Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 11-Oct-2017
Day Change Summary
Previous Current
10-Oct-2017 11-Oct-2017 Change Change % Previous Week
Open 161.40 161.25 -0.15 -0.1% 160.81
High 161.68 161.40 -0.28 -0.2% 161.82
Low 161.13 161.11 -0.02 0.0% 160.59
Close 161.48 161.26 -0.22 -0.1% 161.16
Range 0.55 0.29 -0.26 -47.3% 1.23
ATR 0.62 0.60 -0.02 -2.9% 0.00
Volume 568,499 587,521 19,022 3.3% 3,457,254
Daily Pivots for day following 11-Oct-2017
Classic Woodie Camarilla DeMark
R4 162.13 161.98 161.42
R3 161.84 161.69 161.34
R2 161.55 161.55 161.31
R1 161.40 161.40 161.29 161.48
PP 161.26 161.26 161.26 161.29
S1 161.11 161.11 161.23 161.19
S2 160.97 160.97 161.21
S3 160.68 160.82 161.18
S4 160.39 160.53 161.10
Weekly Pivots for week ending 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 164.88 164.25 161.84
R3 163.65 163.02 161.50
R2 162.42 162.42 161.39
R1 161.79 161.79 161.27 162.11
PP 161.19 161.19 161.19 161.35
S1 160.56 160.56 161.05 160.88
S2 159.96 159.96 160.93
S3 158.73 159.33 160.82
S4 157.50 158.10 160.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.68 160.59 1.09 0.7% 0.52 0.3% 61% False False 623,422
10 161.82 160.24 1.58 1.0% 0.58 0.4% 65% False False 685,056
20 162.05 160.24 1.81 1.1% 0.60 0.4% 56% False False 683,830
40 163.43 160.24 3.19 2.0% 0.58 0.4% 32% False False 516,589
60 163.43 158.53 4.90 3.0% 0.57 0.4% 56% False False 346,107
80 163.43 157.51 5.92 3.7% 0.59 0.4% 63% False False 259,919
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 162.63
2.618 162.16
1.618 161.87
1.000 161.69
0.618 161.58
HIGH 161.40
0.618 161.29
0.500 161.26
0.382 161.22
LOW 161.11
0.618 160.93
1.000 160.82
1.618 160.64
2.618 160.35
4.250 159.88
Fisher Pivots for day following 11-Oct-2017
Pivot 1 day 3 day
R1 161.26 161.38
PP 161.26 161.34
S1 161.26 161.30

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

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