Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 27-Jul-2017
Day Change Summary
Previous Current
26-Jul-2017 27-Jul-2017 Change Change % Previous Week
Open 161.71 162.01 0.30 0.2% 161.08
High 162.10 162.50 0.40 0.2% 162.56
Low 161.64 161.95 0.31 0.2% 161.06
Close 161.78 162.23 0.45 0.3% 162.48
Range 0.46 0.55 0.09 19.6% 1.50
ATR 0.68 0.68 0.00 0.5% 0.00
Volume 572,932 724,186 151,254 26.4% 2,937,784
Daily Pivots for day following 27-Jul-2017
Classic Woodie Camarilla DeMark
R4 163.88 163.60 162.53
R3 163.33 163.05 162.38
R2 162.78 162.78 162.33
R1 162.50 162.50 162.28 162.64
PP 162.23 162.23 162.23 162.30
S1 161.95 161.95 162.18 162.09
S2 161.68 161.68 162.13
S3 161.13 161.40 162.08
S4 160.58 160.85 161.93
Weekly Pivots for week ending 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 166.53 166.01 163.31
R3 165.03 164.51 162.89
R2 163.53 163.53 162.76
R1 163.01 163.01 162.62 163.27
PP 162.03 162.03 162.03 162.17
S1 161.51 161.51 162.34 161.77
S2 160.53 160.53 162.21
S3 159.03 160.01 162.07
S4 157.53 158.51 161.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.67 161.56 1.11 0.7% 0.60 0.4% 60% False False 564,141
10 162.67 161.06 1.61 1.0% 0.57 0.4% 73% False False 575,741
20 163.31 160.31 3.00 1.8% 0.69 0.4% 64% False False 645,918
40 165.55 160.31 5.24 3.2% 0.65 0.4% 37% False False 682,727
60 165.55 160.31 5.24 3.2% 0.64 0.4% 37% False False 475,048
80 165.93 160.31 5.62 3.5% 0.64 0.4% 34% False False 358,487
100 165.93 160.17 5.76 3.6% 0.65 0.4% 36% False False 287,037
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 164.84
2.618 163.94
1.618 163.39
1.000 163.05
0.618 162.84
HIGH 162.50
0.618 162.29
0.500 162.23
0.382 162.16
LOW 161.95
0.618 161.61
1.000 161.40
1.618 161.06
2.618 160.51
4.250 159.61
Fisher Pivots for day following 27-Jul-2017
Pivot 1 day 3 day
R1 162.23 162.17
PP 162.23 162.12
S1 162.23 162.06

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

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