Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 15-Sep-2017
Day Change Summary
Previous Current
14-Sep-2017 15-Sep-2017 Change Change % Previous Week
Open 161.71 161.77 0.06 0.0% 162.85
High 162.05 161.82 -0.23 -0.1% 162.89
Low 161.37 161.07 -0.30 -0.2% 161.07
Close 161.56 161.19 -0.37 -0.2% 161.19
Range 0.68 0.75 0.07 10.3% 1.82
ATR 0.62 0.63 0.01 1.5% 0.00
Volume 676,738 553,500 -123,238 -18.2% 3,341,470
Daily Pivots for day following 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 163.61 163.15 161.60
R3 162.86 162.40 161.40
R2 162.11 162.11 161.33
R1 161.65 161.65 161.26 161.51
PP 161.36 161.36 161.36 161.29
S1 160.90 160.90 161.12 160.76
S2 160.61 160.61 161.05
S3 159.86 160.15 160.98
S4 159.11 159.40 160.78
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 167.18 166.00 162.19
R3 165.36 164.18 161.69
R2 163.54 163.54 161.52
R1 162.36 162.36 161.36 162.04
PP 161.72 161.72 161.72 161.56
S1 160.54 160.54 161.02 160.22
S2 159.90 159.90 160.86
S3 158.08 158.72 160.69
S4 156.26 156.90 160.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.89 161.07 1.82 1.1% 0.62 0.4% 7% False True 668,294
10 163.43 161.07 2.36 1.5% 0.70 0.4% 5% False True 705,496
20 163.43 161.07 2.36 1.5% 0.57 0.4% 5% False True 409,562
40 163.43 158.53 4.90 3.0% 0.57 0.4% 54% False False 207,934
60 163.43 157.51 5.92 3.7% 0.60 0.4% 62% False False 139,118
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 0.10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 165.01
2.618 163.78
1.618 163.03
1.000 162.57
0.618 162.28
HIGH 161.82
0.618 161.53
0.500 161.45
0.382 161.36
LOW 161.07
0.618 160.61
1.000 160.32
1.618 159.86
2.618 159.11
4.250 157.88
Fisher Pivots for day following 15-Sep-2017
Pivot 1 day 3 day
R1 161.45 161.57
PP 161.36 161.44
S1 161.28 161.32

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

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