Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 23-Aug-2017
Day Change Summary
Previous Current
22-Aug-2017 23-Aug-2017 Change Change % Previous Week
Open 164.39 164.35 -0.04 0.0% 164.43
High 164.47 164.89 0.42 0.3% 164.48
Low 164.12 164.22 0.10 0.1% 163.36
Close 164.44 164.85 0.41 0.2% 164.36
Range 0.35 0.67 0.32 91.4% 1.12
ATR 0.64 0.64 0.00 0.4% 0.00
Volume 615,176 420,389 -194,787 -31.7% 2,415,679
Daily Pivots for day following 23-Aug-2017
Classic Woodie Camarilla DeMark
R4 166.66 166.43 165.22
R3 165.99 165.76 165.03
R2 165.32 165.32 164.97
R1 165.09 165.09 164.91 165.21
PP 164.65 164.65 164.65 164.71
S1 164.42 164.42 164.79 164.54
S2 163.98 163.98 164.73
S3 163.31 163.75 164.67
S4 162.64 163.08 164.48
Weekly Pivots for week ending 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 167.43 167.01 164.98
R3 166.31 165.89 164.67
R2 165.19 165.19 164.57
R1 164.77 164.77 164.46 164.42
PP 164.07 164.07 164.07 163.89
S1 163.65 163.65 164.26 163.30
S2 162.95 162.95 164.15
S3 161.83 162.53 164.05
S4 160.71 161.41 163.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.89 163.71 1.18 0.7% 0.53 0.3% 97% True False 476,226
10 164.89 163.36 1.53 0.9% 0.60 0.4% 97% True False 485,577
20 164.89 161.37 3.52 2.1% 0.63 0.4% 99% True False 503,332
40 164.89 160.31 4.58 2.8% 0.68 0.4% 99% True False 582,836
60 165.55 160.31 5.24 3.2% 0.64 0.4% 87% False False 615,374
80 165.55 160.31 5.24 3.2% 0.63 0.4% 87% False False 473,187
100 165.93 160.31 5.62 3.4% 0.63 0.4% 81% False False 380,230
120 165.93 160.17 5.76 3.5% 0.65 0.4% 81% False False 317,053
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 0.15
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 167.74
2.618 166.64
1.618 165.97
1.000 165.56
0.618 165.30
HIGH 164.89
0.618 164.63
0.500 164.56
0.382 164.48
LOW 164.22
0.618 163.81
1.000 163.55
1.618 163.14
2.618 162.47
4.250 161.37
Fisher Pivots for day following 23-Aug-2017
Pivot 1 day 3 day
R1 164.75 164.72
PP 164.65 164.60
S1 164.56 164.47

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

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