Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 22-Nov-2017
Day Change Summary
Previous Current
21-Nov-2017 22-Nov-2017 Change Change % Previous Week
Open 162.57 162.86 0.29 0.2% 161.81
High 162.93 162.97 0.04 0.0% 162.70
Low 162.52 162.29 -0.23 -0.1% 161.49
Close 162.75 162.65 -0.10 -0.1% 162.48
Range 0.41 0.68 0.27 65.9% 1.21
ATR 0.51 0.52 0.01 2.3% 0.00
Volume 47,938 12,500 -35,438 -73.9% 86,523
Daily Pivots for day following 22-Nov-2017
Classic Woodie Camarilla DeMark
R4 164.68 164.34 163.02
R3 164.00 163.66 162.84
R2 163.32 163.32 162.77
R1 162.98 162.98 162.71 162.81
PP 162.64 162.64 162.64 162.55
S1 162.30 162.30 162.59 162.13
S2 161.96 161.96 162.53
S3 161.28 161.62 162.46
S4 160.60 160.94 162.28
Weekly Pivots for week ending 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 165.85 165.38 163.15
R3 164.64 164.17 162.81
R2 163.43 163.43 162.70
R1 162.96 162.96 162.59 163.20
PP 162.22 162.22 162.22 162.34
S1 161.75 161.75 162.37 161.99
S2 161.01 161.01 162.26
S3 159.80 160.54 162.15
S4 158.59 159.33 161.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.97 161.99 0.98 0.6% 0.47 0.3% 67% True False 30,772
10 163.05 161.49 1.56 1.0% 0.54 0.3% 74% False False 24,458
20 163.28 160.51 2.77 1.7% 0.52 0.3% 77% False False 19,888
40 163.28 159.78 3.50 2.2% 0.51 0.3% 82% False False 12,340
60 163.28 159.78 3.50 2.2% 0.48 0.3% 82% False False 8,563
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 165.86
2.618 164.75
1.618 164.07
1.000 163.65
0.618 163.39
HIGH 162.97
0.618 162.71
0.500 162.63
0.382 162.55
LOW 162.29
0.618 161.87
1.000 161.61
1.618 161.19
2.618 160.51
4.250 159.40
Fisher Pivots for day following 22-Nov-2017
Pivot 1 day 3 day
R1 162.64 162.64
PP 162.64 162.64
S1 162.63 162.63

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

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