Euro Bund Future December 2017

Trading Metrics calculated at close of trading on 19-Oct-2017

Day Change Summary
	Previous	Current
	18-Oct-2017	19-Oct-2017	Change	Change %	Previous Week
Open	162.66	162.14	-0.52	-0.3%	161.07
High	162.77	162.56	-0.21	-0.1%	162.15
Low	162.13	162.04	-0.09	-0.1%	161.07
Close	162.18	162.28	0.10	0.1%	162.02
Range	0.64	0.52	-0.12	-18.8%	1.08
ATR	0.59	0.59	-0.01	-0.9%	0.00
Volume	719,268	859,420	140,152	19.5%	3,237,932

Daily Pivots for day following 19-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	163.85	163.59	162.57
R3	163.33	163.07	162.42
R2	162.81	162.81	162.38
R1	162.55	162.55	162.33	162.68
PP	162.29	162.29	162.29	162.36
S1	162.03	162.03	162.23	162.16
S2	161.77	161.77	162.18
S3	161.25	161.51	162.14
S4	160.73	160.99	161.99

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	162.78	161.42	1.36	0.8%	0.59	0.4%	63%	False	False	714,466
10	162.78	160.59	2.19	1.3%	0.54	0.3%	77%	False	False	656,862
20	162.78	160.24	2.54	1.6%	0.59	0.4%	80%	False	False	716,807
40	163.43	160.24	3.19	2.0%	0.59	0.4%	64%	False	False	619,875
60	163.43	158.53	4.90	3.0%	0.58	0.4%	77%	False	False	417,507
80	163.43	157.51	5.92	3.6%	0.58	0.4%	81%	False	False	313,566
100	163.43	157.51	5.92	3.6%	0.55	0.3%	81%	False	False	250,876

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	0.10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	164.77
2.618	163.92
1.618	163.40
1.000	163.08
0.618	162.88
HIGH	162.56
0.618	162.36
0.500	162.30
0.382	162.24
LOW	162.04
0.618	161.72
1.000	161.52
1.618	161.20
2.618	160.68
4.250	159.83

Fisher Pivots for day following 19-Oct-2017
Pivot	1 day	3 day
R1	162.30	162.41
PP	162.29	162.37
S1	162.29	162.32

Download as Excel Spreadsheet

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

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