Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 01-Nov-2017
Day Change Summary
Previous Current
31-Oct-2017 01-Nov-2017 Change Change % Previous Week
Open 162.77 162.61 -0.16 -0.1% 161.46
High 162.83 162.79 -0.04 0.0% 162.48
Low 162.44 162.37 -0.07 0.0% 160.76
Close 162.75 162.63 -0.12 -0.1% 162.38
Range 0.39 0.42 0.03 7.7% 1.72
ATR 0.62 0.60 -0.01 -2.3% 0.00
Volume 590,441 776,426 185,985 31.5% 3,942,436
Daily Pivots for day following 01-Nov-2017
Classic Woodie Camarilla DeMark
R4 163.86 163.66 162.86
R3 163.44 163.24 162.75
R2 163.02 163.02 162.71
R1 162.82 162.82 162.67 162.92
PP 162.60 162.60 162.60 162.65
S1 162.40 162.40 162.59 162.50
S2 162.18 162.18 162.55
S3 161.76 161.98 162.51
S4 161.34 161.56 162.40
Weekly Pivots for week ending 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 167.03 166.43 163.33
R3 165.31 164.71 162.85
R2 163.59 163.59 162.70
R1 162.99 162.99 162.54 163.29
PP 161.87 161.87 161.87 162.03
S1 161.27 161.27 162.22 161.57
S2 160.15 160.15 162.06
S3 158.43 159.55 161.91
S4 156.71 157.83 161.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.83 160.95 1.88 1.2% 0.64 0.4% 89% False False 695,474
10 162.83 160.76 2.07 1.3% 0.60 0.4% 90% False False 738,054
20 162.83 160.59 2.24 1.4% 0.57 0.4% 91% False False 696,599
40 163.43 160.24 3.19 2.0% 0.60 0.4% 75% False False 692,176
60 163.43 160.24 3.19 2.0% 0.58 0.4% 75% False False 525,524
80 163.43 158.03 5.40 3.3% 0.57 0.4% 85% False False 394,932
100 163.43 157.51 5.92 3.6% 0.58 0.4% 86% False False 316,084
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 164.58
2.618 163.89
1.618 163.47
1.000 163.21
0.618 163.05
HIGH 162.79
0.618 162.63
0.500 162.58
0.382 162.53
LOW 162.37
0.618 162.11
1.000 161.95
1.618 161.69
2.618 161.27
4.250 160.59
Fisher Pivots for day following 01-Nov-2017
Pivot 1 day 3 day
R1 162.61 162.60
PP 162.60 162.57
S1 162.58 162.54

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

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