Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 17-Aug-2017
Day Change Summary
Previous Current
16-Aug-2017 17-Aug-2017 Change Change % Previous Week
Open 163.80 163.98 0.18 0.1% 163.09
High 164.02 164.33 0.31 0.2% 164.64
Low 163.36 163.71 0.35 0.2% 162.84
Close 163.75 163.95 0.20 0.1% 164.54
Range 0.66 0.62 -0.04 -6.1% 1.80
ATR 0.68 0.68 0.00 -0.7% 0.00
Volume 482,661 500,843 18,182 3.8% 2,351,633
Daily Pivots for day following 17-Aug-2017
Classic Woodie Camarilla DeMark
R4 165.86 165.52 164.29
R3 165.24 164.90 164.12
R2 164.62 164.62 164.06
R1 164.28 164.28 164.01 164.14
PP 164.00 164.00 164.00 163.93
S1 163.66 163.66 163.89 163.52
S2 163.38 163.38 163.84
S3 162.76 163.04 163.78
S4 162.14 162.42 163.61
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% 0.66 0.4% 46% False False 486,391
10 164.64 162.84 1.80 1.1% 0.62 0.4% 62% False False 471,482
20 164.64 161.37 3.27 2.0% 0.65 0.4% 79% False False 514,144
40 165.44 160.31 5.13 3.1% 0.71 0.4% 71% False False 620,127
60 165.55 160.31 5.24 3.2% 0.64 0.4% 69% False False 592,002
80 165.55 160.31 5.24 3.2% 0.65 0.4% 69% False False 450,206
100 165.93 160.31 5.62 3.4% 0.64 0.4% 65% False False 361,525
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 166.97
2.618 165.95
1.618 165.33
1.000 164.95
0.618 164.71
HIGH 164.33
0.618 164.09
0.500 164.02
0.382 163.95
LOW 163.71
0.618 163.33
1.000 163.09
1.618 162.71
2.618 162.09
4.250 161.08
Fisher Pivots for day following 17-Aug-2017
Pivot 1 day 3 day
R1 164.02 163.92
PP 164.00 163.88
S1 163.97 163.85

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

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