Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 01-Sep-2017
Day Change Summary
Previous Current
31-Aug-2017 01-Sep-2017 Change Change % Previous Week
Open 162.25 162.28 0.03 0.0% 161.95
High 162.42 162.35 -0.07 0.0% 162.81
Low 161.98 161.65 -0.33 -0.2% 161.65
Close 162.21 161.99 -0.22 -0.1% 161.99
Range 0.44 0.70 0.26 59.1% 1.16
ATR 0.54 0.55 0.01 2.1% 0.00
Volume 397,281 750,805 353,524 89.0% 1,624,907
Daily Pivots for day following 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 164.10 163.74 162.38
R3 163.40 163.04 162.18
R2 162.70 162.70 162.12
R1 162.34 162.34 162.05 162.17
PP 162.00 162.00 162.00 161.91
S1 161.64 161.64 161.93 161.47
S2 161.30 161.30 161.86
S3 160.60 160.94 161.80
S4 159.90 160.24 161.61
Weekly Pivots for week ending 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 165.63 164.97 162.63
R3 164.47 163.81 162.31
R2 163.31 163.31 162.20
R1 162.65 162.65 162.10 162.98
PP 162.15 162.15 162.15 162.32
S1 161.49 161.49 161.88 161.82
S2 160.99 160.99 161.78
S3 159.83 160.33 161.67
S4 158.67 159.17 161.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.81 161.65 1.16 0.7% 0.51 0.3% 29% False True 324,981
10 162.81 161.22 1.59 1.0% 0.47 0.3% 48% False False 186,338
20 162.81 159.99 2.82 1.7% 0.51 0.3% 71% False False 99,205
40 162.81 157.71 5.10 3.1% 0.53 0.3% 84% False False 50,888
60 162.81 157.51 5.30 3.3% 0.54 0.3% 85% False False 34,051
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 165.33
2.618 164.18
1.618 163.48
1.000 163.05
0.618 162.78
HIGH 162.35
0.618 162.08
0.500 162.00
0.382 161.92
LOW 161.65
0.618 161.22
1.000 160.95
1.618 160.52
2.618 159.82
4.250 158.68
Fisher Pivots for day following 01-Sep-2017
Pivot 1 day 3 day
R1 162.00 162.04
PP 162.00 162.02
S1 161.99 162.01

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

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