Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 05-Sep-2017
Day Change Summary
Previous Current
01-Sep-2017 05-Sep-2017 Change Change % Previous Week
Open 165.15 165.05 -0.10 -0.1% 164.86
High 165.21 165.83 0.62 0.4% 165.69
Low 164.52 164.84 0.32 0.2% 164.52
Close 164.86 165.52 0.66 0.4% 164.86
Range 0.69 0.99 0.30 43.5% 1.17
ATR 0.59 0.62 0.03 4.8% 0.00
Volume 931,545 455,146 -476,399 -51.1% 4,062,464
Daily Pivots for day following 05-Sep-2017
Classic Woodie Camarilla DeMark
R4 168.37 167.93 166.06
R3 167.38 166.94 165.79
R2 166.39 166.39 165.70
R1 165.95 165.95 165.61 166.17
PP 165.40 165.40 165.40 165.51
S1 164.96 164.96 165.43 165.18
S2 164.41 164.41 165.34
S3 163.42 163.97 165.25
S4 162.43 162.98 164.98
Weekly Pivots for week ending 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 168.53 167.87 165.50
R3 167.36 166.70 165.18
R2 166.19 166.19 165.07
R1 165.53 165.53 164.97 165.45
PP 165.02 165.02 165.02 164.98
S1 164.36 164.36 164.75 164.28
S2 163.85 163.85 164.65
S3 162.68 163.19 164.54
S4 161.51 162.02 164.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.83 164.52 1.31 0.8% 0.68 0.4% 76% True False 745,753
10 165.83 164.12 1.71 1.0% 0.55 0.3% 82% True False 630,575
20 165.83 163.03 2.80 1.7% 0.58 0.4% 89% True False 560,109
40 165.83 160.48 5.35 3.2% 0.60 0.4% 94% True False 559,129
60 165.83 160.31 5.52 3.3% 0.66 0.4% 94% True False 611,967
80 165.83 160.31 5.52 3.3% 0.63 0.4% 94% True False 536,999
100 165.93 160.31 5.62 3.4% 0.63 0.4% 93% False False 432,412
120 165.93 160.31 5.62 3.4% 0.64 0.4% 93% False False 360,943
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 0.12
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 170.04
2.618 168.42
1.618 167.43
1.000 166.82
0.618 166.44
HIGH 165.83
0.618 165.45
0.500 165.34
0.382 165.22
LOW 164.84
0.618 164.23
1.000 163.85
1.618 163.24
2.618 162.25
4.250 160.63
Fisher Pivots for day following 05-Sep-2017
Pivot 1 day 3 day
R1 165.46 165.41
PP 165.40 165.29
S1 165.34 165.18

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

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