Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 02-Nov-2017
Day Change Summary
Previous Current
01-Nov-2017 02-Nov-2017 Change Change % Previous Week
Open 162.18 162.17 -0.01 0.0% 161.17
High 162.37 162.28 -0.09 -0.1% 162.01
Low 161.99 161.84 -0.15 -0.1% 160.26
Close 162.22 162.28 0.06 0.0% 161.92
Range 0.38 0.44 0.06 15.8% 1.75
ATR 0.55 0.54 -0.01 -1.4% 0.00
Volume 8,853 14,240 5,387 60.8% 36,895
Daily Pivots for day following 02-Nov-2017
Classic Woodie Camarilla DeMark
R4 163.45 163.31 162.52
R3 163.01 162.87 162.40
R2 162.57 162.57 162.36
R1 162.43 162.43 162.32 162.50
PP 162.13 162.13 162.13 162.17
S1 161.99 161.99 162.24 162.06
S2 161.69 161.69 162.20
S3 161.25 161.55 162.16
S4 160.81 161.11 162.04
Weekly Pivots for week ending 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 166.65 166.03 162.88
R3 164.90 164.28 162.40
R2 163.15 163.15 162.24
R1 162.53 162.53 162.08 162.84
PP 161.40 161.40 161.40 161.55
S1 160.78 160.78 161.76 161.09
S2 159.65 159.65 161.60
S3 157.90 159.03 161.44
S4 156.15 157.28 160.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.40 161.17 1.23 0.8% 0.49 0.3% 90% False False 9,016
10 162.40 160.26 2.14 1.3% 0.56 0.3% 94% False False 10,382
20 162.40 160.24 2.16 1.3% 0.51 0.3% 94% False False 6,680
40 162.84 159.78 3.06 1.9% 0.49 0.3% 82% False False 4,172
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 164.15
2.618 163.43
1.618 162.99
1.000 162.72
0.618 162.55
HIGH 162.28
0.618 162.11
0.500 162.06
0.382 162.01
LOW 161.84
0.618 161.57
1.000 161.40
1.618 161.13
2.618 160.69
4.250 159.97
Fisher Pivots for day following 02-Nov-2017
Pivot 1 day 3 day
R1 162.21 162.23
PP 162.13 162.17
S1 162.06 162.12

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

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