Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 18-Dec-2017
Day Change Summary
Previous Current
15-Dec-2017 18-Dec-2017 Change Change % Previous Week
Open 163.48 163.46 -0.02 0.0% 163.47
High 163.69 163.57 -0.12 -0.1% 163.78
Low 163.37 163.27 -0.10 -0.1% 162.90
Close 163.47 163.40 -0.07 0.0% 163.47
Range 0.32 0.30 -0.02 -6.3% 0.88
ATR 0.55 0.53 -0.02 -3.2% 0.00
Volume 385,839 617,133 231,294 59.9% 2,491,136
Daily Pivots for day following 18-Dec-2017
Classic Woodie Camarilla DeMark
R4 164.31 164.16 163.57
R3 164.01 163.86 163.48
R2 163.71 163.71 163.46
R1 163.56 163.56 163.43 163.49
PP 163.41 163.41 163.41 163.38
S1 163.26 163.26 163.37 163.19
S2 163.11 163.11 163.35
S3 162.81 162.96 163.32
S4 162.51 162.66 163.24
Weekly Pivots for week ending 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 166.02 165.63 163.95
R3 165.14 164.75 163.71
R2 164.26 164.26 163.63
R1 163.87 163.87 163.55 163.91
PP 163.38 163.38 163.38 163.41
S1 162.99 162.99 163.39 163.03
S2 162.50 162.50 163.31
S3 161.62 162.11 163.23
S4 160.74 161.23 162.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.69 162.90 0.79 0.5% 0.45 0.3% 63% False False 527,018
10 163.78 162.79 0.99 0.6% 0.45 0.3% 62% False False 570,538
20 163.78 161.92 1.86 1.1% 0.50 0.3% 80% False False 473,544
40 163.78 160.26 3.52 2.2% 0.51 0.3% 89% False False 245,646
60 163.78 159.78 4.00 2.4% 0.51 0.3% 91% False False 165,308
80 163.78 159.78 4.00 2.4% 0.48 0.3% 91% False False 124,053
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 164.85
2.618 164.36
1.618 164.06
1.000 163.87
0.618 163.76
HIGH 163.57
0.618 163.46
0.500 163.42
0.382 163.38
LOW 163.27
0.618 163.08
1.000 162.97
1.618 162.78
2.618 162.48
4.250 162.00
Fisher Pivots for day following 18-Dec-2017
Pivot 1 day 3 day
R1 163.42 163.37
PP 163.41 163.33
S1 163.41 163.30

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

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