Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 06-Dec-2017
Day Change Summary
Previous Current
05-Dec-2017 06-Dec-2017 Change Change % Previous Week
Open 163.23 163.66 0.43 0.3% 162.85
High 163.66 163.90 0.24 0.1% 163.92
Low 163.10 163.52 0.42 0.3% 162.24
Close 163.48 163.78 0.30 0.2% 163.80
Range 0.56 0.38 -0.18 -32.1% 1.68
ATR 0.61 0.60 -0.01 -2.3% 0.00
Volume 465,006 29,725 -435,281 -93.6% 5,593,737
Daily Pivots for day following 06-Dec-2017
Classic Woodie Camarilla DeMark
R4 164.87 164.71 163.99
R3 164.49 164.33 163.88
R2 164.11 164.11 163.85
R1 163.95 163.95 163.81 164.03
PP 163.73 163.73 163.73 163.78
S1 163.57 163.57 163.75 163.65
S2 163.35 163.35 163.71
S3 162.97 163.19 163.68
S4 162.59 162.81 163.57
Weekly Pivots for week ending 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 168.36 167.76 164.72
R3 166.68 166.08 164.26
R2 165.00 165.00 164.11
R1 164.40 164.40 163.95 164.70
PP 163.32 163.32 163.32 163.47
S1 162.72 162.72 163.65 163.02
S2 161.64 161.64 163.49
S3 159.96 161.04 163.34
S4 158.28 159.36 162.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.92 162.24 1.68 1.0% 0.64 0.4% 92% False False 1,038,065
10 163.92 162.24 1.68 1.0% 0.58 0.4% 92% False False 862,665
20 163.92 161.91 2.01 1.2% 0.58 0.4% 93% False False 749,491
40 163.92 160.76 3.16 1.9% 0.56 0.3% 96% False False 723,502
60 163.92 160.24 3.68 2.2% 0.58 0.4% 96% False False 712,719
80 163.92 160.24 3.68 2.2% 0.57 0.4% 96% False False 612,809
100 163.92 158.48 5.44 3.3% 0.57 0.3% 97% False False 491,207
120 163.92 157.51 6.41 3.9% 0.58 0.4% 98% False False 409,551
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 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 165.52
2.618 164.89
1.618 164.51
1.000 164.28
0.618 164.13
HIGH 163.90
0.618 163.75
0.500 163.71
0.382 163.67
LOW 163.52
0.618 163.29
1.000 163.14
1.618 162.91
2.618 162.53
4.250 161.91
Fisher Pivots for day following 06-Dec-2017
Pivot 1 day 3 day
R1 163.76 163.69
PP 163.73 163.59
S1 163.71 163.50

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

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