Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 16-Oct-2017
Day Change Summary
Previous Current
13-Oct-2017 16-Oct-2017 Change Change % Previous Week
Open 161.48 162.04 0.56 0.3% 161.07
High 162.15 162.55 0.40 0.2% 162.15
Low 161.42 161.90 0.48 0.3% 161.07
Close 162.02 162.46 0.44 0.3% 162.02
Range 0.73 0.65 -0.08 -11.0% 1.08
ATR 0.60 0.60 0.00 0.6% 0.00
Volume 604,027 668,789 64,762 10.7% 3,237,932
Daily Pivots for day following 16-Oct-2017
Classic Woodie Camarilla DeMark
R4 164.25 164.01 162.82
R3 163.60 163.36 162.64
R2 162.95 162.95 162.58
R1 162.71 162.71 162.52 162.83
PP 162.30 162.30 162.30 162.37
S1 162.06 162.06 162.40 162.18
S2 161.65 161.65 162.34
S3 161.00 161.41 162.28
S4 160.35 160.76 162.10
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
5 162.55 161.11 1.44 0.9% 0.53 0.3% 94% True False 630,052
10 162.55 160.59 1.96 1.2% 0.56 0.3% 95% True False 682,897
20 162.55 160.24 2.31 1.4% 0.59 0.4% 96% True False 690,358
40 163.43 160.24 3.19 2.0% 0.58 0.4% 70% False False 565,204
60 163.43 158.53 4.90 3.0% 0.58 0.4% 80% False False 379,256
80 163.43 157.51 5.92 3.6% 0.60 0.4% 84% False False 284,844
100 163.43 157.51 5.92 3.6% 0.53 0.3% 84% False False 227,881
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 0.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 165.31
2.618 164.25
1.618 163.60
1.000 163.20
0.618 162.95
HIGH 162.55
0.618 162.30
0.500 162.23
0.382 162.15
LOW 161.90
0.618 161.50
1.000 161.25
1.618 160.85
2.618 160.20
4.250 159.14
Fisher Pivots for day following 16-Oct-2017
Pivot 1 day 3 day
R1 162.38 162.26
PP 162.30 162.06
S1 162.23 161.86

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

View Archives - Comment on this page... - Back to Index of Symbols