Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 22-Jan-2018
Day Change Summary
Previous Current
19-Jan-2018 22-Jan-2018 Change Change % Previous Week
Open 160.42 160.55 0.13 0.1% 160.46
High 160.85 160.82 -0.03 0.0% 160.97
Low 160.31 160.38 0.07 0.0% 160.30
Close 160.66 160.74 0.08 0.0% 160.66
Range 0.54 0.44 -0.10 -18.5% 0.67
ATR 0.58 0.57 -0.01 -1.7% 0.00
Volume 432,972 605,821 172,849 39.9% 2,090,575
Daily Pivots for day following 22-Jan-2018
Classic Woodie Camarilla DeMark
R4 161.97 161.79 160.98
R3 161.53 161.35 160.86
R2 161.09 161.09 160.82
R1 160.91 160.91 160.78 161.00
PP 160.65 160.65 160.65 160.69
S1 160.47 160.47 160.70 160.56
S2 160.21 160.21 160.66
S3 159.77 160.03 160.62
S4 159.33 159.59 160.50
Weekly Pivots for week ending 19-Jan-2018
Classic Woodie Camarilla DeMark
R4 162.65 162.33 161.03
R3 161.98 161.66 160.84
R2 161.31 161.31 160.78
R1 160.99 160.99 160.72 161.15
PP 160.64 160.64 160.64 160.73
S1 160.32 160.32 160.60 160.48
S2 159.97 159.97 160.54
S3 159.30 159.65 160.48
S4 158.63 158.98 160.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160.97 160.30 0.67 0.4% 0.45 0.3% 66% False False 539,279
10 162.04 160.11 1.93 1.2% 0.60 0.4% 33% False False 645,651
20 162.48 160.11 2.37 1.5% 0.57 0.4% 27% False False 523,671
40 163.78 160.11 3.67 2.3% 0.55 0.3% 17% False False 514,430
60 163.78 160.11 3.67 2.3% 0.54 0.3% 17% False False 349,550
80 163.78 159.78 4.00 2.5% 0.53 0.3% 24% False False 263,315
100 163.78 159.78 4.00 2.5% 0.50 0.3% 24% False False 210,785
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 162.69
2.618 161.97
1.618 161.53
1.000 161.26
0.618 161.09
HIGH 160.82
0.618 160.65
0.500 160.60
0.382 160.55
LOW 160.38
0.618 160.11
1.000 159.94
1.618 159.67
2.618 159.23
4.250 158.51
Fisher Pivots for day following 22-Jan-2018
Pivot 1 day 3 day
R1 160.69 160.69
PP 160.65 160.63
S1 160.60 160.58

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

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