Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 13-Oct-2017
Day Change Summary
Previous Current
12-Oct-2017 13-Oct-2017 Change Change % Previous Week
Open 161.25 161.48 0.23 0.1% 161.07
High 161.57 162.15 0.58 0.4% 162.15
Low 161.16 161.42 0.26 0.2% 161.07
Close 161.45 162.02 0.57 0.4% 162.02
Range 0.41 0.73 0.32 78.0% 1.08
ATR 0.59 0.60 0.01 1.7% 0.00
Volume 721,425 604,027 -117,398 -16.3% 3,237,932
Daily Pivots for day following 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 164.05 163.77 162.42
R3 163.32 163.04 162.22
R2 162.59 162.59 162.15
R1 162.31 162.31 162.09 162.45
PP 161.86 161.86 161.86 161.94
S1 161.58 161.58 161.95 161.72
S2 161.13 161.13 161.89
S3 160.40 160.85 161.82
S4 159.67 160.12 161.62
Weekly Pivots for week ending 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 164.99 164.58 162.61
R3 163.91 163.50 162.32
R2 162.83 162.83 162.22
R1 162.42 162.42 162.12 162.63
PP 161.75 161.75 161.75 161.85
S1 161.34 161.34 161.92 161.55
S2 160.67 160.67 161.82
S3 159.59 160.26 161.72
S4 158.51 159.18 161.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.15 161.07 1.08 0.7% 0.48 0.3% 88% True False 647,586
10 162.15 160.59 1.56 1.0% 0.57 0.3% 92% True False 669,518
20 162.15 160.24 1.91 1.2% 0.58 0.4% 93% True False 688,591
40 163.43 160.24 3.19 2.0% 0.58 0.4% 56% False False 549,076
60 163.43 158.53 4.90 3.0% 0.58 0.4% 71% False False 368,153
80 163.43 157.51 5.92 3.7% 0.59 0.4% 76% False False 276,487
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 165.25
2.618 164.06
1.618 163.33
1.000 162.88
0.618 162.60
HIGH 162.15
0.618 161.87
0.500 161.79
0.382 161.70
LOW 161.42
0.618 160.97
1.000 160.69
1.618 160.24
2.618 159.51
4.250 158.32
Fisher Pivots for day following 13-Oct-2017
Pivot 1 day 3 day
R1 161.94 161.89
PP 161.86 161.76
S1 161.79 161.63

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

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