Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 21-Nov-2017
Day Change Summary
Previous Current
20-Nov-2017 21-Nov-2017 Change Change % Previous Week
Open 163.08 162.93 -0.15 -0.1% 162.24
High 163.16 163.27 0.11 0.1% 163.08
Low 162.83 162.87 0.04 0.0% 161.91
Close 162.96 163.08 0.12 0.1% 162.86
Range 0.33 0.40 0.07 21.2% 1.17
ATR 0.57 0.56 -0.01 -2.2% 0.00
Volume 663,045 721,523 58,478 8.8% 2,845,327
Daily Pivots for day following 21-Nov-2017
Classic Woodie Camarilla DeMark
R4 164.27 164.08 163.30
R3 163.87 163.68 163.19
R2 163.47 163.47 163.15
R1 163.28 163.28 163.12 163.38
PP 163.07 163.07 163.07 163.12
S1 162.88 162.88 163.04 162.98
S2 162.67 162.67 163.01
S3 162.27 162.48 162.97
S4 161.87 162.08 162.86
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
5 163.27 162.38 0.89 0.5% 0.44 0.3% 79% True False 563,657
10 163.63 161.91 1.72 1.1% 0.58 0.4% 68% False False 636,317
20 163.63 160.76 2.87 1.8% 0.56 0.3% 81% False False 667,170
40 163.63 160.24 3.39 2.1% 0.58 0.4% 84% False False 683,611
60 163.63 160.24 3.39 2.1% 0.59 0.4% 84% False False 666,753
80 163.63 159.02 4.61 2.8% 0.58 0.4% 88% False False 505,894
100 163.63 157.51 6.12 3.8% 0.57 0.3% 91% False False 405,164
120 163.63 157.51 6.12 3.8% 0.56 0.3% 91% False False 337,665
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 164.97
2.618 164.32
1.618 163.92
1.000 163.67
0.618 163.52
HIGH 163.27
0.618 163.12
0.500 163.07
0.382 163.02
LOW 162.87
0.618 162.62
1.000 162.47
1.618 162.22
2.618 161.82
4.250 161.17
Fisher Pivots for day following 21-Nov-2017
Pivot 1 day 3 day
R1 163.08 163.02
PP 163.07 162.95
S1 163.07 162.89

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

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