Euro Bund Future December 2018


Trading Metrics calculated at close of trading on 27-Sep-2018
Day Change Summary
Previous Current
26-Sep-2018 27-Sep-2018 Change Change % Previous Week
Open 157.92 158.56 0.64 0.4% 159.28
High 158.49 158.79 0.30 0.2% 159.29
Low 157.89 158.02 0.13 0.1% 158.38
Close 158.04 158.06 0.02 0.0% 159.00
Range 0.60 0.77 0.17 28.3% 0.91
ATR 0.56 0.57 0.02 2.7% 0.00
Volume 861,140 1,054,065 192,925 22.4% 3,365,121
Daily Pivots for day following 27-Sep-2018
Classic Woodie Camarilla DeMark
R4 160.60 160.10 158.48
R3 159.83 159.33 158.27
R2 159.06 159.06 158.20
R1 158.56 158.56 158.13 158.43
PP 158.29 158.29 158.29 158.22
S1 157.79 157.79 157.99 157.66
S2 157.52 157.52 157.92
S3 156.75 157.02 157.85
S4 155.98 156.25 157.64
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 161.62 161.22 159.50
R3 160.71 160.31 159.25
R2 159.80 159.80 159.17
R1 159.40 159.40 159.08 159.15
PP 158.89 158.89 158.89 158.76
S1 158.49 158.49 158.92 158.24
S2 157.98 157.98 158.83
S3 157.07 157.58 158.75
S4 156.16 156.67 158.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.14 157.75 1.39 0.9% 0.64 0.4% 22% False False 792,540
10 159.54 157.75 1.79 1.1% 0.58 0.4% 17% False False 707,159
20 160.82 157.75 3.07 1.9% 0.58 0.4% 10% False False 715,097
40 161.33 157.75 3.58 2.3% 0.51 0.3% 9% False False 377,782
60 161.33 157.75 3.58 2.3% 0.49 0.3% 9% False False 252,337
80 161.33 156.90 4.43 2.8% 0.46 0.3% 26% False False 189,263
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.11
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 162.06
2.618 160.81
1.618 160.04
1.000 159.56
0.618 159.27
HIGH 158.79
0.618 158.50
0.500 158.41
0.382 158.31
LOW 158.02
0.618 157.54
1.000 157.25
1.618 156.77
2.618 156.00
4.250 154.75
Fisher Pivots for day following 27-Sep-2018
Pivot 1 day 3 day
R1 158.41 158.27
PP 158.29 158.20
S1 158.18 158.13

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

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