Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 19-Sep-2017
Day Change Summary
Previous Current
18-Sep-2017 19-Sep-2017 Change Change % Previous Week
Open 161.26 161.01 -0.25 -0.2% 162.85
High 161.42 161.37 -0.05 0.0% 162.89
Low 160.86 160.92 0.06 0.0% 161.07
Close 160.94 161.09 0.15 0.1% 161.19
Range 0.56 0.45 -0.11 -19.6% 1.82
ATR 0.62 0.61 -0.01 -2.0% 0.00
Volume 633,450 530,232 -103,218 -16.3% 3,341,470
Daily Pivots for day following 19-Sep-2017
Classic Woodie Camarilla DeMark
R4 162.48 162.23 161.34
R3 162.03 161.78 161.21
R2 161.58 161.58 161.17
R1 161.33 161.33 161.13 161.46
PP 161.13 161.13 161.13 161.19
S1 160.88 160.88 161.05 161.01
S2 160.68 160.68 161.01
S3 160.23 160.43 160.97
S4 159.78 159.98 160.84
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
5 162.07 160.86 1.21 0.8% 0.58 0.4% 19% False False 625,581
10 163.43 160.86 2.57 1.6% 0.63 0.4% 9% False False 646,885
20 163.43 160.86 2.57 1.6% 0.58 0.4% 9% False False 464,323
40 163.43 158.53 4.90 3.0% 0.58 0.4% 52% False False 236,936
60 163.43 157.51 5.92 3.7% 0.60 0.4% 60% False False 158,506
80 163.43 157.51 5.92 3.7% 0.53 0.3% 60% False False 118,890
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 163.28
2.618 162.55
1.618 162.10
1.000 161.82
0.618 161.65
HIGH 161.37
0.618 161.20
0.500 161.15
0.382 161.09
LOW 160.92
0.618 160.64
1.000 160.47
1.618 160.19
2.618 159.74
4.250 159.01
Fisher Pivots for day following 19-Sep-2017
Pivot 1 day 3 day
R1 161.15 161.34
PP 161.13 161.26
S1 161.11 161.17

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

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