Euro Bund Future September 2018


Trading Metrics calculated at close of trading on 17-Aug-2018
Day Change Summary
Previous Current
16-Aug-2018 17-Aug-2018 Change Change % Previous Week
Open 163.41 163.53 0.12 0.1% 163.46
High 163.67 163.88 0.21 0.1% 163.88
Low 163.36 163.42 0.06 0.0% 163.10
Close 163.49 163.67 0.18 0.1% 163.67
Range 0.31 0.46 0.15 48.4% 0.78
ATR 0.57 0.56 -0.01 -1.3% 0.00
Volume 435,264 354,620 -80,644 -18.5% 2,134,508
Daily Pivots for day following 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 165.04 164.81 163.92
R3 164.58 164.35 163.80
R2 164.12 164.12 163.75
R1 163.89 163.89 163.71 164.01
PP 163.66 163.66 163.66 163.71
S1 163.43 163.43 163.63 163.55
S2 163.20 163.20 163.59
S3 162.74 162.97 163.54
S4 162.28 162.51 163.42
Weekly Pivots for week ending 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 165.89 165.56 164.10
R3 165.11 164.78 163.88
R2 164.33 164.33 163.81
R1 164.00 164.00 163.74 164.17
PP 163.55 163.55 163.55 163.63
S1 163.22 163.22 163.60 163.39
S2 162.77 162.77 163.53
S3 161.99 162.44 163.46
S4 161.21 161.66 163.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.88 163.10 0.78 0.5% 0.43 0.3% 73% True False 426,901
10 163.88 161.83 2.05 1.3% 0.46 0.3% 90% True False 467,124
20 163.88 160.86 3.02 1.8% 0.52 0.3% 93% True False 518,041
40 163.88 160.86 3.02 1.8% 0.52 0.3% 93% True False 502,887
60 164.19 159.15 5.04 3.1% 0.68 0.4% 90% False False 574,963
80 164.19 157.17 7.02 4.3% 0.65 0.4% 93% False False 436,827
100 164.19 157.14 7.05 4.3% 0.59 0.4% 93% False False 350,689
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 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 165.84
2.618 165.08
1.618 164.62
1.000 164.34
0.618 164.16
HIGH 163.88
0.618 163.70
0.500 163.65
0.382 163.60
LOW 163.42
0.618 163.14
1.000 162.96
1.618 162.68
2.618 162.22
4.250 161.47
Fisher Pivots for day following 17-Aug-2018
Pivot 1 day 3 day
R1 163.66 163.61
PP 163.66 163.55
S1 163.65 163.49

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

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