Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 02-Oct-2017
Day Change Summary
Previous Current
29-Sep-2017 02-Oct-2017 Change Change % Previous Week
Open 160.94 160.81 -0.13 -0.1% 161.30
High 161.31 161.37 0.06 0.0% 161.98
Low 160.79 160.66 -0.13 -0.1% 160.24
Close 161.01 161.22 0.21 0.1% 161.01
Range 0.52 0.71 0.19 36.5% 1.74
ATR 0.63 0.64 0.01 0.9% 0.00
Volume 712,863 535,001 -177,862 -25.0% 3,866,302
Daily Pivots for day following 02-Oct-2017
Classic Woodie Camarilla DeMark
R4 163.21 162.93 161.61
R3 162.50 162.22 161.42
R2 161.79 161.79 161.35
R1 161.51 161.51 161.29 161.65
PP 161.08 161.08 161.08 161.16
S1 160.80 160.80 161.15 160.94
S2 160.37 160.37 161.09
S3 159.66 160.09 161.02
S4 158.95 159.38 160.83
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 166.30 165.39 161.97
R3 164.56 163.65 161.49
R2 162.82 162.82 161.33
R1 161.91 161.91 161.17 161.50
PP 161.08 161.08 161.08 160.87
S1 160.17 160.17 160.85 159.76
S2 159.34 159.34 160.69
S3 157.60 158.43 160.53
S4 155.86 156.69 160.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.95 160.24 1.71 1.1% 0.66 0.4% 57% False False 767,060
10 161.98 160.24 1.74 1.1% 0.62 0.4% 56% False False 697,818
20 163.43 160.24 3.19 2.0% 0.65 0.4% 31% False False 695,790
40 163.43 159.99 3.44 2.1% 0.58 0.4% 36% False False 397,497
60 163.43 157.71 5.72 3.5% 0.57 0.4% 61% False False 265,855
80 163.43 157.51 5.92 3.7% 0.56 0.4% 63% False False 199,486
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 164.39
2.618 163.23
1.618 162.52
1.000 162.08
0.618 161.81
HIGH 161.37
0.618 161.10
0.500 161.02
0.382 160.93
LOW 160.66
0.618 160.22
1.000 159.95
1.618 159.51
2.618 158.80
4.250 157.64
Fisher Pivots for day following 02-Oct-2017
Pivot 1 day 3 day
R1 161.15 161.08
PP 161.08 160.94
S1 161.02 160.81

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

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