Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 16-Aug-2017
Day Change Summary
Previous Current
15-Aug-2017 16-Aug-2017 Change Change % Previous Week
Open 163.94 163.80 -0.14 -0.1% 163.09
High 164.08 164.02 -0.06 0.0% 164.64
Low 163.45 163.36 -0.09 -0.1% 162.84
Close 163.85 163.75 -0.10 -0.1% 164.54
Range 0.63 0.66 0.03 4.8% 1.80
ATR 0.69 0.68 0.00 -0.3% 0.00
Volume 532,766 482,661 -50,105 -9.4% 2,351,633
Daily Pivots for day following 16-Aug-2017
Classic Woodie Camarilla DeMark
R4 165.69 165.38 164.11
R3 165.03 164.72 163.93
R2 164.37 164.37 163.87
R1 164.06 164.06 163.81 163.89
PP 163.71 163.71 163.71 163.62
S1 163.40 163.40 163.69 163.23
S2 163.05 163.05 163.63
S3 162.39 162.74 163.57
S4 161.73 162.08 163.39
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
5 164.64 163.36 1.28 0.8% 0.67 0.4% 30% False True 494,927
10 164.64 162.71 1.93 1.2% 0.64 0.4% 54% False False 470,399
20 164.64 161.37 3.27 2.0% 0.65 0.4% 73% False False 517,112
40 165.44 160.31 5.13 3.1% 0.71 0.4% 67% False False 623,548
60 165.55 160.31 5.24 3.2% 0.64 0.4% 66% False False 584,681
80 165.55 160.31 5.24 3.2% 0.65 0.4% 66% False False 444,114
100 165.93 160.31 5.62 3.4% 0.64 0.4% 61% False False 356,542
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 0.14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 166.83
2.618 165.75
1.618 165.09
1.000 164.68
0.618 164.43
HIGH 164.02
0.618 163.77
0.500 163.69
0.382 163.61
LOW 163.36
0.618 162.95
1.000 162.70
1.618 162.29
2.618 161.63
4.250 160.56
Fisher Pivots for day following 16-Aug-2017
Pivot 1 day 3 day
R1 163.73 163.90
PP 163.71 163.85
S1 163.69 163.80

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

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