Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 19-Dec-2017
Day Change Summary
Previous Current
18-Dec-2017 19-Dec-2017 Change Change % Previous Week
Open 163.46 163.30 -0.16 -0.1% 163.47
High 163.57 163.37 -0.20 -0.1% 163.78
Low 163.27 162.15 -1.12 -0.7% 162.90
Close 163.40 162.38 -1.02 -0.6% 163.47
Range 0.30 1.22 0.92 306.7% 0.88
ATR 0.53 0.58 0.05 9.7% 0.00
Volume 617,133 680,826 63,693 10.3% 2,491,136
Daily Pivots for day following 19-Dec-2017
Classic Woodie Camarilla DeMark
R4 166.29 165.56 163.05
R3 165.07 164.34 162.72
R2 163.85 163.85 162.60
R1 163.12 163.12 162.49 162.88
PP 162.63 162.63 162.63 162.51
S1 161.90 161.90 162.27 161.66
S2 161.41 161.41 162.16
S3 160.19 160.68 162.04
S4 158.97 159.46 161.71
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
5 163.69 162.15 1.54 0.9% 0.61 0.4% 15% False True 544,970
10 163.78 162.15 1.63 1.0% 0.52 0.3% 14% False True 536,100
20 163.78 161.92 1.86 1.1% 0.54 0.3% 25% False False 505,189
40 163.78 160.26 3.52 2.2% 0.53 0.3% 60% False False 262,489
60 163.78 159.78 4.00 2.5% 0.52 0.3% 65% False False 176,530
80 163.78 159.78 4.00 2.5% 0.49 0.3% 65% False False 132,563
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 168.56
2.618 166.56
1.618 165.34
1.000 164.59
0.618 164.12
HIGH 163.37
0.618 162.90
0.500 162.76
0.382 162.62
LOW 162.15
0.618 161.40
1.000 160.93
1.618 160.18
2.618 158.96
4.250 156.97
Fisher Pivots for day following 19-Dec-2017
Pivot 1 day 3 day
R1 162.76 162.92
PP 162.63 162.74
S1 162.51 162.56

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

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