Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 16-Feb-2018
Day Change Summary
Previous Current
15-Feb-2018 16-Feb-2018 Change Change % Previous Week
Open 157.65 157.76 0.11 0.1% 157.75
High 158.01 158.78 0.77 0.5% 158.78
Low 157.42 157.65 0.23 0.1% 157.42
Close 157.88 158.61 0.73 0.5% 158.61
Range 0.59 1.13 0.54 91.5% 1.36
ATR 0.76 0.78 0.03 3.5% 0.00
Volume 575,895 575,895 0 0.0% 3,318,380
Daily Pivots for day following 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 161.74 161.30 159.23
R3 160.61 160.17 158.92
R2 159.48 159.48 158.82
R1 159.04 159.04 158.71 159.26
PP 158.35 158.35 158.35 158.46
S1 157.91 157.91 158.51 158.13
S2 157.22 157.22 158.40
S3 156.09 156.78 158.30
S4 154.96 155.65 157.99
Weekly Pivots for week ending 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 162.35 161.84 159.36
R3 160.99 160.48 158.98
R2 159.63 159.63 158.86
R1 159.12 159.12 158.73 159.38
PP 158.27 158.27 158.27 158.40
S1 157.76 157.76 158.49 158.02
S2 156.91 156.91 158.36
S3 155.55 156.40 158.24
S4 154.19 155.04 157.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 158.78 157.42 1.36 0.9% 0.71 0.5% 88% True False 663,676
10 159.30 157.26 2.04 1.3% 0.89 0.6% 66% False False 823,581
20 161.13 157.26 3.87 2.4% 0.78 0.5% 35% False False 851,865
40 163.37 157.26 6.11 3.9% 0.69 0.4% 22% False False 689,643
60 163.78 157.26 6.52 4.1% 0.63 0.4% 21% False False 617,610
80 163.78 157.26 6.52 4.1% 0.60 0.4% 21% False False 467,645
100 163.78 157.26 6.52 4.1% 0.58 0.4% 21% False False 375,042
120 163.78 157.26 6.52 4.1% 0.55 0.3% 21% False False 312,583
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 163.58
2.618 161.74
1.618 160.61
1.000 159.91
0.618 159.48
HIGH 158.78
0.618 158.35
0.500 158.22
0.382 158.08
LOW 157.65
0.618 156.95
1.000 156.52
1.618 155.82
2.618 154.69
4.250 152.85
Fisher Pivots for day following 16-Feb-2018
Pivot 1 day 3 day
R1 158.48 158.44
PP 158.35 158.27
S1 158.22 158.10

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

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