Euro Bund Future June 2017


Trading Metrics calculated at close of trading on 03-May-2017
Day Change Summary
Previous Current
02-May-2017 03-May-2017 Change Change % Previous Week
Open 161.70 161.77 0.07 0.0% 161.52
High 161.81 161.94 0.13 0.1% 162.15
Low 161.45 161.53 0.08 0.0% 160.64
Close 161.69 161.69 0.00 0.0% 161.78
Range 0.36 0.41 0.05 13.9% 1.51
ATR 0.75 0.72 -0.02 -3.2% 0.00
Volume 532,370 792,814 260,444 48.9% 3,627,045
Daily Pivots for day following 03-May-2017
Classic Woodie Camarilla DeMark
R4 162.95 162.73 161.92
R3 162.54 162.32 161.80
R2 162.13 162.13 161.77
R1 161.91 161.91 161.73 161.82
PP 161.72 161.72 161.72 161.67
S1 161.50 161.50 161.65 161.41
S2 161.31 161.31 161.61
S3 160.90 161.09 161.58
S4 160.49 160.68 161.46
Weekly Pivots for week ending 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 166.05 165.43 162.61
R3 164.54 163.92 162.20
R2 163.03 163.03 162.06
R1 162.41 162.41 161.92 162.72
PP 161.52 161.52 161.52 161.68
S1 160.90 160.90 161.64 161.21
S2 160.01 160.01 161.50
S3 158.50 159.39 161.36
S4 156.99 157.88 160.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.15 160.64 1.51 0.9% 0.67 0.4% 70% False False 672,972
10 163.80 160.64 3.16 2.0% 0.69 0.4% 33% False False 717,822
20 163.99 160.64 3.35 2.1% 0.64 0.4% 31% False False 662,362
40 163.99 158.73 5.26 3.3% 0.70 0.4% 56% False False 697,896
60 163.99 158.73 5.26 3.3% 0.69 0.4% 56% False False 528,928
80 163.99 158.24 5.75 3.6% 0.67 0.4% 60% False False 398,562
100 163.99 157.82 6.17 3.8% 0.64 0.4% 63% False False 318,891
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 163.68
2.618 163.01
1.618 162.60
1.000 162.35
0.618 162.19
HIGH 161.94
0.618 161.78
0.500 161.74
0.382 161.69
LOW 161.53
0.618 161.28
1.000 161.12
1.618 160.87
2.618 160.46
4.250 159.79
Fisher Pivots for day following 03-May-2017
Pivot 1 day 3 day
R1 161.74 161.67
PP 161.72 161.64
S1 161.71 161.62

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

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