Euro Bund Future December 2018


Trading Metrics calculated at close of trading on 21-Sep-2018
Day Change Summary
Previous Current
20-Sep-2018 21-Sep-2018 Change Change % Previous Week
Open 158.73 158.75 0.02 0.0% 159.28
High 158.93 159.10 0.17 0.1% 159.29
Low 158.38 158.68 0.30 0.2% 158.38
Close 158.74 159.00 0.26 0.2% 159.00
Range 0.55 0.42 -0.13 -23.6% 0.91
ATR 0.53 0.52 -0.01 -1.5% 0.00
Volume 530,180 745,994 215,814 40.7% 3,365,121
Daily Pivots for day following 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 160.19 160.01 159.23
R3 159.77 159.59 159.12
R2 159.35 159.35 159.08
R1 159.17 159.17 159.04 159.26
PP 158.93 158.93 158.93 158.97
S1 158.75 158.75 158.96 158.84
S2 158.51 158.51 158.92
S3 158.09 158.33 158.88
S4 157.67 157.91 158.77
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 161.62 161.22 159.50
R3 160.71 160.31 159.25
R2 159.80 159.80 159.17
R1 159.40 159.40 159.08 159.15
PP 158.89 158.89 158.89 158.76
S1 158.49 158.49 158.92 158.24
S2 157.98 157.98 158.83
S3 157.07 157.58 158.75
S4 156.16 156.67 158.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.29 158.38 0.91 0.6% 0.49 0.3% 68% False False 673,024
10 160.10 158.38 1.72 1.1% 0.50 0.3% 36% False False 637,090
20 160.82 158.38 2.44 1.5% 0.55 0.3% 25% False False 585,831
40 161.33 158.37 2.96 1.9% 0.49 0.3% 21% False False 297,947
60 161.33 158.37 2.96 1.9% 0.47 0.3% 21% False False 198,730
80 161.33 156.90 4.43 2.8% 0.45 0.3% 47% False False 149,055
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.10
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 160.89
2.618 160.20
1.618 159.78
1.000 159.52
0.618 159.36
HIGH 159.10
0.618 158.94
0.500 158.89
0.382 158.84
LOW 158.68
0.618 158.42
1.000 158.26
1.618 158.00
2.618 157.58
4.250 156.90
Fisher Pivots for day following 21-Sep-2018
Pivot 1 day 3 day
R1 158.96 158.91
PP 158.93 158.83
S1 158.89 158.74

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

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