Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 28-Nov-2017
Day Change Summary
Previous Current
27-Nov-2017 28-Nov-2017 Change Change % Previous Week
Open 162.54 162.86 0.32 0.2% 162.76
High 162.91 163.01 0.10 0.1% 162.97
Low 162.45 162.67 0.22 0.1% 162.29
Close 162.81 162.87 0.06 0.0% 162.55
Range 0.46 0.34 -0.12 -26.1% 0.68
ATR 0.49 0.48 -0.01 -2.2% 0.00
Volume 137,519 163,037 25,518 18.6% 242,646
Daily Pivots for day following 28-Nov-2017
Classic Woodie Camarilla DeMark
R4 163.87 163.71 163.06
R3 163.53 163.37 162.96
R2 163.19 163.19 162.93
R1 163.03 163.03 162.90 163.11
PP 162.85 162.85 162.85 162.89
S1 162.69 162.69 162.84 162.77
S2 162.51 162.51 162.81
S3 162.17 162.35 162.78
S4 161.83 162.01 162.68
Weekly Pivots for week ending 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 164.64 164.28 162.92
R3 163.96 163.60 162.74
R2 163.28 163.28 162.67
R1 162.92 162.92 162.61 162.76
PP 162.60 162.60 162.60 162.53
S1 162.24 162.24 162.49 162.08
S2 161.92 161.92 162.43
S3 161.24 161.56 162.36
S4 160.56 160.88 162.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.01 162.29 0.72 0.4% 0.41 0.3% 81% True False 86,753
10 163.01 161.99 1.02 0.6% 0.43 0.3% 86% True False 58,756
20 163.28 161.49 1.79 1.1% 0.46 0.3% 77% False False 39,550
40 163.28 160.24 3.04 1.9% 0.49 0.3% 87% False False 22,578
60 163.28 159.78 3.50 2.1% 0.49 0.3% 88% False False 15,583
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 164.46
2.618 163.90
1.618 163.56
1.000 163.35
0.618 163.22
HIGH 163.01
0.618 162.88
0.500 162.84
0.382 162.80
LOW 162.67
0.618 162.46
1.000 162.33
1.618 162.12
2.618 161.78
4.250 161.23
Fisher Pivots for day following 28-Nov-2017
Pivot 1 day 3 day
R1 162.86 162.81
PP 162.85 162.74
S1 162.84 162.68

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

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