Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 30-Aug-2017
Day Change Summary
Previous Current
29-Aug-2017 30-Aug-2017 Change Change % Previous Week
Open 165.03 165.26 0.23 0.1% 164.09
High 165.69 165.53 -0.16 -0.1% 164.90
Low 165.00 164.92 -0.08 0.0% 164.05
Close 165.43 165.14 -0.29 -0.2% 164.77
Range 0.69 0.61 -0.08 -11.6% 0.85
ATR 0.59 0.60 0.00 0.2% 0.00
Volume 676,228 706,070 29,842 4.4% 2,256,381
Daily Pivots for day following 30-Aug-2017
Classic Woodie Camarilla DeMark
R4 167.03 166.69 165.48
R3 166.42 166.08 165.31
R2 165.81 165.81 165.25
R1 165.47 165.47 165.20 165.34
PP 165.20 165.20 165.20 165.13
S1 164.86 164.86 165.08 164.73
S2 164.59 164.59 165.03
S3 163.98 164.25 164.97
S4 163.37 163.64 164.80
Weekly Pivots for week ending 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 167.12 166.80 165.24
R3 166.27 165.95 165.00
R2 165.42 165.42 164.93
R1 165.10 165.10 164.85 165.26
PP 164.57 164.57 164.57 164.66
S1 164.25 164.25 164.69 164.41
S2 163.72 163.72 164.61
S3 162.87 163.40 164.54
S4 162.02 162.55 164.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.69 164.36 1.33 0.8% 0.48 0.3% 59% False False 584,743
10 165.69 163.71 1.98 1.2% 0.50 0.3% 72% False False 530,485
20 165.69 162.71 2.98 1.8% 0.57 0.3% 82% False False 500,442
40 165.69 160.31 5.38 3.3% 0.62 0.4% 90% False False 549,667
60 165.69 160.31 5.38 3.3% 0.65 0.4% 90% False False 602,459
80 165.69 160.31 5.38 3.3% 0.63 0.4% 90% False False 508,472
100 165.93 160.31 5.62 3.4% 0.63 0.4% 86% False False 409,282
120 165.93 160.17 5.76 3.5% 0.64 0.4% 86% False False 341,407
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 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 168.12
2.618 167.13
1.618 166.52
1.000 166.14
0.618 165.91
HIGH 165.53
0.618 165.30
0.500 165.23
0.382 165.15
LOW 164.92
0.618 164.54
1.000 164.31
1.618 163.93
2.618 163.32
4.250 162.33
Fisher Pivots for day following 30-Aug-2017
Pivot 1 day 3 day
R1 165.23 165.14
PP 165.20 165.14
S1 165.17 165.14

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

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