Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 15-Feb-2018
Day Change Summary
Previous Current
14-Feb-2018 15-Feb-2018 Change Change % Previous Week
Open 158.25 157.65 -0.60 -0.4% 157.67
High 158.38 158.01 -0.37 -0.2% 159.30
Low 157.65 157.42 -0.23 -0.1% 157.26
Close 157.98 157.88 -0.10 -0.1% 158.04
Range 0.73 0.59 -0.14 -19.2% 2.04
ATR 0.77 0.76 -0.01 -1.7% 0.00
Volume 720,047 575,895 -144,152 -20.0% 4,917,432
Daily Pivots for day following 15-Feb-2018
Classic Woodie Camarilla DeMark
R4 159.54 159.30 158.20
R3 158.95 158.71 158.04
R2 158.36 158.36 157.99
R1 158.12 158.12 157.93 158.24
PP 157.77 157.77 157.77 157.83
S1 157.53 157.53 157.83 157.65
S2 157.18 157.18 157.77
S3 156.59 156.94 157.72
S4 156.00 156.35 157.56
Weekly Pivots for week ending 09-Feb-2018
Classic Woodie Camarilla DeMark
R4 164.32 163.22 159.16
R3 162.28 161.18 158.60
R2 160.24 160.24 158.41
R1 159.14 159.14 158.23 159.69
PP 158.20 158.20 158.20 158.48
S1 157.10 157.10 157.85 157.65
S2 156.16 156.16 157.67
S3 154.12 155.06 157.48
S4 152.08 153.02 156.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 158.65 157.42 1.23 0.8% 0.68 0.4% 37% False True 675,896
10 159.30 157.26 2.04 1.3% 0.85 0.5% 30% False False 853,158
20 161.13 157.26 3.87 2.5% 0.75 0.5% 16% False False 844,719
40 163.57 157.26 6.31 4.0% 0.67 0.4% 10% False False 690,674
60 163.78 157.26 6.52 4.1% 0.62 0.4% 10% False False 609,037
80 163.78 157.26 6.52 4.1% 0.59 0.4% 10% False False 460,564
100 163.78 157.26 6.52 4.1% 0.58 0.4% 10% False False 369,287
120 163.78 157.26 6.52 4.1% 0.54 0.3% 10% False False 307,784
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 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 160.52
2.618 159.55
1.618 158.96
1.000 158.60
0.618 158.37
HIGH 158.01
0.618 157.78
0.500 157.72
0.382 157.65
LOW 157.42
0.618 157.06
1.000 156.83
1.618 156.47
2.618 155.88
4.250 154.91
Fisher Pivots for day following 15-Feb-2018
Pivot 1 day 3 day
R1 157.83 157.93
PP 157.77 157.91
S1 157.72 157.90

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

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