Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 11-Aug-2017
Day Change Summary
Previous Current
10-Aug-2017 11-Aug-2017 Change Change % Previous Week
Open 163.78 164.34 0.56 0.3% 163.09
High 164.30 164.64 0.34 0.2% 164.64
Low 163.64 163.84 0.20 0.1% 162.84
Close 164.11 164.54 0.43 0.3% 164.54
Range 0.66 0.80 0.14 21.2% 1.80
ATR 0.67 0.68 0.01 1.3% 0.00
Volume 543,527 392,761 -150,766 -27.7% 2,351,633
Daily Pivots for day following 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 166.74 166.44 164.98
R3 165.94 165.64 164.76
R2 165.14 165.14 164.69
R1 164.84 164.84 164.61 164.99
PP 164.34 164.34 164.34 164.42
S1 164.04 164.04 164.47 164.19
S2 163.54 163.54 164.39
S3 162.74 163.24 164.32
S4 161.94 162.44 164.10
Weekly Pivots for week ending 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 169.41 168.77 165.53
R3 167.61 166.97 165.04
R2 165.81 165.81 164.87
R1 165.17 165.17 164.71 165.49
PP 164.01 164.01 164.01 164.17
S1 163.37 163.37 164.38 163.69
S2 162.21 162.21 164.21
S3 160.41 161.57 164.05
S4 158.61 159.77 163.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.64 162.84 1.80 1.1% 0.63 0.4% 94% True False 470,326
10 164.64 161.72 2.92 1.8% 0.65 0.4% 97% True False 491,066
20 164.64 161.06 3.58 2.2% 0.63 0.4% 97% True False 540,566
40 165.44 160.31 5.13 3.1% 0.69 0.4% 82% False False 626,070
60 165.55 160.31 5.24 3.2% 0.64 0.4% 81% False False 561,055
80 165.55 160.31 5.24 3.2% 0.65 0.4% 81% False False 425,085
100 165.93 160.31 5.62 3.4% 0.64 0.4% 75% False False 341,188
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 0.13
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 168.04
2.618 166.73
1.618 165.93
1.000 165.44
0.618 165.13
HIGH 164.64
0.618 164.33
0.500 164.24
0.382 164.15
LOW 163.84
0.618 163.35
1.000 163.04
1.618 162.55
2.618 161.75
4.250 160.44
Fisher Pivots for day following 11-Aug-2017
Pivot 1 day 3 day
R1 164.44 164.34
PP 164.34 164.14
S1 164.24 163.95

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

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