Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 12-Dec-2017
Day Change Summary
Previous Current
11-Dec-2017 12-Dec-2017 Change Change % Previous Week
Open 163.47 163.58 0.11 0.1% 163.04
High 163.78 163.64 -0.14 -0.1% 163.67
Low 163.37 163.18 -0.19 -0.1% 162.79
Close 163.64 163.27 -0.37 -0.2% 163.48
Range 0.41 0.46 0.05 12.2% 0.88
ATR 0.55 0.55 -0.01 -1.2% 0.00
Volume 473,178 591,064 117,886 24.9% 4,006,877
Daily Pivots for day following 12-Dec-2017
Classic Woodie Camarilla DeMark
R4 164.74 164.47 163.52
R3 164.28 164.01 163.40
R2 163.82 163.82 163.35
R1 163.55 163.55 163.31 163.46
PP 163.36 163.36 163.36 163.32
S1 163.09 163.09 163.23 163.00
S2 162.90 162.90 163.19
S3 162.44 162.63 163.14
S4 161.98 162.17 163.02
Weekly Pivots for week ending 08-Dec-2017
Classic Woodie Camarilla DeMark
R4 165.95 165.60 163.96
R3 165.07 164.72 163.72
R2 164.19 164.19 163.64
R1 163.84 163.84 163.56 164.02
PP 163.31 163.31 163.31 163.40
S1 162.96 162.96 163.40 163.14
S2 162.43 162.43 163.32
S3 161.55 162.08 163.24
S4 160.67 161.20 163.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.78 163.17 0.61 0.4% 0.43 0.3% 16% False False 527,231
10 163.78 161.92 1.86 1.1% 0.58 0.4% 73% False False 694,516
20 163.78 161.92 1.86 1.1% 0.50 0.3% 73% False False 376,636
40 163.78 160.26 3.52 2.2% 0.52 0.3% 86% False False 195,739
60 163.78 159.78 4.00 2.4% 0.51 0.3% 87% False False 131,306
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 165.60
2.618 164.84
1.618 164.38
1.000 164.10
0.618 163.92
HIGH 163.64
0.618 163.46
0.500 163.41
0.382 163.36
LOW 163.18
0.618 162.90
1.000 162.72
1.618 162.44
2.618 161.98
4.250 161.23
Fisher Pivots for day following 12-Dec-2017
Pivot 1 day 3 day
R1 163.41 163.48
PP 163.36 163.41
S1 163.32 163.34

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

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