Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 26-Sep-2017
Day Change Summary
Previous Current
25-Sep-2017 26-Sep-2017 Change Change % Previous Week
Open 161.30 161.93 0.63 0.4% 161.26
High 161.98 161.95 -0.03 0.0% 161.42
Low 161.12 161.62 0.50 0.3% 160.66
Close 161.93 161.71 -0.22 -0.1% 161.12
Range 0.86 0.33 -0.53 -61.6% 0.76
ATR 0.62 0.60 -0.02 -3.3% 0.00
Volume 566,003 1,051,494 485,491 85.8% 3,210,336
Daily Pivots for day following 26-Sep-2017
Classic Woodie Camarilla DeMark
R4 162.75 162.56 161.89
R3 162.42 162.23 161.80
R2 162.09 162.09 161.77
R1 161.90 161.90 161.74 161.83
PP 161.76 161.76 161.76 161.73
S1 161.57 161.57 161.68 161.50
S2 161.43 161.43 161.65
S3 161.10 161.24 161.62
S4 160.77 160.91 161.53
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 163.35 162.99 161.54
R3 162.59 162.23 161.33
R2 161.83 161.83 161.26
R1 161.47 161.47 161.19 161.27
PP 161.07 161.07 161.07 160.97
S1 160.71 160.71 161.05 160.51
S2 160.31 160.31 160.98
S3 159.55 159.95 160.91
S4 158.79 159.19 160.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.98 160.66 1.32 0.8% 0.55 0.3% 80% False False 732,830
10 162.07 160.66 1.41 0.9% 0.57 0.3% 74% False False 679,205
20 163.43 160.66 2.77 1.7% 0.61 0.4% 38% False False 633,035
40 163.43 159.02 4.41 2.7% 0.57 0.4% 61% False False 328,176
60 163.43 157.51 5.92 3.7% 0.56 0.3% 71% False False 219,533
80 163.43 157.51 5.92 3.7% 0.55 0.3% 71% False False 164,692
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.16
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 163.35
2.618 162.81
1.618 162.48
1.000 162.28
0.618 162.15
HIGH 161.95
0.618 161.82
0.500 161.79
0.382 161.75
LOW 161.62
0.618 161.42
1.000 161.29
1.618 161.09
2.618 160.76
4.250 160.22
Fisher Pivots for day following 26-Sep-2017
Pivot 1 day 3 day
R1 161.79 161.62
PP 161.76 161.52
S1 161.74 161.43

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

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