Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 23-Jan-2018
Day Change Summary
Previous Current
22-Jan-2018 23-Jan-2018 Change Change % Previous Week
Open 160.55 160.70 0.15 0.1% 160.46
High 160.82 161.13 0.31 0.2% 160.97
Low 160.38 160.68 0.30 0.2% 160.30
Close 160.74 160.80 0.06 0.0% 160.66
Range 0.44 0.45 0.01 2.3% 0.67
ATR 0.57 0.56 -0.01 -1.5% 0.00
Volume 605,821 675,757 69,936 11.5% 2,090,575
Daily Pivots for day following 23-Jan-2018
Classic Woodie Camarilla DeMark
R4 162.22 161.96 161.05
R3 161.77 161.51 160.92
R2 161.32 161.32 160.88
R1 161.06 161.06 160.84 161.19
PP 160.87 160.87 160.87 160.94
S1 160.61 160.61 160.76 160.74
S2 160.42 160.42 160.72
S3 159.97 160.16 160.68
S4 159.52 159.71 160.55
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
5 161.13 160.30 0.83 0.5% 0.43 0.3% 60% True False 571,595
10 162.00 160.11 1.89 1.2% 0.58 0.4% 37% False False 640,790
20 162.37 160.11 2.26 1.4% 0.54 0.3% 31% False False 537,696
40 163.78 160.11 3.67 2.3% 0.55 0.3% 19% False False 531,011
60 163.78 160.11 3.67 2.3% 0.54 0.3% 19% False False 360,637
80 163.78 159.78 4.00 2.5% 0.53 0.3% 26% False False 271,676
100 163.78 159.78 4.00 2.5% 0.51 0.3% 26% False False 217,542
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 163.04
2.618 162.31
1.618 161.86
1.000 161.58
0.618 161.41
HIGH 161.13
0.618 160.96
0.500 160.91
0.382 160.85
LOW 160.68
0.618 160.40
1.000 160.23
1.618 159.95
2.618 159.50
4.250 158.77
Fisher Pivots for day following 23-Jan-2018
Pivot 1 day 3 day
R1 160.91 160.77
PP 160.87 160.75
S1 160.84 160.72

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

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