.02 162.19 162.92
Weekly Pivots for week ending 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 168.16 167.43 164.11
R3 166.37 165.64 163.62
R2 164.58 164.58 163.46
R1 163.85 163.85 163.29 164.22
PP 162.79 162.79 162.79 162.97
S1 162.06 162.06 162.97 162.43
S2 161.00 161.00 162.80
S3 159.21 160.27 162.64
S4 157.42 158.48 162.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.51 162.63 0.88 0.5% 0.53 0.3% 57% False False 465,837
10 163.51 161.37 2.14 1.3% 0.63 0.4% 82% False False 531,659
20 163.51 160.83 2.68 1.6% 0.63 0.4% 86% False False 553,826
40 165.55 160.31 5.24 3.2% 0.69 0.4% 54% False False 640,710
60 165.55 160.31 5.24 3.2% 0.65 0.4% 54% False False 539,129
80 165.93 160.31 5.62 3.4% 0.65 0.4% 50% False False 408,060
100 165.93 160.31 5.62 3.4% 0.64 0.4% 50% False False 327,181
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 165.08
2.618 164.44
1.618 164.05
1.000 163.81
0.618 163.66
HIGH 163.42
0.618 163.27
0.500 163.23
0.382 163.18
LOW 163.03
0.618 162.79
1.000 162.64
1.618 162.40
2.618 162.01
4.250 161.37
Fisher Pivots for day following 08-Aug-2017
Pivot 1 day 3 day
R1 163.23 163.18
PP 163.19 163.16
S1 163.16 163.15

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

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