Euro Bund Future December 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 161.48 162.04 0.56 0.3% 161.54
High 162.03 162.04 0.01 0.0% 161.61
Low 161.37 161.80 0.43 0.3% 160.50
Close 162.00 161.89 -0.11 -0.1% 161.49
Range 0.66 0.24 -0.42 -63.6% 1.11
ATR 0.59 0.56 -0.02 -4.2% 0.00
Volume 33,194 25,618 -7,576 -22.8% 69,443
Daily Pivots for day following 24-Aug-2017
Classic Woodie Camarilla DeMark
R4 162.63 162.50 162.02
R3 162.39 162.26 161.96
R2 162.15 162.15 161.93
R1 162.02 162.02 161.91 161.97
PP 161.91 161.91 161.91 161.88
S1 161.78 161.78 161.87 161.73
S2 161.67 161.67 161.85
S3 161.43 161.54 161.82
S4 161.19 161.30 161.76
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
5 162.04 161.14 0.90 0.6% 0.44 0.3% 83% True False 32,398
10 162.04 160.50 1.54 1.0% 0.51 0.3% 90% True False 21,237
20 162.04 158.53 3.51 2.2% 0.56 0.3% 96% True False 13,900
40 162.04 157.51 4.53 2.8% 0.55 0.3% 97% True False 7,886
60 162.72 157.51 5.21 3.2% 0.53 0.3% 84% False False 5,304
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 True
Stretch 0.11
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 163.06
2.618 162.67
1.618 162.43
1.000 162.28
0.618 162.19
HIGH 162.04
0.618 161.95
0.500 161.92
0.382 161.89
LOW 161.80
0.618 161.65
1.000 161.56
1.618 161.41
2.618 161.17
4.250 160.78
Fisher Pivots for day following 24-Aug-2017
Pivot 1 day 3 day
R1 161.92 161.81
PP 161.91 161.73
S1 161.90 161.66

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

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