Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 06-Jul-2017
Day Change Summary
Previous Current
05-Jul-2017 06-Jul-2017 Change Change % Previous Week
Open 161.85 161.83 -0.02 0.0% 165.00
High 162.12 161.90 -0.22 -0.1% 165.44
Low 161.54 160.43 -1.11 -0.7% 161.65
Close 161.93 160.50 -1.43 -0.9% 161.87
Range 0.58 1.47 0.89 153.4% 3.79
ATR 0.75 0.80 0.05 7.2% 0.00
Volume 1,225,545 782,710 -442,835 -36.1% 4,950,031
Daily Pivots for day following 06-Jul-2017
Classic Woodie Camarilla DeMark
R4 165.35 164.40 161.31
R3 163.88 162.93 160.90
R2 162.41 162.41 160.77
R1 161.46 161.46 160.63 161.20
PP 160.94 160.94 160.94 160.82
S1 159.99 159.99 160.37 159.73
S2 159.47 159.47 160.23
S3 158.00 158.52 160.10
S4 156.53 157.05 159.69
Weekly Pivots for week ending 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 174.36 171.90 163.95
R3 170.57 168.11 162.91
R2 166.78 166.78 162.56
R1 164.32 164.32 162.22 163.66
PP 162.99 162.99 162.99 162.65
S1 160.53 160.53 161.52 159.87
S2 159.20 159.20 161.18
S3 155.41 156.74 160.83
S4 151.62 152.95 159.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.31 160.43 2.88 1.8% 1.01 0.6% 2% False True 796,115
10 165.44 160.43 5.01 3.1% 0.96 0.6% 1% False True 840,511
20 165.55 160.43 5.12 3.2% 0.76 0.5% 1% False True 707,073
40 165.55 160.43 5.12 3.2% 0.66 0.4% 1% False True 486,441
60 165.93 160.43 5.50 3.4% 0.65 0.4% 1% False True 328,629
80 165.93 160.17 5.76 3.6% 0.66 0.4% 6% False False 247,061
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 168.15
2.618 165.75
1.618 164.28
1.000 163.37
0.618 162.81
HIGH 161.90
0.618 161.34
0.500 161.17
0.382 160.99
LOW 160.43
0.618 159.52
1.000 158.96
1.618 158.05
2.618 156.58
4.250 154.18
Fisher Pivots for day following 06-Jul-2017
Pivot 1 day 3 day
R1 161.17 161.38
PP 160.94 161.08
S1 160.72 160.79

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

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