Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 24-Nov-2017
Day Change Summary
Previous Current
22-Nov-2017 24-Nov-2017 Change Change % Previous Week
Open 163.22 162.98 -0.24 -0.1% 163.08
High 163.30 163.03 -0.27 -0.2% 163.30
Low 162.61 162.67 0.06 0.0% 162.61
Close 162.98 162.86 -0.12 -0.1% 162.86
Range 0.69 0.36 -0.33 -47.8% 0.69
ATR 0.57 0.56 -0.02 -2.6% 0.00
Volume 254,615 639,560 384,945 151.2% 2,278,743
Daily Pivots for day following 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 163.93 163.76 163.06
R3 163.57 163.40 162.96
R2 163.21 163.21 162.93
R1 163.04 163.04 162.89 162.95
PP 162.85 162.85 162.85 162.81
S1 162.68 162.68 162.83 162.59
S2 162.49 162.49 162.79
S3 162.13 162.32 162.76
S4 161.77 161.96 162.66
Weekly Pivots for week ending 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 164.99 164.62 163.24
R3 164.30 163.93 163.05
R2 163.61 163.61 162.99
R1 163.24 163.24 162.92 163.08
PP 162.92 162.92 162.92 162.85
S1 162.55 162.55 162.80 162.39
S2 162.23 162.23 162.73
S3 161.54 161.86 162.67
S4 160.85 161.17 162.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.30 162.50 0.80 0.5% 0.44 0.3% 45% False False 545,193
10 163.30 161.91 1.39 0.9% 0.55 0.3% 68% False False 562,700
20 163.63 161.63 2.00 1.2% 0.54 0.3% 62% False False 619,190
40 163.63 160.59 3.04 1.9% 0.56 0.3% 75% False False 667,567
60 163.63 160.24 3.39 2.1% 0.59 0.4% 77% False False 675,312
80 163.63 159.84 3.79 2.3% 0.57 0.4% 80% False False 517,003
100 163.63 157.51 6.12 3.8% 0.57 0.4% 87% False False 414,083
120 163.63 157.51 6.12 3.8% 0.56 0.3% 87% False False 345,115
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 164.56
2.618 163.97
1.618 163.61
1.000 163.39
0.618 163.25
HIGH 163.03
0.618 162.89
0.500 162.85
0.382 162.81
LOW 162.67
0.618 162.45
1.000 162.31
1.618 162.09
2.618 161.73
4.250 161.14
Fisher Pivots for day following 24-Nov-2017
Pivot 1 day 3 day
R1 162.86 162.96
PP 162.85 162.92
S1 162.85 162.89

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

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