Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 07-Sep-2017
Day Change Summary
Previous Current
06-Sep-2017 07-Sep-2017 Change Change % Previous Week
Open 162.79 162.30 -0.49 -0.3% 161.95
High 162.84 163.24 0.40 0.2% 162.81
Low 162.24 162.22 -0.02 0.0% 161.65
Close 162.57 163.18 0.61 0.4% 161.99
Range 0.60 1.02 0.42 70.0% 1.16
ATR 0.58 0.62 0.03 5.3% 0.00
Volume 879,379 625,183 -254,196 -28.9% 1,624,907
Daily Pivots for day following 07-Sep-2017
Classic Woodie Camarilla DeMark
R4 165.94 165.58 163.74
R3 164.92 164.56 163.46
R2 163.90 163.90 163.37
R1 163.54 163.54 163.27 163.72
PP 162.88 162.88 162.88 162.97
S1 162.52 162.52 163.09 162.70
S2 161.86 161.86 162.99
S3 160.84 161.50 162.90
S4 159.82 160.48 162.62
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
5 163.24 161.65 1.59 1.0% 0.75 0.5% 96% True False 730,328
10 163.24 161.50 1.74 1.1% 0.58 0.4% 97% True False 425,427
20 163.24 160.50 2.74 1.7% 0.57 0.3% 98% True False 222,337
40 163.24 158.20 5.04 3.1% 0.55 0.3% 99% True False 113,202
60 163.24 157.51 5.73 3.5% 0.57 0.4% 99% True False 75,776
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 167.58
2.618 165.91
1.618 164.89
1.000 164.26
0.618 163.87
HIGH 163.24
0.618 162.85
0.500 162.73
0.382 162.61
LOW 162.22
0.618 161.59
1.000 161.20
1.618 160.57
2.618 159.55
4.250 157.89
Fisher Pivots for day following 07-Sep-2017
Pivot 1 day 3 day
R1 163.03 162.99
PP 162.88 162.79
S1 162.73 162.60

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

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