Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 21-Feb-2018
Day Change Summary
Previous Current
20-Feb-2018 21-Feb-2018 Change Change % Previous Week
Open 158.17 158.41 0.24 0.2% 157.75
High 158.55 158.85 0.30 0.2% 158.78
Low 157.90 158.17 0.27 0.2% 157.42
Close 158.39 158.51 0.12 0.1% 158.61
Range 0.65 0.68 0.03 4.6% 1.36
ATR 0.78 0.77 -0.01 -0.9% 0.00
Volume 675,672 630,339 -45,333 -6.7% 3,318,380
Daily Pivots for day following 21-Feb-2018
Classic Woodie Camarilla DeMark
R4 160.55 160.21 158.88
R3 159.87 159.53 158.70
R2 159.19 159.19 158.63
R1 158.85 158.85 158.57 159.02
PP 158.51 158.51 158.51 158.60
S1 158.17 158.17 158.45 158.34
S2 157.83 157.83 158.39
S3 157.15 157.49 158.32
S4 156.47 156.81 158.14
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
5 158.85 157.42 1.43 0.9% 0.76 0.5% 76% True False 635,569
10 158.92 157.26 1.66 1.0% 0.78 0.5% 75% False False 733,909
20 160.85 157.26 3.59 2.3% 0.80 0.5% 35% False False 853,087
40 162.37 157.26 5.11 3.2% 0.67 0.4% 24% False False 695,391
60 163.78 157.26 6.52 4.1% 0.63 0.4% 19% False False 638,370
80 163.78 157.26 6.52 4.1% 0.61 0.4% 19% False False 483,749
100 163.78 157.26 6.52 4.1% 0.58 0.4% 19% False False 387,958
120 163.78 157.26 6.52 4.1% 0.56 0.4% 19% False False 323,466
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 161.74
2.618 160.63
1.618 159.95
1.000 159.53
0.618 159.27
HIGH 158.85
0.618 158.59
0.500 158.51
0.382 158.43
LOW 158.17
0.618 157.75
1.000 157.49
1.618 157.07
2.618 156.39
4.250 155.28
Fisher Pivots for day following 21-Feb-2018
Pivot 1 day 3 day
R1 158.51 158.42
PP 158.51 158.34
S1 158.51 158.25

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

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