Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 20-Jul-2017
Day Change Summary
Previous Current
19-Jul-2017 20-Jul-2017 Change Change % Previous Week
Open 161.61 161.83 0.22 0.1% 160.44
High 162.03 162.14 0.11 0.1% 161.92
Low 161.57 161.55 -0.02 0.0% 160.44
Close 161.92 161.93 0.01 0.0% 161.14
Range 0.46 0.59 0.13 28.3% 1.48
ATR 0.70 0.69 -0.01 -1.1% 0.00
Volume 908,180 560,203 -347,977 -38.3% 2,948,821
Daily Pivots for day following 20-Jul-2017
Classic Woodie Camarilla DeMark
R4 163.64 163.38 162.25
R3 163.05 162.79 162.09
R2 162.46 162.46 162.04
R1 162.20 162.20 161.98 162.33
PP 161.87 161.87 161.87 161.94
S1 161.61 161.61 161.88 161.74
S2 161.28 161.28 161.82
S3 160.69 161.02 161.77
S4 160.10 160.43 161.61
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 165.61 164.85 161.95
R3 164.13 163.37 161.55
R2 162.65 162.65 161.41
R1 161.89 161.89 161.28 162.27
PP 161.17 161.17 161.17 161.36
S1 160.41 160.41 161.00 160.79
S2 159.69 159.69 160.87
S3 158.21 158.93 160.73
S4 156.73 157.45 160.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.14 161.06 1.08 0.7% 0.55 0.3% 81% True False 587,340
10 162.14 160.31 1.83 1.1% 0.58 0.4% 89% True False 611,709
20 165.44 160.31 5.13 3.2% 0.77 0.5% 32% False False 726,110
40 165.55 160.31 5.24 3.2% 0.64 0.4% 31% False False 630,931
60 165.55 160.31 5.24 3.2% 0.65 0.4% 31% False False 428,893
80 165.93 160.31 5.62 3.5% 0.63 0.4% 29% False False 323,370
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 164.65
2.618 163.68
1.618 163.09
1.000 162.73
0.618 162.50
HIGH 162.14
0.618 161.91
0.500 161.85
0.382 161.78
LOW 161.55
0.618 161.19
1.000 160.96
1.618 160.60
2.618 160.01
4.250 159.04
Fisher Pivots for day following 20-Jul-2017
Pivot 1 day 3 day
R1 161.90 161.85
PP 161.87 161.77
S1 161.85 161.69

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

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