Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 31-Aug-2017
Day Change Summary
Previous Current
30-Aug-2017 31-Aug-2017 Change Change % Previous Week
Open 165.26 165.13 -0.13 -0.1% 164.09
High 165.53 165.29 -0.24 -0.1% 164.90
Low 164.92 164.85 -0.07 0.0% 164.05
Close 165.14 165.08 -0.06 0.0% 164.77
Range 0.61 0.44 -0.17 -27.9% 0.85
ATR 0.60 0.58 -0.01 -1.9% 0.00
Volume 706,070 959,778 253,708 35.9% 2,256,381
Daily Pivots for day following 31-Aug-2017
Classic Woodie Camarilla DeMark
R4 166.39 166.18 165.32
R3 165.95 165.74 165.20
R2 165.51 165.51 165.16
R1 165.30 165.30 165.12 165.19
PP 165.07 165.07 165.07 165.02
S1 164.86 164.86 165.04 164.75
S2 164.63 164.63 165.00
S3 164.19 164.42 164.96
S4 163.75 163.98 164.84
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% 0.52 0.3% 54% False False 685,893
10 165.69 164.00 1.69 1.0% 0.48 0.3% 64% False False 576,378
20 165.69 162.84 2.85 1.7% 0.55 0.3% 79% False False 523,930
40 165.69 160.31 5.38 3.3% 0.59 0.4% 89% False False 554,094
60 165.69 160.31 5.38 3.3% 0.65 0.4% 89% False False 605,087
80 165.69 160.31 5.38 3.3% 0.62 0.4% 89% False False 520,267
100 165.93 160.31 5.62 3.4% 0.63 0.4% 85% False False 418,815
120 165.93 160.17 5.76 3.5% 0.63 0.4% 85% False False 349,405
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 0.12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 167.16
2.618 166.44
1.618 166.00
1.000 165.73
0.618 165.56
HIGH 165.29
0.618 165.12
0.500 165.07
0.382 165.02
LOW 164.85
0.618 164.58
1.000 164.41
1.618 164.14
2.618 163.70
4.250 162.98
Fisher Pivots for day following 31-Aug-2017
Pivot 1 day 3 day
R1 165.08 165.27
PP 165.07 165.21
S1 165.07 165.14

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

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