Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 01-Aug-2017
Day Change Summary
Previous Current
31-Jul-2017 01-Aug-2017 Change Change % Previous Week
Open 162.08 161.88 -0.20 -0.1% 162.34
High 162.19 162.94 0.75 0.5% 162.67
Low 161.72 161.82 0.10 0.1% 161.37
Close 161.95 162.80 0.85 0.5% 161.98
Range 0.47 1.12 0.65 138.3% 1.30
ATR 0.69 0.72 0.03 4.5% 0.00
Volume 684,128 493,841 -190,287 -27.8% 2,962,885
Daily Pivots for day following 01-Aug-2017
Classic Woodie Camarilla DeMark
R4 165.88 165.46 163.42
R3 164.76 164.34 163.11
R2 163.64 163.64 163.01
R1 163.22 163.22 162.90 163.43
PP 162.52 162.52 162.52 162.63
S1 162.10 162.10 162.70 162.31
S2 161.40 161.40 162.59
S3 160.28 160.98 162.49
S4 159.16 159.86 162.18
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 165.91 165.24 162.70
R3 164.61 163.94 162.34
R2 163.31 163.31 162.22
R1 162.64 162.64 162.10 162.33
PP 162.01 162.01 162.01 161.85
S1 161.34 161.34 161.86 161.03
S2 160.71 160.71 161.74
S3 159.41 160.04 161.62
S4 158.11 158.74 161.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.94 161.37 1.57 1.0% 0.72 0.4% 91% True False 597,481
10 162.94 161.37 1.57 1.0% 0.66 0.4% 91% True False 597,938
20 162.94 160.31 2.63 1.6% 0.67 0.4% 95% True False 631,817
40 165.55 160.31 5.24 3.2% 0.69 0.4% 48% False False 661,092
60 165.55 160.31 5.24 3.2% 0.64 0.4% 48% False False 501,908
80 165.93 160.31 5.62 3.5% 0.64 0.4% 44% False False 379,459
100 165.93 160.17 5.76 3.5% 0.66 0.4% 46% False False 303,931
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 18 trading days
Fibonacci Retracements and Extensions
4.250 167.70
2.618 165.87
1.618 164.75
1.000 164.06
0.618 163.63
HIGH 162.94
0.618 162.51
0.500 162.38
0.382 162.25
LOW 161.82
0.618 161.13
1.000 160.70
1.618 160.01
2.618 158.89
4.250 157.06
Fisher Pivots for day following 01-Aug-2017
Pivot 1 day 3 day
R1 162.66 162.59
PP 162.52 162.37
S1 162.38 162.16

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.