Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 31-Jul-2017
Day Change Summary
Previous Current
28-Jul-2017 31-Jul-2017 Change Change % Previous Week
Open 159.42 159.19 -0.23 -0.1% 159.43
High 159.42 159.22 -0.20 -0.1% 159.77
Low 158.53 158.87 0.34 0.2% 158.53
Close 159.10 159.08 -0.02 0.0% 159.10
Range 0.89 0.35 -0.54 -60.7% 1.24
ATR 0.62 0.60 -0.02 -3.1% 0.00
Volume 965 7,088 6,123 634.5% 8,479
Daily Pivots for day following 31-Jul-2017
Classic Woodie Camarilla DeMark
R4 160.11 159.94 159.27
R3 159.76 159.59 159.18
R2 159.41 159.41 159.14
R1 159.24 159.24 159.11 159.15
PP 159.06 159.06 159.06 159.01
S1 158.89 158.89 159.05 158.80
S2 158.71 158.71 159.02
S3 158.36 158.54 158.98
S4 158.01 158.19 158.89
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 162.85 162.22 159.78
R3 161.61 160.98 159.44
R2 160.37 160.37 159.33
R1 159.74 159.74 159.21 159.44
PP 159.13 159.13 159.13 158.98
S1 158.50 158.50 158.99 158.20
S2 157.89 157.89 158.87
S3 156.65 157.26 158.76
S4 155.41 156.02 158.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.61 158.53 1.08 0.7% 0.60 0.4% 51% False False 2,910
10 159.77 158.48 1.29 0.8% 0.51 0.3% 47% False False 2,258
20 159.77 157.51 2.26 1.4% 0.54 0.3% 69% False False 2,247
40 162.72 157.51 5.21 3.3% 0.53 0.3% 30% False False 1,208
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 160.71
2.618 160.14
1.618 159.79
1.000 159.57
0.618 159.44
HIGH 159.22
0.618 159.09
0.500 159.05
0.382 159.00
LOW 158.87
0.618 158.65
1.000 158.52
1.618 158.30
2.618 157.95
4.250 157.38
Fisher Pivots for day following 31-Jul-2017
Pivot 1 day 3 day
R1 159.07 159.07
PP 159.06 159.06
S1 159.05 159.06

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

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