Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 03-Nov-2017
Day Change Summary
Previous Current
02-Nov-2017 03-Nov-2017 Change Change % Previous Week
Open 162.53 162.65 0.12 0.1% 162.50
High 162.70 162.99 0.29 0.2% 162.99
Low 162.24 162.61 0.37 0.2% 162.24
Close 162.69 162.74 0.05 0.0% 162.74
Range 0.46 0.38 -0.08 -17.4% 0.75
ATR 0.59 0.58 -0.02 -2.6% 0.00
Volume 570,318 560,851 -9,467 -1.7% 3,124,178
Daily Pivots for day following 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 163.92 163.71 162.95
R3 163.54 163.33 162.84
R2 163.16 163.16 162.81
R1 162.95 162.95 162.77 163.06
PP 162.78 162.78 162.78 162.83
S1 162.57 162.57 162.71 162.68
S2 162.40 162.40 162.67
S3 162.02 162.19 162.64
S4 161.64 161.81 162.53
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 164.91 164.57 163.15
R3 164.16 163.82 162.95
R2 163.41 163.41 162.88
R1 163.07 163.07 162.81 163.24
PP 162.66 162.66 162.66 162.74
S1 162.32 162.32 162.67 162.49
S2 161.91 161.91 162.60
S3 161.16 161.57 162.53
S4 160.41 160.82 162.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.99 162.24 0.75 0.5% 0.43 0.3% 67% True False 624,835
10 162.99 160.76 2.23 1.4% 0.56 0.3% 89% True False 706,661
20 162.99 160.76 2.23 1.4% 0.55 0.3% 89% True False 692,926
40 162.99 160.24 2.75 1.7% 0.58 0.4% 91% True False 693,347
60 163.43 160.24 3.19 2.0% 0.58 0.4% 78% False False 543,900
80 163.43 158.28 5.15 3.2% 0.57 0.3% 87% False False 408,973
100 163.43 157.51 5.92 3.6% 0.58 0.4% 88% False False 327,396
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.13
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 164.61
2.618 163.98
1.618 163.60
1.000 163.37
0.618 163.22
HIGH 162.99
0.618 162.84
0.500 162.80
0.382 162.76
LOW 162.61
0.618 162.38
1.000 162.23
1.618 162.00
2.618 161.62
4.250 161.00
Fisher Pivots for day following 03-Nov-2017
Pivot 1 day 3 day
R1 162.80 162.70
PP 162.78 162.66
S1 162.76 162.62

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

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