Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 17-Jan-2018
Day Change Summary
Previous Current
16-Jan-2018 17-Jan-2018 Change Change % Previous Week
Open 160.46 160.78 0.32 0.2% 161.64
High 160.97 160.97 0.00 0.0% 162.04
Low 160.41 160.65 0.24 0.1% 160.11
Close 160.77 160.82 0.05 0.0% 160.38
Range 0.56 0.32 -0.24 -42.9% 1.93
ATR 0.61 0.59 -0.02 -3.4% 0.00
Volume 514,175 613,314 99,139 19.3% 3,760,121
Daily Pivots for day following 17-Jan-2018
Classic Woodie Camarilla DeMark
R4 161.77 161.62 161.00
R3 161.45 161.30 160.91
R2 161.13 161.13 160.88
R1 160.98 160.98 160.85 161.06
PP 160.81 160.81 160.81 160.85
S1 160.66 160.66 160.79 160.74
S2 160.49 160.49 160.76
S3 160.17 160.34 160.73
S4 159.85 160.02 160.64
Weekly Pivots for week ending 12-Jan-2018
Classic Woodie Camarilla DeMark
R4 166.63 165.44 161.44
R3 164.70 163.51 160.91
R2 162.77 162.77 160.73
R1 161.58 161.58 160.56 161.21
PP 160.84 160.84 160.84 160.66
S1 159.65 159.65 160.20 159.28
S2 158.91 158.91 160.03
S3 156.98 157.72 159.85
S4 155.05 155.79 159.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.55 160.11 1.44 0.9% 0.63 0.4% 49% False False 658,524
10 162.04 160.11 1.93 1.2% 0.61 0.4% 37% False False 644,999
20 163.69 160.11 3.58 2.2% 0.59 0.4% 20% False False 529,416
40 163.78 160.11 3.67 2.3% 0.55 0.3% 19% False False 478,490
60 163.78 160.11 3.67 2.3% 0.54 0.3% 19% False False 324,104
80 163.78 159.78 4.00 2.5% 0.53 0.3% 26% False False 243,815
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 0.17
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 162.33
2.618 161.81
1.618 161.49
1.000 161.29
0.618 161.17
HIGH 160.97
0.618 160.85
0.500 160.81
0.382 160.77
LOW 160.65
0.618 160.45
1.000 160.33
1.618 160.13
2.618 159.81
4.250 159.29
Fisher Pivots for day following 17-Jan-2018
Pivot 1 day 3 day
R1 160.82 160.73
PP 160.81 160.63
S1 160.81 160.54

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

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