Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 22-Aug-2017
Day Change Summary
Previous Current
21-Aug-2017 22-Aug-2017 Change Change % Previous Week
Open 161.24 161.52 0.28 0.2% 161.54
High 161.69 161.61 -0.08 0.0% 161.61
Low 161.22 161.27 0.05 0.0% 160.50
Close 161.58 161.59 0.01 0.0% 161.49
Range 0.47 0.34 -0.13 -27.7% 1.11
ATR 0.60 0.58 -0.02 -3.1% 0.00
Volume 44,767 34,707 -10,060 -22.5% 69,443
Daily Pivots for day following 22-Aug-2017
Classic Woodie Camarilla DeMark
R4 162.51 162.39 161.78
R3 162.17 162.05 161.68
R2 161.83 161.83 161.65
R1 161.71 161.71 161.62 161.77
PP 161.49 161.49 161.49 161.52
S1 161.37 161.37 161.56 161.43
S2 161.15 161.15 161.53
S3 160.81 161.03 161.50
S4 160.47 160.69 161.40
Weekly Pivots for week ending 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 164.53 164.12 162.10
R3 163.42 163.01 161.80
R2 162.31 162.31 161.69
R1 161.90 161.90 161.59 161.55
PP 161.20 161.20 161.20 161.03
S1 160.79 160.79 161.39 160.44
S2 160.09 160.09 161.29
S3 158.98 159.68 161.18
S4 157.87 158.57 160.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.69 160.50 1.19 0.7% 0.49 0.3% 92% False False 25,825
10 161.95 160.41 1.54 1.0% 0.55 0.3% 77% False False 18,215
20 161.95 158.53 3.42 2.1% 0.55 0.3% 89% False False 11,188
40 161.95 157.51 4.44 2.7% 0.58 0.4% 92% False False 6,458
60 162.72 157.51 5.21 3.2% 0.52 0.3% 78% False False 4,324
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 163.06
2.618 162.50
1.618 162.16
1.000 161.95
0.618 161.82
HIGH 161.61
0.618 161.48
0.500 161.44
0.382 161.40
LOW 161.27
0.618 161.06
1.000 160.93
1.618 160.72
2.618 160.38
4.250 159.83
Fisher Pivots for day following 22-Aug-2017
Pivot 1 day 3 day
R1 161.54 161.53
PP 161.49 161.47
S1 161.44 161.42

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

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