Euro Bund Future June 2017


Trading Metrics calculated at close of trading on 27-Mar-2017
Day Change Summary
Previous Current
24-Mar-2017 27-Mar-2017 Change Change % Previous Week
Open 159.94 160.51 0.57 0.4% 159.93
High 160.35 161.00 0.65 0.4% 160.47
Low 159.73 160.23 0.50 0.3% 159.12
Close 160.22 160.26 0.04 0.0% 160.22
Range 0.62 0.77 0.15 24.2% 1.35
ATR 0.78 0.78 0.00 0.0% 0.00
Volume 710,691 672,586 -38,105 -5.4% 3,703,375
Daily Pivots for day following 27-Mar-2017
Classic Woodie Camarilla DeMark
R4 162.81 162.30 160.68
R3 162.04 161.53 160.47
R2 161.27 161.27 160.40
R1 160.76 160.76 160.33 160.63
PP 160.50 160.50 160.50 160.43
S1 159.99 159.99 160.19 159.86
S2 159.73 159.73 160.12
S3 158.96 159.22 160.05
S4 158.19 158.45 159.84
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 163.99 163.45 160.96
R3 162.64 162.10 160.59
R2 161.29 161.29 160.47
R1 160.75 160.75 160.34 161.02
PP 159.94 159.94 159.94 160.07
S1 159.40 159.40 160.10 159.67
S2 158.59 158.59 159.97
S3 157.24 158.05 159.85
S4 155.89 156.70 159.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.00 159.12 1.88 1.2% 0.68 0.4% 61% True False 698,963
10 161.00 158.73 2.27 1.4% 0.79 0.5% 67% True False 705,078
20 162.98 158.73 4.25 2.7% 0.80 0.5% 36% False False 750,142
40 163.12 158.40 4.72 2.9% 0.73 0.5% 39% False False 395,106
60 163.12 158.24 4.88 3.0% 0.70 0.4% 41% False False 265,052
80 163.12 157.28 5.84 3.6% 0.65 0.4% 51% False False 198,810
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 164.27
2.618 163.02
1.618 162.25
1.000 161.77
0.618 161.48
HIGH 161.00
0.618 160.71
0.500 160.62
0.382 160.52
LOW 160.23
0.618 159.75
1.000 159.46
1.618 158.98
2.618 158.21
4.250 156.96
Fisher Pivots for day following 27-Mar-2017
Pivot 1 day 3 day
R1 160.62 160.37
PP 160.50 160.33
S1 160.38 160.30

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

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