Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 08-Jan-2018
Day Change Summary
Previous Current
05-Jan-2018 08-Jan-2018 Change Change % Previous Week
Open 161.70 161.64 -0.06 0.0% 161.78
High 161.87 162.04 0.17 0.1% 161.87
Low 161.50 161.39 -0.11 -0.1% 161.18
Close 161.59 161.80 0.21 0.1% 161.59
Range 0.37 0.65 0.28 75.7% 0.69
ATR 0.55 0.56 0.01 1.3% 0.00
Volume 454,686 724,367 269,681 59.3% 2,167,914
Daily Pivots for day following 08-Jan-2018
Classic Woodie Camarilla DeMark
R4 163.69 163.40 162.16
R3 163.04 162.75 161.98
R2 162.39 162.39 161.92
R1 162.10 162.10 161.86 162.25
PP 161.74 161.74 161.74 161.82
S1 161.45 161.45 161.74 161.60
S2 161.09 161.09 161.68
S3 160.44 160.80 161.62
S4 159.79 160.15 161.44
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
5 162.04 161.18 0.86 0.5% 0.55 0.3% 72% True False 578,456
10 162.37 161.18 1.19 0.7% 0.51 0.3% 52% False False 434,601
20 163.78 161.18 2.60 1.6% 0.54 0.3% 24% False False 474,895
40 163.78 161.18 2.60 1.6% 0.54 0.3% 24% False False 376,928
60 163.78 160.26 3.52 2.2% 0.53 0.3% 44% False False 255,053
80 163.78 159.78 4.00 2.5% 0.51 0.3% 51% False False 191,822
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 164.80
2.618 163.74
1.618 163.09
1.000 162.69
0.618 162.44
HIGH 162.04
0.618 161.79
0.500 161.72
0.382 161.64
LOW 161.39
0.618 160.99
1.000 160.74
1.618 160.34
2.618 159.69
4.250 158.63
Fisher Pivots for day following 08-Jan-2018
Pivot 1 day 3 day
R1 161.77 161.75
PP 161.74 161.70
S1 161.72 161.65

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

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