Euro Bund Future December 2018

Trading Metrics calculated at close of trading on 03-Oct-2018

Day Change Summary
	Previous	Current
	02-Oct-2018	03-Oct-2018	Change	Change %	Previous Week
Open	159.06	159.17	0.11	0.1%	159.03
High	159.78	159.46	-0.32	-0.2%	159.25
Low	159.00	158.21	-0.79	-0.5%	157.75
Close	159.52	158.93	-0.59	-0.4%	158.79
Range	0.78	1.25	0.47	60.3%	1.50
ATR	0.64	0.69	0.05	7.4%	0.00
Volume	840,412	1,039,039	198,627	23.6%	3,952,766

Daily Pivots for day following 03-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	162.62	162.02	159.62
R3	161.37	160.77	159.27
R2	160.12	160.12	159.16
R1	159.52	159.52	159.04	159.20
PP	158.87	158.87	158.87	158.70
S1	158.27	158.27	158.82	157.95
S2	157.62	157.62	158.70
S3	156.37	157.02	158.59
S4	155.12	155.77	158.24

Weekly Pivots for week ending 28-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	163.10	162.44	159.62
R3	161.60	160.94	159.20
R2	160.10	160.10	159.07
R1	159.44	159.44	158.93	159.02
PP	158.60	158.60	158.60	158.39
S1	157.94	157.94	158.65	157.52
S2	157.10	157.10	158.52
S3	155.60	156.44	158.38
S4	154.10	154.94	157.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	159.78	158.02	1.76	1.1%	0.85	0.5%	52%	False	False	914,157
10	159.78	157.75	2.03	1.3%	0.72	0.5%	58%	False	False	800,960
20	160.48	157.75	2.73	1.7%	0.62	0.4%	43%	False	False	714,036
40	161.33	157.75	3.58	2.3%	0.55	0.3%	33%	False	False	465,614
60	161.33	157.75	3.58	2.3%	0.52	0.3%	33%	False	False	310,939
80	161.33	157.17	4.16	2.6%	0.48	0.3%	42%	False	False	233,222

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	0.14
Widest range in 84 trading days

Fibonacci Retracements and Extensions
4.250	164.77
2.618	162.73
1.618	161.48
1.000	160.71
0.618	160.23
HIGH	159.46
0.618	158.98
0.500	158.84
0.382	158.69
LOW	158.21
0.618	157.44
1.000	156.96
1.618	156.19
2.618	154.94
4.250	152.90

Fisher Pivots for day following 03-Oct-2018
Pivot	1 day	3 day
R1	158.90	159.00
PP	158.87	158.97
S1	158.84	158.95

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols