Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 05-Sep-2017
Day Change Summary
Previous Current
01-Sep-2017 05-Sep-2017 Change Change % Previous Week
Open 162.28 162.16 -0.12 -0.1% 161.95
High 162.35 162.93 0.58 0.4% 162.81
Low 161.65 161.96 0.31 0.2% 161.65
Close 161.99 162.64 0.65 0.4% 161.99
Range 0.70 0.97 0.27 38.6% 1.16
ATR 0.55 0.58 0.03 5.4% 0.00
Volume 750,805 998,993 248,188 33.1% 1,624,907
Daily Pivots for day following 05-Sep-2017
Classic Woodie Camarilla DeMark
R4 165.42 165.00 163.17
R3 164.45 164.03 162.91
R2 163.48 163.48 162.82
R1 163.06 163.06 162.73 163.27
PP 162.51 162.51 162.51 162.62
S1 162.09 162.09 162.55 162.30
S2 161.54 161.54 162.46
S3 160.57 161.12 162.37
S4 159.60 160.15 162.11
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
5 162.93 161.65 1.28 0.8% 0.63 0.4% 77% True False 505,541
10 162.93 161.27 1.66 1.0% 0.52 0.3% 83% True False 281,761
20 162.93 160.18 2.75 1.7% 0.54 0.3% 89% True False 148,628
40 162.93 157.71 5.22 3.2% 0.54 0.3% 94% True False 75,737
60 162.93 157.51 5.42 3.3% 0.55 0.3% 95% True False 50,701
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 0.10
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 167.05
2.618 165.47
1.618 164.50
1.000 163.90
0.618 163.53
HIGH 162.93
0.618 162.56
0.500 162.45
0.382 162.33
LOW 161.96
0.618 161.36
1.000 160.99
1.618 160.39
2.618 159.42
4.250 157.84
Fisher Pivots for day following 05-Sep-2017
Pivot 1 day 3 day
R1 162.58 162.52
PP 162.51 162.41
S1 162.45 162.29

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

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