Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 21-Dec-2017
Day Change Summary
Previous Current
20-Dec-2017 21-Dec-2017 Change Change % Previous Week
Open 162.36 161.78 -0.58 -0.4% 163.47
High 162.48 161.83 -0.65 -0.4% 163.78
Low 161.58 161.50 -0.08 0.0% 162.90
Close 161.74 161.71 -0.03 0.0% 163.47
Range 0.90 0.33 -0.57 -63.3% 0.88
ATR 0.60 0.58 -0.02 -3.2% 0.00
Volume 395,268 202,340 -192,928 -48.8% 2,491,136
Daily Pivots for day following 21-Dec-2017
Classic Woodie Camarilla DeMark
R4 162.67 162.52 161.89
R3 162.34 162.19 161.80
R2 162.01 162.01 161.77
R1 161.86 161.86 161.74 161.77
PP 161.68 161.68 161.68 161.64
S1 161.53 161.53 161.68 161.44
S2 161.35 161.35 161.65
S3 161.02 161.20 161.62
S4 160.69 160.87 161.53
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
5 163.69 161.50 2.19 1.4% 0.61 0.4% 10% False True 456,281
10 163.78 161.50 2.28 1.4% 0.55 0.3% 9% False True 482,920
20 163.78 161.50 2.28 1.4% 0.56 0.3% 9% False True 532,343
40 163.78 161.17 2.61 1.6% 0.52 0.3% 21% False False 277,015
60 163.78 160.15 3.63 2.2% 0.52 0.3% 43% False False 186,260
80 163.78 159.78 4.00 2.5% 0.50 0.3% 48% False False 140,033
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 3 trading days
Fibonacci Retracements and Extensions
4.250 163.23
2.618 162.69
1.618 162.36
1.000 162.16
0.618 162.03
HIGH 161.83
0.618 161.70
0.500 161.67
0.382 161.63
LOW 161.50
0.618 161.30
1.000 161.17
1.618 160.97
2.618 160.64
4.250 160.10
Fisher Pivots for day following 21-Dec-2017
Pivot 1 day 3 day
R1 161.70 162.44
PP 161.68 162.19
S1 161.67 161.95

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

View Archives - Comment on this page... - Back to Index of Symbols