Euro Bund Future December 2018


Trading Metrics calculated at close of trading on 15-Nov-2018
Day Change Summary
Previous Current
14-Nov-2018 15-Nov-2018 Change Change % Previous Week
Open 160.36 160.14 -0.22 -0.1% 159.60
High 160.47 160.92 0.45 0.3% 160.07
Low 159.96 160.07 0.11 0.1% 159.19
Close 160.14 160.81 0.67 0.4% 160.03
Range 0.51 0.85 0.34 66.7% 0.88
ATR 0.59 0.60 0.02 3.2% 0.00
Volume 1,050,374 590,153 -460,221 -43.8% 2,752,732
Daily Pivots for day following 15-Nov-2018
Classic Woodie Camarilla DeMark
R4 163.15 162.83 161.28
R3 162.30 161.98 161.04
R2 161.45 161.45 160.97
R1 161.13 161.13 160.89 161.29
PP 160.60 160.60 160.60 160.68
S1 160.28 160.28 160.73 160.44
S2 159.75 159.75 160.65
S3 158.90 159.43 160.58
S4 158.05 158.58 160.34
Weekly Pivots for week ending 09-Nov-2018
Classic Woodie Camarilla DeMark
R4 162.40 162.10 160.51
R3 161.52 161.22 160.27
R2 160.64 160.64 160.19
R1 160.34 160.34 160.11 160.49
PP 159.76 159.76 159.76 159.84
S1 159.46 159.46 159.95 159.61
S2 158.88 158.88 159.87
S3 158.00 158.58 159.79
S4 157.12 157.70 159.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160.92 159.43 1.49 0.9% 0.59 0.4% 93% True False 725,052
10 160.92 159.19 1.73 1.1% 0.50 0.3% 94% True False 636,056
20 160.92 158.84 2.08 1.3% 0.57 0.4% 95% True False 675,498
40 160.92 157.33 3.59 2.2% 0.64 0.4% 97% True False 728,698
60 160.92 157.33 3.59 2.2% 0.60 0.4% 97% True False 669,591
80 161.33 157.33 4.00 2.5% 0.57 0.4% 87% False False 504,013
100 161.33 157.33 4.00 2.5% 0.53 0.3% 87% False False 403,258
120 161.33 156.90 4.43 2.8% 0.51 0.3% 88% False False 336,053
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 0.08
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 164.53
2.618 163.15
1.618 162.30
1.000 161.77
0.618 161.45
HIGH 160.92
0.618 160.60
0.500 160.50
0.382 160.39
LOW 160.07
0.618 159.54
1.000 159.22
1.618 158.69
2.618 157.84
4.250 156.46
Fisher Pivots for day following 15-Nov-2018
Pivot 1 day 3 day
R1 160.71 160.69
PP 160.60 160.56
S1 160.50 160.44

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

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