Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 13-Nov-2017
Day Change Summary
Previous Current
10-Nov-2017 13-Nov-2017 Change Change % Previous Week
Open 162.55 162.24 -0.31 -0.2% 162.83
High 163.30 162.55 -0.75 -0.5% 163.63
Low 162.13 162.02 -0.11 -0.1% 162.13
Close 162.19 162.08 -0.11 -0.1% 162.19
Range 1.17 0.53 -0.64 -54.7% 1.50
ATR 0.62 0.61 -0.01 -1.0% 0.00
Volume 502,931 627,841 124,910 24.8% 3,549,994
Daily Pivots for day following 13-Nov-2017
Classic Woodie Camarilla DeMark
R4 163.81 163.47 162.37
R3 163.28 162.94 162.23
R2 162.75 162.75 162.18
R1 162.41 162.41 162.13 162.32
PP 162.22 162.22 162.22 162.17
S1 161.88 161.88 162.03 161.79
S2 161.69 161.69 161.98
S3 161.16 161.35 161.93
S4 160.63 160.82 161.79
Weekly Pivots for week ending 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 167.15 166.17 163.02
R3 165.65 164.67 162.60
R2 164.15 164.15 162.47
R1 163.17 163.17 162.33 162.91
PP 162.65 162.65 162.65 162.52
S1 161.67 161.67 162.05 161.41
S2 161.15 161.15 161.92
S3 159.65 160.17 161.78
S4 158.15 158.67 161.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.63 162.02 1.61 1.0% 0.69 0.4% 4% False True 690,384
10 163.63 162.02 1.61 1.0% 0.56 0.3% 4% False True 667,587
20 163.63 160.76 2.87 1.8% 0.59 0.4% 46% False False 706,482
40 163.63 160.24 3.39 2.1% 0.59 0.4% 54% False False 698,420
60 163.63 160.24 3.39 2.1% 0.59 0.4% 54% False False 612,296
80 163.63 158.53 5.10 3.1% 0.58 0.4% 70% False False 461,062
100 163.63 157.51 6.12 3.8% 0.60 0.4% 75% False False 369,172
120 163.63 157.51 6.12 3.8% 0.54 0.3% 75% False False 307,648
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 3 trading days
Fibonacci Retracements and Extensions
4.250 164.80
2.618 163.94
1.618 163.41
1.000 163.08
0.618 162.88
HIGH 162.55
0.618 162.35
0.500 162.29
0.382 162.22
LOW 162.02
0.618 161.69
1.000 161.49
1.618 161.16
2.618 160.63
4.250 159.77
Fisher Pivots for day following 13-Nov-2017
Pivot 1 day 3 day
R1 162.29 162.71
PP 162.22 162.50
S1 162.15 162.29

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

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