Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 30-May-2017
Day Change Summary
Previous Current
29-May-2017 30-May-2017 Change Change % Previous Week
Open 163.71 164.25 0.54 0.3% 163.04
High 164.27 164.40 0.13 0.1% 163.84
Low 163.60 164.03 0.43 0.3% 162.39
Close 164.25 164.31 0.06 0.0% 163.74
Range 0.67 0.37 -0.30 -44.8% 1.45
ATR 0.68 0.66 -0.02 -3.3% 0.00
Volume 118,510 225,816 107,306 90.5% 288,852
Daily Pivots for day following 30-May-2017
Classic Woodie Camarilla DeMark
R4 165.36 165.20 164.51
R3 164.99 164.83 164.41
R2 164.62 164.62 164.38
R1 164.46 164.46 164.34 164.54
PP 164.25 164.25 164.25 164.29
S1 164.09 164.09 164.28 164.17
S2 163.88 163.88 164.24
S3 163.51 163.72 164.21
S4 163.14 163.35 164.11
Weekly Pivots for week ending 26-May-2017
Classic Woodie Camarilla DeMark
R4 167.67 167.16 164.54
R3 166.22 165.71 164.14
R2 164.77 164.77 164.01
R1 164.26 164.26 163.87 164.52
PP 163.32 163.32 163.32 163.45
S1 162.81 162.81 163.61 163.07
S2 161.87 161.87 163.47
S3 160.42 161.36 163.34
S4 158.97 159.91 162.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.40 162.52 1.88 1.1% 0.50 0.3% 95% True False 107,918
10 164.40 162.23 2.17 1.3% 0.65 0.4% 96% True False 70,380
20 164.40 161.68 2.72 1.7% 0.61 0.4% 97% True False 46,628
40 165.93 161.68 4.25 2.6% 0.62 0.4% 62% False False 27,515
60 165.93 160.17 5.76 3.5% 0.66 0.4% 72% False False 18,733
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 165.97
2.618 165.37
1.618 165.00
1.000 164.77
0.618 164.63
HIGH 164.40
0.618 164.26
0.500 164.22
0.382 164.17
LOW 164.03
0.618 163.80
1.000 163.66
1.618 163.43
2.618 163.06
4.250 162.46
Fisher Pivots for day following 30-May-2017
Pivot 1 day 3 day
R1 164.28 164.15
PP 164.25 163.99
S1 164.22 163.83

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

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