Euro Bund Future June 2017


Trading Metrics calculated at close of trading on 31-May-2017
Day Change Summary
Previous Current
30-May-2017 31-May-2017 Change Change % Previous Week
Open 162.29 162.42 0.13 0.1% 161.22
High 162.43 162.45 0.02 0.0% 161.88
Low 162.06 162.07 0.01 0.0% 160.59
Close 162.33 162.32 -0.01 0.0% 161.79
Range 0.37 0.38 0.01 2.7% 1.29
ATR 0.64 0.62 -0.02 -2.9% 0.00
Volume 953,498 889,487 -64,011 -6.7% 2,766,724
Daily Pivots for day following 31-May-2017
Classic Woodie Camarilla DeMark
R4 163.42 163.25 162.53
R3 163.04 162.87 162.42
R2 162.66 162.66 162.39
R1 162.49 162.49 162.35 162.39
PP 162.28 162.28 162.28 162.23
S1 162.11 162.11 162.29 162.01
S2 161.90 161.90 162.25
S3 161.52 161.73 162.22
S4 161.14 161.35 162.11
Weekly Pivots for week ending 26-May-2017
Classic Woodie Camarilla DeMark
R4 165.29 164.83 162.50
R3 164.00 163.54 162.14
R2 162.71 162.71 162.03
R1 162.25 162.25 161.91 162.48
PP 161.42 161.42 161.42 161.54
S1 160.96 160.96 161.67 161.19
S2 160.13 160.13 161.55
S3 158.84 159.67 161.44
S4 157.55 158.38 161.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.45 161.02 1.43 0.9% 0.47 0.3% 91% True False 704,117
10 162.45 160.59 1.86 1.1% 0.55 0.3% 93% True False 642,706
20 162.45 160.00 2.45 1.5% 0.60 0.4% 95% True False 683,518
40 163.99 160.00 3.99 2.5% 0.62 0.4% 58% False False 672,940
60 163.99 158.73 5.26 3.2% 0.66 0.4% 68% False False 693,103
80 163.99 158.73 5.26 3.2% 0.67 0.4% 68% False False 567,575
100 163.99 158.24 5.75 3.5% 0.66 0.4% 71% False False 455,553
120 163.99 157.82 6.17 3.8% 0.63 0.4% 73% False False 379,662
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 164.07
2.618 163.44
1.618 163.06
1.000 162.83
0.618 162.68
HIGH 162.45
0.618 162.30
0.500 162.26
0.382 162.22
LOW 162.07
0.618 161.84
1.000 161.69
1.618 161.46
2.618 161.08
4.250 160.46
Fisher Pivots for day following 31-May-2017
Pivot 1 day 3 day
R1 162.30 162.24
PP 162.28 162.15
S1 162.26 162.07

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

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