Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 18-Sep-2017
Day Change Summary
Previous Current
15-Sep-2017 18-Sep-2017 Change Change % Previous Week
Open 161.77 161.26 -0.51 -0.3% 162.85
High 161.82 161.42 -0.40 -0.2% 162.89
Low 161.07 160.86 -0.21 -0.1% 161.07
Close 161.19 160.94 -0.25 -0.2% 161.19
Range 0.75 0.56 -0.19 -25.3% 1.82
ATR 0.63 0.62 0.00 -0.8% 0.00
Volume 553,500 633,450 79,950 14.4% 3,341,470
Daily Pivots for day following 18-Sep-2017
Classic Woodie Camarilla DeMark
R4 162.75 162.41 161.25
R3 162.19 161.85 161.09
R2 161.63 161.63 161.04
R1 161.29 161.29 160.99 161.18
PP 161.07 161.07 161.07 161.02
S1 160.73 160.73 160.89 160.62
S2 160.51 160.51 160.84
S3 159.95 160.17 160.79
S4 159.39 159.61 160.63
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 167.18 166.00 162.19
R3 165.36 164.18 161.69
R2 163.54 163.54 161.52
R1 162.36 162.36 161.36 162.04
PP 161.72 161.72 161.72 161.56
S1 160.54 160.54 161.02 160.22
S2 159.90 159.90 160.86
S3 158.08 158.72 160.69
S4 156.26 156.90 160.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.70 160.86 1.84 1.1% 0.68 0.4% 4% False True 643,527
10 163.43 160.86 2.57 1.6% 0.69 0.4% 3% False True 693,761
20 163.43 160.86 2.57 1.6% 0.58 0.4% 3% False True 440,049
40 163.43 158.53 4.90 3.0% 0.58 0.4% 49% False False 223,705
60 163.43 157.51 5.92 3.7% 0.60 0.4% 58% False False 149,673
80 163.43 157.51 5.92 3.7% 0.52 0.3% 58% False False 112,262
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 0.11
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 163.80
2.618 162.89
1.618 162.33
1.000 161.98
0.618 161.77
HIGH 161.42
0.618 161.21
0.500 161.14
0.382 161.07
LOW 160.86
0.618 160.51
1.000 160.30
1.618 159.95
2.618 159.39
4.250 158.48
Fisher Pivots for day following 18-Sep-2017
Pivot 1 day 3 day
R1 161.14 161.46
PP 161.07 161.28
S1 161.01 161.11

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

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