Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 23-Oct-2017
Day Change Summary
Previous Current
20-Oct-2017 23-Oct-2017 Change Change % Previous Week
Open 162.03 161.46 -0.57 -0.4% 162.04
High 162.04 161.78 -0.26 -0.2% 162.78
Low 161.35 161.46 0.11 0.1% 161.35
Close 161.44 161.68 0.24 0.1% 161.44
Range 0.69 0.32 -0.37 -53.6% 1.43
ATR 0.61 0.59 -0.02 -3.2% 0.00
Volume 585,680 701,234 115,554 19.7% 3,553,983
Daily Pivots for day following 23-Oct-2017
Classic Woodie Camarilla DeMark
R4 162.60 162.46 161.86
R3 162.28 162.14 161.77
R2 161.96 161.96 161.74
R1 161.82 161.82 161.71 161.89
PP 161.64 161.64 161.64 161.68
S1 161.50 161.50 161.65 161.57
S2 161.32 161.32 161.62
S3 161.00 161.18 161.59
S4 160.68 160.86 161.50
Weekly Pivots for week ending 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 166.15 165.22 162.23
R3 164.72 163.79 161.83
R2 163.29 163.29 161.70
R1 162.36 162.36 161.57 162.11
PP 161.86 161.86 161.86 161.73
S1 160.93 160.93 161.31 160.68
S2 160.43 160.43 161.18
S3 159.00 159.50 161.05
S4 157.57 158.07 160.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.78 161.35 1.43 0.9% 0.52 0.3% 23% False False 717,285
10 162.78 161.11 1.67 1.0% 0.52 0.3% 34% False False 673,668
20 162.78 160.24 2.54 1.6% 0.58 0.4% 57% False False 712,535
40 163.43 160.24 3.19 2.0% 0.60 0.4% 45% False False 648,902
60 163.43 158.87 4.56 2.8% 0.57 0.4% 62% False False 438,889
80 163.43 157.51 5.92 3.7% 0.57 0.4% 70% False False 329,643
100 163.43 157.51 5.92 3.7% 0.56 0.3% 70% False False 263,746
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 163.14
2.618 162.62
1.618 162.30
1.000 162.10
0.618 161.98
HIGH 161.78
0.618 161.66
0.500 161.62
0.382 161.58
LOW 161.46
0.618 161.26
1.000 161.14
1.618 160.94
2.618 160.62
4.250 160.10
Fisher Pivots for day following 23-Oct-2017
Pivot 1 day 3 day
R1 161.66 161.96
PP 161.64 161.86
S1 161.62 161.77

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

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