Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 20-Dec-2017
Day Change Summary
Previous Current
19-Dec-2017 20-Dec-2017 Change Change % Previous Week
Open 163.30 162.36 -0.94 -0.6% 163.47
High 163.37 162.48 -0.89 -0.5% 163.78
Low 162.15 161.58 -0.57 -0.4% 162.90
Close 162.38 161.74 -0.64 -0.4% 163.47
Range 1.22 0.90 -0.32 -26.2% 0.88
ATR 0.58 0.60 0.02 3.9% 0.00
Volume 680,826 395,268 -285,558 -41.9% 2,491,136
Daily Pivots for day following 20-Dec-2017
Classic Woodie Camarilla DeMark
R4 164.63 164.09 162.24
R3 163.73 163.19 161.99
R2 162.83 162.83 161.91
R1 162.29 162.29 161.82 162.11
PP 161.93 161.93 161.93 161.85
S1 161.39 161.39 161.66 161.21
S2 161.03 161.03 161.58
S3 160.13 160.49 161.49
S4 159.23 159.59 161.25
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
5 163.69 161.58 2.11 1.3% 0.67 0.4% 8% False True 505,811
10 163.78 161.58 2.20 1.4% 0.56 0.3% 7% False True 515,188
20 163.78 161.58 2.20 1.4% 0.55 0.3% 7% False True 524,327
40 163.78 160.51 3.27 2.0% 0.54 0.3% 38% False False 272,107
60 163.78 159.78 4.00 2.5% 0.52 0.3% 49% False False 183,002
80 163.78 159.78 4.00 2.5% 0.50 0.3% 49% False False 137,504
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 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 166.31
2.618 164.84
1.618 163.94
1.000 163.38
0.618 163.04
HIGH 162.48
0.618 162.14
0.500 162.03
0.382 161.92
LOW 161.58
0.618 161.02
1.000 160.68
1.618 160.12
2.618 159.22
4.250 157.76
Fisher Pivots for day following 20-Dec-2017
Pivot 1 day 3 day
R1 162.03 162.58
PP 161.93 162.30
S1 161.84 162.02

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

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