Euro Bund Future December 2017

Trading Metrics calculated at close of trading on 07-Nov-2017

Day Change Summary
	Previous	Current
	06-Nov-2017	07-Nov-2017	Change	Change %	Previous Week
Open	162.83	163.10	0.27	0.2%	162.50
High	163.24	163.39	0.15	0.1%	162.99
Low	162.79	162.95	0.16	0.1%	162.24
Close	163.14	163.28	0.14	0.1%	162.74
Range	0.45	0.44	-0.01	-2.2%	0.75
ATR	0.57	0.56	-0.01	-1.7%	0.00
Volume	725,914	690,800	-35,114	-4.8%	3,124,178

Daily Pivots for day following 07-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	164.53	164.34	163.52
R3	164.09	163.90	163.40
R2	163.65	163.65	163.36
R1	163.46	163.46	163.32	163.56
PP	163.21	163.21	163.21	163.25
S1	163.02	163.02	163.24	163.12
S2	162.77	162.77	163.20
S3	162.33	162.58	163.16
S4	161.89	162.14	163.04

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	163.39	162.24	1.15	0.7%	0.43	0.3%	90%	True	False	664,861
10	163.39	160.76	2.63	1.6%	0.55	0.3%	96%	True	False	698,023
20	163.39	160.76	2.63	1.6%	0.54	0.3%	96%	True	False	697,514
40	163.39	160.24	3.15	1.9%	0.58	0.4%	97%	True	False	694,333
60	163.43	160.24	3.19	2.0%	0.57	0.4%	95%	False	False	567,248
80	163.43	158.48	4.95	3.0%	0.57	0.3%	97%	False	False	426,636
100	163.43	157.51	5.92	3.6%	0.58	0.4%	97%	False	False	341,563

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	0.15
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	165.26
2.618	164.54
1.618	164.10
1.000	163.83
0.618	163.66
HIGH	163.39
0.618	163.22
0.500	163.17
0.382	163.12
LOW	162.95
0.618	162.68
1.000	162.51
1.618	162.24
2.618	161.80
4.250	161.08

Fisher Pivots for day following 07-Nov-2017
Pivot	1 day	3 day
R1	163.24	163.19
PP	163.21	163.09
S1	163.17	163.00

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