Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 05-Jan-2018
Day Change Summary
Previous Current
04-Jan-2018 05-Jan-2018 Change Change % Previous Week
Open 161.44 161.70 0.26 0.2% 161.78
High 161.75 161.87 0.12 0.1% 161.87
Low 161.26 161.50 0.24 0.1% 161.18
Close 161.59 161.59 0.00 0.0% 161.59
Range 0.49 0.37 -0.12 -24.5% 0.69
ATR 0.57 0.55 -0.01 -2.5% 0.00
Volume 467,090 454,686 -12,404 -2.7% 2,167,914
Daily Pivots for day following 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 162.76 162.55 161.79
R3 162.39 162.18 161.69
R2 162.02 162.02 161.66
R1 161.81 161.81 161.62 161.73
PP 161.65 161.65 161.65 161.62
S1 161.44 161.44 161.56 161.36
S2 161.28 161.28 161.52
S3 160.91 161.07 161.49
S4 160.54 160.70 161.39
Weekly Pivots for week ending 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 163.62 163.29 161.97
R3 162.93 162.60 161.78
R2 162.24 162.24 161.72
R1 161.91 161.91 161.65 161.73
PP 161.55 161.55 161.55 161.46
S1 161.22 161.22 161.53 161.04
S2 160.86 160.86 161.46
S3 160.17 160.53 161.40
S4 159.48 159.84 161.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.87 161.18 0.69 0.4% 0.50 0.3% 59% True False 530,702
10 162.48 161.18 1.30 0.8% 0.53 0.3% 32% False False 401,691
20 163.78 161.18 2.60 1.6% 0.53 0.3% 16% False False 468,896
40 163.78 161.18 2.60 1.6% 0.53 0.3% 16% False False 359,623
60 163.78 160.26 3.52 2.2% 0.52 0.3% 38% False False 243,002
80 163.78 159.78 4.00 2.5% 0.51 0.3% 45% False False 182,769
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 163.44
2.618 162.84
1.618 162.47
1.000 162.24
0.618 162.10
HIGH 161.87
0.618 161.73
0.500 161.69
0.382 161.64
LOW 161.50
0.618 161.27
1.000 161.13
1.618 160.90
2.618 160.53
4.250 159.93
Fisher Pivots for day following 05-Jan-2018
Pivot 1 day 3 day
R1 161.69 161.57
PP 161.65 161.55
S1 161.62 161.54

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

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