Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 30-Nov-2017
Day Change Summary
Previous Current
29-Nov-2017 30-Nov-2017 Change Change % Previous Week
Open 162.75 162.22 -0.53 -0.3% 162.76
High 162.78 162.57 -0.21 -0.1% 162.97
Low 162.07 161.92 -0.15 -0.1% 162.29
Close 162.15 162.41 0.26 0.2% 162.55
Range 0.71 0.65 -0.06 -8.5% 0.68
ATR 0.50 0.51 0.01 2.1% 0.00
Volume 223,189 517,210 294,021 131.7% 242,646
Daily Pivots for day following 30-Nov-2017
Classic Woodie Camarilla DeMark
R4 164.25 163.98 162.77
R3 163.60 163.33 162.59
R2 162.95 162.95 162.53
R1 162.68 162.68 162.47 162.82
PP 162.30 162.30 162.30 162.37
S1 162.03 162.03 162.35 162.17
S2 161.65 161.65 162.29
S3 161.00 161.38 162.23
S4 160.35 160.73 162.05
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
5 163.01 161.92 1.09 0.7% 0.50 0.3% 45% False True 223,928
10 163.01 161.92 1.09 0.7% 0.46 0.3% 45% False True 130,549
20 163.28 161.49 1.79 1.1% 0.49 0.3% 51% False False 75,415
40 163.28 160.24 3.04 1.9% 0.50 0.3% 71% False False 41,048
60 163.28 159.78 3.50 2.2% 0.49 0.3% 75% False False 27,919
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 False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 165.33
2.618 164.27
1.618 163.62
1.000 163.22
0.618 162.97
HIGH 162.57
0.618 162.32
0.500 162.25
0.382 162.17
LOW 161.92
0.618 161.52
1.000 161.27
1.618 160.87
2.618 160.22
4.250 159.16
Fisher Pivots for day following 30-Nov-2017
Pivot 1 day 3 day
R1 162.36 162.47
PP 162.30 162.45
S1 162.25 162.43

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

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