Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 09-Jan-2018
Day Change Summary
Previous Current
08-Jan-2018 09-Jan-2018 Change Change % Previous Week
Open 161.64 161.67 0.03 0.0% 161.78
High 162.04 162.00 -0.04 0.0% 161.87
Low 161.39 161.20 -0.19 -0.1% 161.18
Close 161.80 161.30 -0.50 -0.3% 161.59
Range 0.65 0.80 0.15 23.1% 0.69
ATR 0.56 0.58 0.02 3.1% 0.00
Volume 724,367 870,619 146,252 20.2% 2,167,914
Daily Pivots for day following 09-Jan-2018
Classic Woodie Camarilla DeMark
R4 163.90 163.40 161.74
R3 163.10 162.60 161.52
R2 162.30 162.30 161.45
R1 161.80 161.80 161.37 161.65
PP 161.50 161.50 161.50 161.43
S1 161.00 161.00 161.23 160.85
S2 160.70 160.70 161.15
S3 159.90 160.20 161.08
S4 159.10 159.40 160.86
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
5 162.04 161.20 0.84 0.5% 0.59 0.4% 12% False True 631,474
10 162.37 161.18 1.19 0.7% 0.56 0.3% 10% False False 501,429
20 163.78 161.18 2.60 1.6% 0.55 0.3% 5% False False 492,174
40 163.78 161.18 2.60 1.6% 0.54 0.3% 5% False False 398,120
60 163.78 160.26 3.52 2.2% 0.54 0.3% 30% False False 269,556
80 163.78 159.78 4.00 2.5% 0.52 0.3% 38% False False 202,704
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 11 trading days
Fibonacci Retracements and Extensions
4.250 165.40
2.618 164.09
1.618 163.29
1.000 162.80
0.618 162.49
HIGH 162.00
0.618 161.69
0.500 161.60
0.382 161.51
LOW 161.20
0.618 160.71
1.000 160.40
1.618 159.91
2.618 159.11
4.250 157.80
Fisher Pivots for day following 09-Jan-2018
Pivot 1 day 3 day
R1 161.60 161.62
PP 161.50 161.51
S1 161.40 161.41

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

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