Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 01-Feb-2018
Day Change Summary
Previous Current
31-Jan-2018 01-Feb-2018 Change Change % Previous Week
Open 158.96 158.55 -0.41 -0.3% 160.55
High 159.33 158.81 -0.52 -0.3% 161.13
Low 158.50 158.15 -0.35 -0.2% 159.66
Close 158.82 158.60 -0.22 -0.1% 159.79
Range 0.83 0.66 -0.17 -20.5% 1.47
ATR 0.64 0.64 0.00 0.3% 0.00
Volume 1,077,614 1,033,697 -43,917 -4.1% 4,060,789
Daily Pivots for day following 01-Feb-2018
Classic Woodie Camarilla DeMark
R4 160.50 160.21 158.96
R3 159.84 159.55 158.78
R2 159.18 159.18 158.72
R1 158.89 158.89 158.66 159.04
PP 158.52 158.52 158.52 158.59
S1 158.23 158.23 158.54 158.38
S2 157.86 157.86 158.48
S3 157.20 157.57 158.42
S4 156.54 156.91 158.24
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
5 160.36 158.15 2.21 1.4% 0.71 0.4% 20% False True 977,364
10 161.13 158.15 2.98 1.9% 0.66 0.4% 15% False True 836,280
20 162.04 158.15 3.89 2.5% 0.62 0.4% 12% False True 735,115
40 163.78 158.15 5.63 3.5% 0.57 0.4% 8% False True 639,835
60 163.78 158.15 5.63 3.5% 0.56 0.4% 8% False True 470,366
80 163.78 158.15 5.63 3.5% 0.55 0.3% 8% False True 354,611
100 163.78 158.15 5.63 3.5% 0.53 0.3% 8% False True 284,022
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 161.62
2.618 160.54
1.618 159.88
1.000 159.47
0.618 159.22
HIGH 158.81
0.618 158.56
0.500 158.48
0.382 158.40
LOW 158.15
0.618 157.74
1.000 157.49
1.618 157.08
2.618 156.42
4.250 155.35
Fisher Pivots for day following 01-Feb-2018
Pivot 1 day 3 day
R1 158.56 158.74
PP 158.52 158.69
S1 158.48 158.65

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

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