Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 11-Sep-2017
Day Change Summary
Previous Current
08-Sep-2017 11-Sep-2017 Change Change % Previous Week
Open 163.40 162.85 -0.55 -0.3% 162.16
High 163.43 162.89 -0.54 -0.3% 163.43
Low 162.82 162.64 -0.18 -0.1% 161.96
Close 162.96 162.77 -0.19 -0.1% 162.96
Range 0.61 0.25 -0.36 -59.0% 1.47
ATR 0.62 0.59 -0.02 -3.4% 0.00
Volume 459,138 757,283 298,145 64.9% 2,962,693
Daily Pivots for day following 11-Sep-2017
Classic Woodie Camarilla DeMark
R4 163.52 163.39 162.91
R3 163.27 163.14 162.84
R2 163.02 163.02 162.82
R1 162.89 162.89 162.79 162.83
PP 162.77 162.77 162.77 162.74
S1 162.64 162.64 162.75 162.58
S2 162.52 162.52 162.72
S3 162.27 162.39 162.70
S4 162.02 162.14 162.63
Weekly Pivots for week ending 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 167.19 166.55 163.77
R3 165.72 165.08 163.36
R2 164.25 164.25 163.23
R1 163.61 163.61 163.09 163.93
PP 162.78 162.78 162.78 162.95
S1 162.14 162.14 162.83 162.46
S2 161.31 161.31 162.69
S3 159.84 160.67 162.56
S4 158.37 159.20 162.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.43 161.96 1.47 0.9% 0.69 0.4% 55% False False 743,995
10 163.43 161.65 1.78 1.1% 0.60 0.4% 63% False False 534,488
20 163.43 160.50 2.93 1.8% 0.55 0.3% 77% False False 282,640
40 163.43 158.28 5.15 3.2% 0.54 0.3% 87% False False 143,514
60 163.43 157.51 5.92 3.6% 0.56 0.3% 89% False False 96,050
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 False
Stretch 0.08
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 163.95
2.618 163.54
1.618 163.29
1.000 163.14
0.618 163.04
HIGH 162.89
0.618 162.79
0.500 162.77
0.382 162.74
LOW 162.64
0.618 162.49
1.000 162.39
1.618 162.24
2.618 161.99
4.250 161.58
Fisher Pivots for day following 11-Sep-2017
Pivot 1 day 3 day
R1 162.77 162.83
PP 162.77 162.81
S1 162.77 162.79

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

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