Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 06-Sep-2017
Day Change Summary
Previous Current
05-Sep-2017 06-Sep-2017 Change Change % Previous Week
Open 162.16 162.79 0.63 0.4% 161.95
High 162.93 162.84 -0.09 -0.1% 162.81
Low 161.96 162.24 0.28 0.2% 161.65
Close 162.64 162.57 -0.07 0.0% 161.99
Range 0.97 0.60 -0.37 -38.1% 1.16
ATR 0.58 0.58 0.00 0.2% 0.00
Volume 998,993 879,379 -119,614 -12.0% 1,624,907
Daily Pivots for day following 06-Sep-2017
Classic Woodie Camarilla DeMark
R4 164.35 164.06 162.90
R3 163.75 163.46 162.74
R2 163.15 163.15 162.68
R1 162.86 162.86 162.63 162.71
PP 162.55 162.55 162.55 162.47
S1 162.26 162.26 162.52 162.11
S2 161.95 161.95 162.46
S3 161.35 161.66 162.41
S4 160.75 161.06 162.24
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% 0.62 0.4% 72% False False 652,746
10 162.93 161.37 1.56 1.0% 0.55 0.3% 77% False False 366,228
20 162.93 160.41 2.52 1.6% 0.55 0.3% 86% False False 192,222
40 162.93 158.03 4.90 3.0% 0.55 0.3% 93% False False 97,689
60 162.93 157.51 5.42 3.3% 0.56 0.3% 93% False False 65,357
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 165.39
2.618 164.41
1.618 163.81
1.000 163.44
0.618 163.21
HIGH 162.84
0.618 162.61
0.500 162.54
0.382 162.47
LOW 162.24
0.618 161.87
1.000 161.64
1.618 161.27
2.618 160.67
4.250 159.69
Fisher Pivots for day following 06-Sep-2017
Pivot 1 day 3 day
R1 162.56 162.48
PP 162.55 162.38
S1 162.54 162.29

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

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