Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 27-Jun-2017
Day Change Summary
Previous Current
26-Jun-2017 27-Jun-2017 Change Change % Previous Week
Open 165.00 165.13 0.13 0.1% 164.68
High 165.44 165.33 -0.11 -0.1% 165.29
Low 164.99 163.13 -1.86 -1.1% 164.43
Close 165.14 163.75 -1.39 -0.8% 165.07
Range 0.45 2.20 1.75 388.9% 0.86
ATR 0.53 0.65 0.12 22.7% 0.00
Volume 1,120,069 1,223,067 102,998 9.2% 2,830,628
Daily Pivots for day following 27-Jun-2017
Classic Woodie Camarilla DeMark
R4 170.67 169.41 164.96
R3 168.47 167.21 164.36
R2 166.27 166.27 164.15
R1 165.01 165.01 163.95 164.54
PP 164.07 164.07 164.07 163.84
S1 162.81 162.81 163.55 162.34
S2 161.87 161.87 163.35
S3 159.67 160.61 163.15
S4 157.47 158.41 162.54
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 167.51 167.15 165.54
R3 166.65 166.29 165.31
R2 165.79 165.79 165.23
R1 165.43 165.43 165.15 165.61
PP 164.93 164.93 164.93 165.02
S1 164.57 164.57 164.99 164.75
S2 164.07 164.07 164.91
S3 163.21 163.71 164.83
S4 162.35 162.85 164.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.44 163.13 2.31 1.4% 0.75 0.5% 27% False True 801,919
10 165.55 163.13 2.42 1.5% 0.69 0.4% 26% False True 695,505
20 165.55 163.13 2.42 1.5% 0.57 0.3% 26% False True 680,449
40 165.55 161.68 3.87 2.4% 0.59 0.4% 53% False False 363,538
60 165.93 161.68 4.25 2.6% 0.60 0.4% 49% False False 245,159
80 165.93 160.17 5.76 3.5% 0.64 0.4% 62% False False 184,162
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 0.14
Widest range in 84 trading days
Fibonacci Retracements and Extensions
4.250 174.68
2.618 171.09
1.618 168.89
1.000 167.53
0.618 166.69
HIGH 165.33
0.618 164.49
0.500 164.23
0.382 163.97
LOW 163.13
0.618 161.77
1.000 160.93
1.618 159.57
2.618 157.37
4.250 153.78
Fisher Pivots for day following 27-Jun-2017
Pivot 1 day 3 day
R1 164.23 164.29
PP 164.07 164.11
S1 163.91 163.93

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

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