Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 14-Nov-2017
Day Change Summary
Previous Current
13-Nov-2017 14-Nov-2017 Change Change % Previous Week
Open 162.24 162.02 -0.22 -0.1% 162.83
High 162.55 162.47 -0.08 0.0% 163.63
Low 162.02 161.91 -0.11 -0.1% 162.13
Close 162.08 162.39 0.31 0.2% 162.19
Range 0.53 0.56 0.03 5.7% 1.50
ATR 0.61 0.61 0.00 -0.6% 0.00
Volume 627,841 783,768 155,927 24.8% 3,549,994
Daily Pivots for day following 14-Nov-2017
Classic Woodie Camarilla DeMark
R4 163.94 163.72 162.70
R3 163.38 163.16 162.54
R2 162.82 162.82 162.49
R1 162.60 162.60 162.44 162.71
PP 162.26 162.26 162.26 162.31
S1 162.04 162.04 162.34 162.15
S2 161.70 161.70 162.29
S3 161.14 161.48 162.24
S4 160.58 160.92 162.08
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
5 163.63 161.91 1.72 1.1% 0.72 0.4% 28% False True 708,977
10 163.63 161.91 1.72 1.1% 0.57 0.4% 28% False True 686,919
20 163.63 160.76 2.87 1.8% 0.60 0.4% 57% False False 709,629
40 163.63 160.24 3.39 2.1% 0.59 0.4% 63% False False 704,758
60 163.63 160.24 3.39 2.1% 0.59 0.4% 63% False False 624,613
80 163.63 158.53 5.10 3.1% 0.59 0.4% 76% False False 470,847
100 163.63 157.51 6.12 3.8% 0.60 0.4% 80% False False 377,007
120 163.63 157.51 6.12 3.8% 0.55 0.3% 80% False False 314,179
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 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 164.85
2.618 163.94
1.618 163.38
1.000 163.03
0.618 162.82
HIGH 162.47
0.618 162.26
0.500 162.19
0.382 162.12
LOW 161.91
0.618 161.56
1.000 161.35
1.618 161.00
2.618 160.44
4.250 159.53
Fisher Pivots for day following 14-Nov-2017
Pivot 1 day 3 day
R1 162.32 162.61
PP 162.26 162.53
S1 162.19 162.46

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

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