Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 11-Jul-2017
Day Change Summary
Previous Current
10-Jul-2017 11-Jul-2017 Change Change % Previous Week
Open 157.77 157.97 0.20 0.1% 158.72
High 158.24 158.06 -0.18 -0.1% 159.33
Low 157.77 157.71 -0.06 0.0% 157.51
Close 158.08 157.83 -0.25 -0.2% 157.64
Range 0.47 0.35 -0.12 -25.5% 1.82
ATR 0.64 0.62 -0.02 -3.0% 0.00
Volume 5,033 1,316 -3,717 -73.9% 4,753
Daily Pivots for day following 11-Jul-2017
Classic Woodie Camarilla DeMark
R4 158.92 158.72 158.02
R3 158.57 158.37 157.93
R2 158.22 158.22 157.89
R1 158.02 158.02 157.86 157.95
PP 157.87 157.87 157.87 157.83
S1 157.67 157.67 157.80 157.60
S2 157.52 157.52 157.77
S3 157.17 157.32 157.73
S4 156.82 156.97 157.64
Weekly Pivots for week ending 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 163.62 162.45 158.64
R3 161.80 160.63 158.14
R2 159.98 159.98 157.97
R1 158.81 158.81 157.81 158.49
PP 158.16 158.16 158.16 158.00
S1 156.99 156.99 157.47 156.67
S2 156.34 156.34 157.31
S3 154.52 155.17 157.14
S4 152.70 153.35 156.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.19 157.51 1.68 1.1% 0.61 0.4% 19% False False 1,897
10 160.95 157.51 3.44 2.2% 0.67 0.4% 9% False False 1,305
20 162.48 157.51 4.97 3.1% 0.58 0.4% 6% False False 694
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.07
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 159.55
2.618 158.98
1.618 158.63
1.000 158.41
0.618 158.28
HIGH 158.06
0.618 157.93
0.500 157.89
0.382 157.84
LOW 157.71
0.618 157.49
1.000 157.36
1.618 157.14
2.618 156.79
4.250 156.22
Fisher Pivots for day following 11-Jul-2017
Pivot 1 day 3 day
R1 157.89 157.88
PP 157.87 157.86
S1 157.85 157.85

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

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