Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 12-Oct-2017
Day Change Summary
Previous Current
11-Oct-2017 12-Oct-2017 Change Change % Previous Week
Open 161.25 161.25 0.00 0.0% 160.81
High 161.40 161.57 0.17 0.1% 161.82
Low 161.11 161.16 0.05 0.0% 160.59
Close 161.26 161.45 0.19 0.1% 161.16
Range 0.29 0.41 0.12 41.4% 1.23
ATR 0.60 0.59 -0.01 -2.3% 0.00
Volume 587,521 721,425 133,904 22.8% 3,457,254
Daily Pivots for day following 12-Oct-2017
Classic Woodie Camarilla DeMark
R4 162.62 162.45 161.68
R3 162.21 162.04 161.56
R2 161.80 161.80 161.53
R1 161.63 161.63 161.49 161.72
PP 161.39 161.39 161.39 161.44
S1 161.22 161.22 161.41 161.31
S2 160.98 160.98 161.37
S3 160.57 160.81 161.34
S4 160.16 160.40 161.22
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% 0.48 0.3% 79% False False 599,258
10 161.82 160.59 1.23 0.8% 0.54 0.3% 70% False False 680,402
20 161.98 160.24 1.74 1.1% 0.59 0.4% 70% False False 686,064
40 163.43 160.24 3.19 2.0% 0.58 0.4% 38% False False 534,145
60 163.43 158.53 4.90 3.0% 0.57 0.4% 60% False False 358,108
80 163.43 157.51 5.92 3.7% 0.59 0.4% 67% False False 268,937
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 163.31
2.618 162.64
1.618 162.23
1.000 161.98
0.618 161.82
HIGH 161.57
0.618 161.41
0.500 161.37
0.382 161.32
LOW 161.16
0.618 160.91
1.000 160.75
1.618 160.50
2.618 160.09
4.250 159.42
Fisher Pivots for day following 12-Oct-2017
Pivot 1 day 3 day
R1 161.42 161.43
PP 161.39 161.41
S1 161.37 161.40

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

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