Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 30-Jan-2018
Day Change Summary
Previous Current
29-Jan-2018 30-Jan-2018 Change Change % Previous Week
Open 159.59 158.74 -0.85 -0.5% 160.55
High 159.64 159.18 -0.46 -0.3% 161.13
Low 158.66 158.73 0.07 0.0% 159.66
Close 158.71 158.91 0.20 0.1% 159.79
Range 0.98 0.45 -0.53 -54.1% 1.47
ATR 0.64 0.63 -0.01 -1.9% 0.00
Volume 840,357 917,380 77,023 9.2% 4,060,789
Daily Pivots for day following 30-Jan-2018
Classic Woodie Camarilla DeMark
R4 160.29 160.05 159.16
R3 159.84 159.60 159.03
R2 159.39 159.39 158.99
R1 159.15 159.15 158.95 159.27
PP 158.94 158.94 158.94 159.00
S1 158.70 158.70 158.87 158.82
S2 158.49 158.49 158.83
S3 158.04 158.25 158.79
S4 157.59 157.80 158.66
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
5 160.85 158.66 2.19 1.4% 0.73 0.5% 11% False False 907,389
10 161.13 158.66 2.47 1.6% 0.58 0.4% 10% False False 739,492
20 162.04 158.66 3.38 2.1% 0.61 0.4% 7% False False 691,856
40 163.78 158.66 5.12 3.2% 0.59 0.4% 5% False False 628,324
60 163.78 158.66 5.12 3.2% 0.55 0.3% 5% False False 435,638
80 163.78 158.66 5.12 3.2% 0.54 0.3% 5% False False 328,222
100 163.78 158.66 5.12 3.2% 0.53 0.3% 5% False False 262,909
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 161.09
2.618 160.36
1.618 159.91
1.000 159.63
0.618 159.46
HIGH 159.18
0.618 159.01
0.500 158.96
0.382 158.90
LOW 158.73
0.618 158.45
1.000 158.28
1.618 158.00
2.618 157.55
4.250 156.82
Fisher Pivots for day following 30-Jan-2018
Pivot 1 day 3 day
R1 158.96 159.51
PP 158.94 159.31
S1 158.93 159.11

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

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