Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 12-Sep-2017
Day Change Summary
Previous Current
11-Sep-2017 12-Sep-2017 Change Change % Previous Week
Open 162.85 162.67 -0.18 -0.1% 162.16
High 162.89 162.70 -0.19 -0.1% 163.43
Low 162.64 161.73 -0.91 -0.6% 161.96
Close 162.77 161.87 -0.90 -0.6% 162.96
Range 0.25 0.97 0.72 288.0% 1.47
ATR 0.59 0.63 0.03 5.4% 0.00
Volume 757,283 619,964 -137,319 -18.1% 2,962,693
Daily Pivots for day following 12-Sep-2017
Classic Woodie Camarilla DeMark
R4 165.01 164.41 162.40
R3 164.04 163.44 162.14
R2 163.07 163.07 162.05
R1 162.47 162.47 161.96 162.29
PP 162.10 162.10 162.10 162.01
S1 161.50 161.50 161.78 161.32
S2 161.13 161.13 161.69
S3 160.16 160.53 161.60
S4 159.19 159.56 161.34
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
5 163.43 161.73 1.70 1.1% 0.69 0.4% 8% False True 668,189
10 163.43 161.65 1.78 1.1% 0.66 0.4% 12% False False 586,865
20 163.43 160.50 2.93 1.8% 0.57 0.4% 47% False False 313,077
40 163.43 158.48 4.95 3.1% 0.56 0.3% 68% False False 158,939
60 163.43 157.51 5.92 3.7% 0.58 0.4% 74% False False 106,382
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.07
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 166.82
2.618 165.24
1.618 164.27
1.000 163.67
0.618 163.30
HIGH 162.70
0.618 162.33
0.500 162.22
0.382 162.10
LOW 161.73
0.618 161.13
1.000 160.76
1.618 160.16
2.618 159.19
4.250 157.61
Fisher Pivots for day following 12-Sep-2017
Pivot 1 day 3 day
R1 162.22 162.58
PP 162.10 162.34
S1 161.99 162.11

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

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