Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 24-Aug-2017
Day Change Summary
Previous Current
23-Aug-2017 24-Aug-2017 Change Change % Previous Week
Open 164.35 164.87 0.52 0.3% 164.43
High 164.89 164.90 0.01 0.0% 164.48
Low 164.22 164.66 0.44 0.3% 163.36
Close 164.85 164.75 -0.10 -0.1% 164.36
Range 0.67 0.24 -0.43 -64.2% 1.12
ATR 0.64 0.61 -0.03 -4.5% 0.00
Volume 420,389 454,029 33,640 8.0% 2,415,679
Daily Pivots for day following 24-Aug-2017
Classic Woodie Camarilla DeMark
R4 165.49 165.36 164.88
R3 165.25 165.12 164.82
R2 165.01 165.01 164.79
R1 164.88 164.88 164.77 164.83
PP 164.77 164.77 164.77 164.74
S1 164.64 164.64 164.73 164.59
S2 164.53 164.53 164.71
S3 164.29 164.40 164.68
S4 164.05 164.16 164.62
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
5 164.90 164.00 0.90 0.5% 0.45 0.3% 83% True False 466,864
10 164.90 163.36 1.54 0.9% 0.56 0.3% 90% True False 476,627
20 164.90 161.37 3.53 2.1% 0.61 0.4% 96% True False 489,825
40 164.90 160.31 4.59 2.8% 0.65 0.4% 97% True False 567,871
60 165.55 160.31 5.24 3.2% 0.64 0.4% 85% False False 618,426
80 165.55 160.31 5.24 3.2% 0.63 0.4% 85% False False 478,742
100 165.93 160.31 5.62 3.4% 0.63 0.4% 79% False False 384,754
120 165.93 160.17 5.76 3.5% 0.65 0.4% 80% False False 320,835
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.14
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 165.92
2.618 165.53
1.618 165.29
1.000 165.14
0.618 165.05
HIGH 164.90
0.618 164.81
0.500 164.78
0.382 164.75
LOW 164.66
0.618 164.51
1.000 164.42
1.618 164.27
2.618 164.03
4.250 163.64
Fisher Pivots for day following 24-Aug-2017
Pivot 1 day 3 day
R1 164.78 164.67
PP 164.77 164.59
S1 164.76 164.51

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

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