Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 10-Aug-2017
Day Change Summary
Previous Current
09-Aug-2017 10-Aug-2017 Change Change % Previous Week
Open 163.28 163.78 0.50 0.3% 162.08
High 163.99 164.30 0.31 0.2% 163.51
Low 163.25 163.64 0.39 0.2% 161.72
Close 163.90 164.11 0.21 0.1% 163.13
Range 0.74 0.66 -0.08 -10.8% 1.79
ATR 0.67 0.67 0.00 -0.1% 0.00
Volume 467,221 543,527 76,306 16.3% 2,559,033
Daily Pivots for day following 10-Aug-2017
Classic Woodie Camarilla DeMark
R4 166.00 165.71 164.47
R3 165.34 165.05 164.29
R2 164.68 164.68 164.23
R1 164.39 164.39 164.17 164.54
PP 164.02 164.02 164.02 164.09
S1 163.73 163.73 164.05 163.88
S2 163.36 163.36 163.99
S3 162.70 163.07 163.93
S4 162.04 162.41 163.75
Weekly Pivots for week ending 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 168.16 167.43 164.11
R3 166.37 165.64 163.62
R2 164.58 164.58 163.46
R1 163.85 163.85 163.29 164.22
PP 162.79 162.79 162.79 162.97
S1 162.06 162.06 162.97 162.43
S2 161.00 161.00 162.80
S3 159.21 160.27 162.64
S4 157.42 158.48 162.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.30 162.84 1.46 0.9% 0.59 0.4% 87% True False 456,574
10 164.30 161.37 2.93 1.8% 0.67 0.4% 94% True False 503,022
20 164.30 161.06 3.24 2.0% 0.62 0.4% 94% True False 539,381
40 165.44 160.31 5.13 3.1% 0.70 0.4% 74% False False 629,684
60 165.55 160.31 5.24 3.2% 0.64 0.4% 73% False False 554,692
80 165.73 160.31 5.42 3.3% 0.65 0.4% 70% False False 420,232
100 165.93 160.31 5.62 3.4% 0.63 0.4% 68% False False 337,263
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 167.11
2.618 166.03
1.618 165.37
1.000 164.96
0.618 164.71
HIGH 164.30
0.618 164.05
0.500 163.97
0.382 163.89
LOW 163.64
0.618 163.23
1.000 162.98
1.618 162.57
2.618 161.91
4.250 160.84
Fisher Pivots for day following 10-Aug-2017
Pivot 1 day 3 day
R1 164.06 163.96
PP 164.02 163.81
S1 163.97 163.67

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

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