Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 14-Jun-2017
Day Change Summary
Previous Current
13-Jun-2017 14-Jun-2017 Change Change % Previous Week
Open 165.09 165.05 -0.04 0.0% 164.59
High 165.13 165.55 0.42 0.3% 165.18
Low 164.72 164.83 0.11 0.1% 164.32
Close 164.93 165.46 0.53 0.3% 164.87
Range 0.41 0.72 0.31 75.6% 0.86
ATR 0.55 0.57 0.01 2.1% 0.00
Volume 682,882 768,892 86,010 12.6% 3,854,871
Daily Pivots for day following 14-Jun-2017
Classic Woodie Camarilla DeMark
R4 167.44 167.17 165.86
R3 166.72 166.45 165.66
R2 166.00 166.00 165.59
R1 165.73 165.73 165.53 165.87
PP 165.28 165.28 165.28 165.35
S1 165.01 165.01 165.39 165.15
S2 164.56 164.56 165.33
S3 163.84 164.29 165.26
S4 163.12 163.57 165.06
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 167.37 166.98 165.34
R3 166.51 166.12 165.11
R2 165.65 165.65 165.03
R1 165.26 165.26 164.95 165.46
PP 164.79 164.79 164.79 164.89
S1 164.40 164.40 164.79 164.60
S2 163.93 163.93 164.71
S3 163.07 163.54 164.63
S4 162.21 162.68 164.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.55 164.50 1.05 0.6% 0.53 0.3% 91% True False 584,421
10 165.55 163.89 1.66 1.0% 0.48 0.3% 95% True False 715,192
20 165.55 162.39 3.16 1.9% 0.53 0.3% 97% True False 404,706
40 165.73 161.68 4.05 2.4% 0.60 0.4% 93% False False 210,780
60 165.93 160.60 5.33 3.2% 0.59 0.4% 91% False False 142,316
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 168.61
2.618 167.43
1.618 166.71
1.000 166.27
0.618 165.99
HIGH 165.55
0.618 165.27
0.500 165.19
0.382 165.11
LOW 164.83
0.618 164.39
1.000 164.11
1.618 163.67
2.618 162.95
4.250 161.77
Fisher Pivots for day following 14-Jun-2017
Pivot 1 day 3 day
R1 165.37 165.35
PP 165.28 165.24
S1 165.19 165.14

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

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