Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 11-May-2017
Day Change Summary
Previous Current
10-May-2017 11-May-2017 Change Change % Previous Week
Open 161.90 162.01 0.11 0.1% 162.83
High 162.54 162.25 -0.29 -0.2% 163.73
Low 161.90 161.68 -0.22 -0.1% 162.05
Close 162.30 162.12 -0.18 -0.1% 162.13
Range 0.64 0.57 -0.07 -10.9% 1.68
ATR 0.72 0.72 -0.01 -1.0% 0.00
Volume 16,188 17,049 861 5.3% 78,901
Daily Pivots for day following 11-May-2017
Classic Woodie Camarilla DeMark
R4 163.73 163.49 162.43
R3 163.16 162.92 162.28
R2 162.59 162.59 162.22
R1 162.35 162.35 162.17 162.47
PP 162.02 162.02 162.02 162.08
S1 161.78 161.78 162.07 161.90
S2 161.45 161.45 162.02
S3 160.88 161.21 161.96
S4 160.31 160.64 161.81
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 167.68 166.58 163.05
R3 166.00 164.90 162.59
R2 164.32 164.32 162.44
R1 163.22 163.22 162.28 162.93
PP 162.64 162.64 162.64 162.49
S1 161.54 161.54 161.98 161.25
S2 160.96 160.96 161.82
S3 159.28 159.86 161.67
S4 157.60 158.18 161.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.91 161.68 1.23 0.8% 0.63 0.4% 36% False True 20,385
10 163.89 161.68 2.21 1.4% 0.68 0.4% 20% False True 16,883
20 165.93 161.68 4.25 2.6% 0.65 0.4% 10% False True 12,770
40 165.93 160.17 5.76 3.6% 0.66 0.4% 34% False False 8,101
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 164.67
2.618 163.74
1.618 163.17
1.000 162.82
0.618 162.60
HIGH 162.25
0.618 162.03
0.500 161.97
0.382 161.90
LOW 161.68
0.618 161.33
1.000 161.11
1.618 160.76
2.618 160.19
4.250 159.26
Fisher Pivots for day following 11-May-2017
Pivot 1 day 3 day
R1 162.07 162.12
PP 162.02 162.11
S1 161.97 162.11

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

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