Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 03-Oct-2017
Day Change Summary
Previous Current
02-Oct-2017 03-Oct-2017 Change Change % Previous Week
Open 160.81 161.09 0.28 0.2% 161.30
High 161.37 161.21 -0.16 -0.1% 161.98
Low 160.66 160.65 -0.01 0.0% 160.24
Close 161.22 161.12 -0.10 -0.1% 161.01
Range 0.71 0.56 -0.15 -21.1% 1.74
ATR 0.64 0.63 0.00 -0.8% 0.00
Volume 535,001 958,419 423,418 79.1% 3,866,302
Daily Pivots for day following 03-Oct-2017
Classic Woodie Camarilla DeMark
R4 162.67 162.46 161.43
R3 162.11 161.90 161.27
R2 161.55 161.55 161.22
R1 161.34 161.34 161.17 161.45
PP 160.99 160.99 160.99 161.05
S1 160.78 160.78 161.07 160.89
S2 160.43 160.43 161.02
S3 159.87 160.22 160.97
S4 159.31 159.66 160.81
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
5 161.68 160.24 1.44 0.9% 0.71 0.4% 61% False False 748,445
10 161.98 160.24 1.74 1.1% 0.63 0.4% 51% False False 740,637
20 163.43 160.24 3.19 2.0% 0.63 0.4% 28% False False 693,761
40 163.43 160.18 3.25 2.0% 0.58 0.4% 29% False False 421,195
60 163.43 157.71 5.72 3.6% 0.57 0.4% 60% False False 281,745
80 163.43 157.51 5.92 3.7% 0.57 0.4% 61% False False 211,466
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 163.59
2.618 162.68
1.618 162.12
1.000 161.77
0.618 161.56
HIGH 161.21
0.618 161.00
0.500 160.93
0.382 160.86
LOW 160.65
0.618 160.30
1.000 160.09
1.618 159.74
2.618 159.18
4.250 158.27
Fisher Pivots for day following 03-Oct-2017
Pivot 1 day 3 day
R1 161.06 161.08
PP 160.99 161.05
S1 160.93 161.01

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

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