Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 26-Jan-2018
Day Change Summary
Previous Current
25-Jan-2018 26-Jan-2018 Change Change % Previous Week
Open 160.57 160.15 -0.42 -0.3% 160.55
High 160.75 160.36 -0.39 -0.2% 161.13
Low 159.66 159.74 0.08 0.1% 159.66
Close 160.05 159.79 -0.26 -0.2% 159.79
Range 1.09 0.62 -0.47 -43.1% 1.47
ATR 0.60 0.60 0.00 0.3% 0.00
Volume 751,023 1,017,774 266,751 35.5% 4,060,789
Daily Pivots for day following 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 161.82 161.43 160.13
R3 161.20 160.81 159.96
R2 160.58 160.58 159.90
R1 160.19 160.19 159.85 160.08
PP 159.96 159.96 159.96 159.91
S1 159.57 159.57 159.73 159.46
S2 159.34 159.34 159.68
S3 158.72 158.95 159.62
S4 158.10 158.33 159.45
Weekly Pivots for week ending 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 164.60 163.67 160.60
R3 163.13 162.20 160.19
R2 161.66 161.66 160.06
R1 160.73 160.73 159.92 160.46
PP 160.19 160.19 160.19 160.06
S1 159.26 159.26 159.66 158.99
S2 158.72 158.72 159.52
S3 157.25 157.79 159.39
S4 155.78 156.32 158.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.13 159.66 1.47 0.9% 0.63 0.4% 9% False False 812,157
10 161.13 159.66 1.47 0.9% 0.55 0.3% 9% False False 647,946
20 162.28 159.66 2.62 1.6% 0.59 0.4% 5% False False 640,752
40 163.78 159.66 4.12 2.6% 0.58 0.4% 3% False False 594,036
60 163.78 159.66 4.12 2.6% 0.54 0.3% 3% False False 406,633
80 163.78 159.66 4.12 2.6% 0.54 0.3% 3% False False 306,287
100 163.78 159.66 4.12 2.6% 0.53 0.3% 3% False False 245,334
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 163.00
2.618 161.98
1.618 161.36
1.000 160.98
0.618 160.74
HIGH 160.36
0.618 160.12
0.500 160.05
0.382 159.98
LOW 159.74
0.618 159.36
1.000 159.12
1.618 158.74
2.618 158.12
4.250 157.11
Fisher Pivots for day following 26-Jan-2018
Pivot 1 day 3 day
R1 160.05 160.26
PP 159.96 160.10
S1 159.88 159.95

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

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