Euro Bund Future September 2017


Trading Metrics calculated at close of trading on 06-Sep-2017
Day Change Summary
Previous Current
05-Sep-2017 06-Sep-2017 Change Change % Previous Week
Open 165.05 165.68 0.63 0.4% 164.86
High 165.83 165.74 -0.09 -0.1% 165.69
Low 164.84 165.20 0.36 0.2% 164.52
Close 165.52 165.48 -0.04 0.0% 164.86
Range 0.99 0.54 -0.45 -45.5% 1.17
ATR 0.62 0.61 -0.01 -0.9% 0.00
Volume 455,146 29,035 -426,111 -93.6% 4,062,464
Daily Pivots for day following 06-Sep-2017
Classic Woodie Camarilla DeMark
R4 167.09 166.83 165.78
R3 166.55 166.29 165.63
R2 166.01 166.01 165.58
R1 165.75 165.75 165.53 165.61
PP 165.47 165.47 165.47 165.41
S1 165.21 165.21 165.43 165.07
S2 164.93 164.93 165.38
S3 164.39 164.67 165.33
S4 163.85 164.13 165.18
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% 0.65 0.4% 73% False False 616,314
10 165.83 164.22 1.61 1.0% 0.57 0.3% 78% False False 571,960
20 165.83 163.25 2.58 1.6% 0.59 0.4% 86% False False 531,110
40 165.83 160.83 5.00 3.0% 0.61 0.4% 93% False False 542,468
60 165.83 160.31 5.52 3.3% 0.66 0.4% 94% False False 604,177
80 165.83 160.31 5.52 3.3% 0.63 0.4% 94% False False 537,125
100 165.93 160.31 5.62 3.4% 0.63 0.4% 92% False False 432,670
120 165.93 160.31 5.62 3.4% 0.63 0.4% 92% False False 361,170
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 168.04
2.618 167.15
1.618 166.61
1.000 166.28
0.618 166.07
HIGH 165.74
0.618 165.53
0.500 165.47
0.382 165.41
LOW 165.20
0.618 164.87
1.000 164.66
1.618 164.33
2.618 163.79
4.250 162.91
Fisher Pivots for day following 06-Sep-2017
Pivot 1 day 3 day
R1 165.48 165.38
PP 165.47 165.28
S1 165.47 165.18

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

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