Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 28-Aug-2017
Day Change Summary
Previous Current
25-Aug-2017 28-Aug-2017 Change Change % Previous Week
Open 164.69 164.86 0.17 0.1% 164.09
High 164.80 164.98 0.18 0.1% 164.90
Low 164.36 164.58 0.22 0.1% 164.05
Close 164.77 164.96 0.19 0.1% 164.77
Range 0.44 0.40 -0.04 -9.1% 0.85
ATR 0.60 0.58 -0.01 -2.4% 0.00
Volume 298,546 788,843 490,297 164.2% 2,256,381
Daily Pivots for day following 28-Aug-2017
Classic Woodie Camarilla DeMark
R4 166.04 165.90 165.18
R3 165.64 165.50 165.07
R2 165.24 165.24 165.03
R1 165.10 165.10 165.00 165.17
PP 164.84 164.84 164.84 164.88
S1 164.70 164.70 164.92 164.77
S2 164.44 164.44 164.89
S3 164.04 164.30 164.85
S4 163.64 163.90 164.74
Weekly Pivots for week ending 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 167.12 166.80 165.24
R3 166.27 165.95 165.00
R2 165.42 165.42 164.93
R1 165.10 165.10 164.85 165.26
PP 164.57 164.57 164.57 164.66
S1 164.25 164.25 164.69 164.41
S2 163.72 163.72 164.61
S3 162.87 163.40 164.54
S4 162.02 162.55 164.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.98 164.12 0.86 0.5% 0.42 0.3% 98% True False 515,396
10 164.98 163.36 1.62 1.0% 0.50 0.3% 99% True False 493,797
20 164.98 161.82 3.16 1.9% 0.58 0.4% 99% True False 484,372
40 164.98 160.31 4.67 2.8% 0.62 0.4% 100% True False 556,200
60 165.55 160.31 5.24 3.2% 0.64 0.4% 89% False False 614,068
80 165.55 160.31 5.24 3.2% 0.62 0.4% 89% False False 491,582
100 165.93 160.31 5.62 3.4% 0.63 0.4% 83% False False 395,541
120 165.93 160.17 5.76 3.5% 0.64 0.4% 83% False False 329,892
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 166.68
2.618 166.03
1.618 165.63
1.000 165.38
0.618 165.23
HIGH 164.98
0.618 164.83
0.500 164.78
0.382 164.73
LOW 164.58
0.618 164.33
1.000 164.18
1.618 163.93
2.618 163.53
4.250 162.88
Fisher Pivots for day following 28-Aug-2017
Pivot 1 day 3 day
R1 164.90 164.86
PP 164.84 164.77
S1 164.78 164.67

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

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