Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 06-Nov-2017
Day Change Summary
Previous Current
03-Nov-2017 06-Nov-2017 Change Change % Previous Week
Open 162.65 162.83 0.18 0.1% 162.50
High 162.99 163.24 0.25 0.2% 162.99
Low 162.61 162.79 0.18 0.1% 162.24
Close 162.74 163.14 0.40 0.2% 162.74
Range 0.38 0.45 0.07 18.4% 0.75
ATR 0.58 0.57 -0.01 -1.0% 0.00
Volume 560,851 725,914 165,063 29.4% 3,124,178
Daily Pivots for day following 06-Nov-2017
Classic Woodie Camarilla DeMark
R4 164.41 164.22 163.39
R3 163.96 163.77 163.26
R2 163.51 163.51 163.22
R1 163.32 163.32 163.18 163.42
PP 163.06 163.06 163.06 163.10
S1 162.87 162.87 163.10 162.97
S2 162.61 162.61 163.06
S3 162.16 162.42 163.02
S4 161.71 161.97 162.89
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
5 163.24 162.24 1.00 0.6% 0.42 0.3% 90% True False 644,790
10 163.24 160.76 2.48 1.5% 0.58 0.4% 96% True False 709,129
20 163.24 160.76 2.48 1.5% 0.55 0.3% 96% True False 691,399
40 163.24 160.24 3.00 1.8% 0.59 0.4% 97% True False 692,563
60 163.43 160.24 3.19 2.0% 0.58 0.4% 91% False False 555,922
80 163.43 158.28 5.15 3.2% 0.57 0.3% 94% False False 418,038
100 163.43 157.51 5.92 3.6% 0.57 0.4% 95% False False 334,655
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 165.15
2.618 164.42
1.618 163.97
1.000 163.69
0.618 163.52
HIGH 163.24
0.618 163.07
0.500 163.02
0.382 162.96
LOW 162.79
0.618 162.51
1.000 162.34
1.618 162.06
2.618 161.61
4.250 160.88
Fisher Pivots for day following 06-Nov-2017
Pivot 1 day 3 day
R1 163.10 163.01
PP 163.06 162.87
S1 163.02 162.74

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

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