Euro Bund Future December 2017

Trading Metrics calculated at close of trading on 17-Nov-2017

Day Change Summary
	Previous	Current
	16-Nov-2017	17-Nov-2017	Change	Change %	Previous Week
Open	162.68	162.75	0.07	0.0%	162.24
High	162.82	162.94	0.12	0.1%	163.08
Low	162.38	162.50	0.12	0.1%	161.91
Close	162.70	162.86	0.16	0.1%	162.86
Range	0.44	0.44	0.00	0.0%	1.17
ATR	0.60	0.59	-0.01	-1.9%	0.00
Volume	435,196	447,223	12,027	2.8%	2,845,327

Daily Pivots for day following 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	164.09	163.91	163.10
R3	163.65	163.47	162.98
R2	163.21	163.21	162.94
R1	163.03	163.03	162.90	163.12
PP	162.77	162.77	162.77	162.81
S1	162.59	162.59	162.82	162.68
S2	162.33	162.33	162.78
S3	161.89	162.15	162.74
S4	161.45	161.71	162.62

Weekly Pivots for week ending 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	166.13	165.66	163.50
R3	164.96	164.49	163.18
R2	163.79	163.79	163.07
R1	163.32	163.32	162.97	163.56
PP	162.62	162.62	162.62	162.73
S1	162.15	162.15	162.75	162.39
S2	161.45	161.45	162.65
S3	160.28	160.98	162.54
S4	159.11	159.81	162.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	163.08	161.91	1.17	0.7%	0.51	0.3%	81%	False	False	569,065
10	163.63	161.91	1.72	1.1%	0.60	0.4%	55%	False	False	639,532
20	163.63	160.76	2.87	1.8%	0.58	0.4%	73%	False	False	673,096
40	163.63	160.24	3.39	2.1%	0.59	0.4%	77%	False	False	689,435
60	163.63	160.24	3.39	2.1%	0.59	0.4%	77%	False	False	646,950
80	163.63	158.53	5.10	3.1%	0.58	0.4%	85%	False	False	488,687
100	163.63	157.51	6.12	3.8%	0.58	0.4%	87%	False	False	391,324
120	163.63	157.51	6.12	3.8%	0.56	0.3%	87%	False	False	326,127

Crabel Price Patterns
NR	False
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	0.16

Fibonacci Retracements and Extensions
4.250	164.81
2.618	164.09
1.618	163.65
1.000	163.38
0.618	163.21
HIGH	162.94
0.618	162.77
0.500	162.72
0.382	162.67
LOW	162.50
0.618	162.23
1.000	162.06
1.618	161.79
2.618	161.35
4.250	160.63

Fisher Pivots for day following 17-Nov-2017
Pivot	1 day	3 day
R1	162.81	162.82
PP	162.77	162.77
S1	162.72	162.73

Download as Excel Spreadsheet

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

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