Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 26-Oct-2017
Day Change Summary
Previous Current
25-Oct-2017 26-Oct-2017 Change Change % Previous Week
Open 160.61 160.59 -0.02 0.0% 161.60
High 160.80 161.51 0.71 0.4% 162.30
Low 160.26 160.51 0.25 0.2% 160.85
Close 160.54 161.13 0.59 0.4% 160.93
Range 0.54 1.00 0.46 85.2% 1.45
ATR 0.53 0.56 0.03 6.3% 0.00
Volume 10,557 6,036 -4,521 -42.8% 44,875
Daily Pivots for day following 26-Oct-2017
Classic Woodie Camarilla DeMark
R4 164.05 163.59 161.68
R3 163.05 162.59 161.41
R2 162.05 162.05 161.31
R1 161.59 161.59 161.22 161.82
PP 161.05 161.05 161.05 161.17
S1 160.59 160.59 161.04 160.82
S2 160.05 160.05 160.95
S3 159.05 159.59 160.86
S4 158.05 158.59 160.58
Weekly Pivots for week ending 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 165.71 164.77 161.73
R3 164.26 163.32 161.33
R2 162.81 162.81 161.20
R1 161.87 161.87 161.06 161.62
PP 161.36 161.36 161.36 161.23
S1 160.42 160.42 160.80 160.17
S2 159.91 159.91 160.66
S3 158.46 158.97 160.53
S4 157.01 157.52 160.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.61 160.26 1.35 0.8% 0.62 0.4% 64% False False 11,747
10 162.30 160.26 2.04 1.3% 0.58 0.4% 43% False False 7,848
20 162.30 160.15 2.15 1.3% 0.51 0.3% 46% False False 4,749
40 162.84 159.78 3.06 1.9% 0.48 0.3% 44% False False 3,051
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 165.76
2.618 164.13
1.618 163.13
1.000 162.51
0.618 162.13
HIGH 161.51
0.618 161.13
0.500 161.01
0.382 160.89
LOW 160.51
0.618 159.89
1.000 159.51
1.618 158.89
2.618 157.89
4.250 156.26
Fisher Pivots for day following 26-Oct-2017
Pivot 1 day 3 day
R1 161.09 161.05
PP 161.05 160.97
S1 161.01 160.89

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

View Archives - Comment on this page... - Back to Index of Symbols