Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 06-Feb-2018
Day Change Summary
Previous Current
05-Feb-2018 06-Feb-2018 Change Change % Previous Week
Open 157.67 158.96 1.29 0.8% 159.59
High 159.30 159.24 -0.06 0.0% 159.64
Low 157.62 158.48 0.86 0.5% 157.71
Close 158.09 158.86 0.77 0.5% 157.87
Range 1.68 0.76 -0.92 -54.8% 1.93
ATR 0.73 0.76 0.03 4.1% 0.00
Volume 1,273,786 928,938 -344,848 -27.1% 4,740,716
Daily Pivots for day following 06-Feb-2018
Classic Woodie Camarilla DeMark
R4 161.14 160.76 159.28
R3 160.38 160.00 159.07
R2 159.62 159.62 159.00
R1 159.24 159.24 158.93 159.05
PP 158.86 158.86 158.86 158.77
S1 158.48 158.48 158.79 158.29
S2 158.10 158.10 158.72
S3 157.34 157.72 158.65
S4 156.58 156.96 158.44
Weekly Pivots for week ending 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 164.20 162.96 158.93
R3 162.27 161.03 158.40
R2 160.34 160.34 158.22
R1 159.10 159.10 158.05 158.76
PP 158.41 158.41 158.41 158.23
S1 157.17 157.17 157.69 156.83
S2 156.48 156.48 157.52
S3 154.55 155.24 157.34
S4 152.62 153.31 156.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.33 157.62 1.71 1.1% 0.92 0.6% 73% False False 1,037,140
10 160.85 157.62 3.23 2.0% 0.83 0.5% 38% False False 972,265
20 162.00 157.62 4.38 2.8% 0.70 0.4% 28% False False 806,527
40 163.78 157.62 6.16 3.9% 0.62 0.4% 20% False False 640,711
60 163.78 157.62 6.16 3.9% 0.59 0.4% 20% False False 520,128
80 163.78 157.62 6.16 3.9% 0.57 0.4% 20% False False 392,921
100 163.78 157.62 6.16 3.9% 0.55 0.3% 20% False False 314,763
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 162.47
2.618 161.23
1.618 160.47
1.000 160.00
0.618 159.71
HIGH 159.24
0.618 158.95
0.500 158.86
0.382 158.77
LOW 158.48
0.618 158.01
1.000 157.72
1.618 157.25
2.618 156.49
4.250 155.25
Fisher Pivots for day following 06-Feb-2018
Pivot 1 day 3 day
R1 158.86 158.73
PP 158.86 158.59
S1 158.86 158.46

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

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