Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 05-Dec-2017
Day Change Summary
Previous Current
04-Dec-2017 05-Dec-2017 Change Change % Previous Week
Open 163.30 163.23 -0.07 0.0% 162.85
High 163.41 163.66 0.25 0.2% 163.92
Low 163.10 163.10 0.00 0.0% 162.24
Close 163.28 163.48 0.20 0.1% 163.80
Range 0.31 0.56 0.25 80.6% 1.68
ATR 0.62 0.61 0.00 -0.7% 0.00
Volume 1,644,008 465,006 -1,179,002 -71.7% 5,593,737
Daily Pivots for day following 05-Dec-2017
Classic Woodie Camarilla DeMark
R4 165.09 164.85 163.79
R3 164.53 164.29 163.63
R2 163.97 163.97 163.58
R1 163.73 163.73 163.53 163.85
PP 163.41 163.41 163.41 163.48
S1 163.17 163.17 163.43 163.29
S2 162.85 162.85 163.38
S3 162.29 162.61 163.33
S4 161.73 162.05 163.17
Weekly Pivots for week ending 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 168.36 167.76 164.72
R3 166.68 166.08 164.26
R2 165.00 165.00 164.11
R1 164.40 164.40 163.95 164.70
PP 163.32 163.32 163.32 163.47
S1 162.72 162.72 163.65 163.02
S2 161.64 161.64 163.49
S3 159.96 161.04 163.34
S4 158.28 159.36 162.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.92 162.24 1.68 1.0% 0.71 0.4% 74% False False 1,219,139
10 163.92 162.24 1.68 1.0% 0.58 0.4% 74% False False 931,844
20 163.92 161.91 2.01 1.2% 0.58 0.4% 78% False False 782,545
40 163.92 160.76 3.16 1.9% 0.57 0.3% 86% False False 736,972
60 163.92 160.24 3.68 2.3% 0.59 0.4% 88% False False 722,557
80 163.92 160.24 3.68 2.3% 0.58 0.4% 88% False False 612,577
100 163.92 158.28 5.64 3.4% 0.57 0.3% 92% False False 490,939
120 163.92 157.51 6.41 3.9% 0.58 0.4% 93% False False 409,303
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 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 166.04
2.618 165.13
1.618 164.57
1.000 164.22
0.618 164.01
HIGH 163.66
0.618 163.45
0.500 163.38
0.382 163.31
LOW 163.10
0.618 162.75
1.000 162.54
1.618 162.19
2.618 161.63
4.250 160.72
Fisher Pivots for day following 05-Dec-2017
Pivot 1 day 3 day
R1 163.45 163.41
PP 163.41 163.33
S1 163.38 163.26

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

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