Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 13-Sep-2017
Day Change Summary
Previous Current
12-Sep-2017 13-Sep-2017 Change Change % Previous Week
Open 162.67 161.96 -0.71 -0.4% 162.16
High 162.70 162.07 -0.63 -0.4% 163.43
Low 161.73 161.62 -0.11 -0.1% 161.96
Close 161.87 161.72 -0.15 -0.1% 162.96
Range 0.97 0.45 -0.52 -53.6% 1.47
ATR 0.63 0.61 -0.01 -2.0% 0.00
Volume 619,964 733,985 114,021 18.4% 2,962,693
Daily Pivots for day following 13-Sep-2017
Classic Woodie Camarilla DeMark
R4 163.15 162.89 161.97
R3 162.70 162.44 161.84
R2 162.25 162.25 161.80
R1 161.99 161.99 161.76 161.90
PP 161.80 161.80 161.80 161.76
S1 161.54 161.54 161.68 161.45
S2 161.35 161.35 161.64
S3 160.90 161.09 161.60
S4 160.45 160.64 161.47
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
5 163.43 161.62 1.81 1.1% 0.66 0.4% 6% False True 639,110
10 163.43 161.62 1.81 1.1% 0.64 0.4% 6% False True 645,928
20 163.43 160.50 2.93 1.8% 0.56 0.3% 42% False False 349,348
40 163.43 158.53 4.90 3.0% 0.56 0.3% 65% False False 177,245
60 163.43 157.51 5.92 3.7% 0.58 0.4% 71% False False 118,615
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 163.98
2.618 163.25
1.618 162.80
1.000 162.52
0.618 162.35
HIGH 162.07
0.618 161.90
0.500 161.85
0.382 161.79
LOW 161.62
0.618 161.34
1.000 161.17
1.618 160.89
2.618 160.44
4.250 159.71
Fisher Pivots for day following 13-Sep-2017
Pivot 1 day 3 day
R1 161.85 162.26
PP 161.80 162.08
S1 161.76 161.90

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

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