Euro Bund Future March 2019


Trading Metrics calculated at close of trading on 27-Dec-2018
Day Change Summary
Previous Current
21-Dec-2018 27-Dec-2018 Change Change % Previous Week
Open 163.54 163.18 -0.36 -0.2% 163.28
High 163.54 163.79 0.25 0.2% 164.01
Low 163.27 163.15 -0.12 -0.1% 162.96
Close 163.36 163.73 0.37 0.2% 163.36
Range 0.27 0.64 0.37 137.0% 1.05
ATR 0.56 0.56 0.01 1.1% 0.00
Volume 334,721 335,361 640 0.2% 2,443,042
Daily Pivots for day following 27-Dec-2018
Classic Woodie Camarilla DeMark
R4 165.48 165.24 164.08
R3 164.84 164.60 163.91
R2 164.20 164.20 163.85
R1 163.96 163.96 163.79 164.08
PP 163.56 163.56 163.56 163.62
S1 163.32 163.32 163.67 163.44
S2 162.92 162.92 163.61
S3 162.28 162.68 163.55
S4 161.64 162.04 163.38
Weekly Pivots for week ending 21-Dec-2018
Classic Woodie Camarilla DeMark
R4 166.59 166.03 163.94
R3 165.54 164.98 163.65
R2 164.49 164.49 163.55
R1 163.93 163.93 163.46 164.21
PP 163.44 163.44 163.44 163.59
S1 162.88 162.88 163.26 163.16
S2 162.39 162.39 163.17
S3 161.34 161.83 163.07
S4 160.29 160.78 162.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.01 163.15 0.86 0.5% 0.49 0.3% 67% False True 459,085
10 164.01 162.51 1.50 0.9% 0.56 0.3% 81% False False 524,633
20 164.01 161.66 2.35 1.4% 0.55 0.3% 88% False False 641,710
40 164.01 159.93 4.08 2.5% 0.50 0.3% 93% False False 336,854
60 164.01 157.96 6.05 3.7% 0.54 0.3% 95% False False 226,209
80 164.01 157.96 6.05 3.7% 0.52 0.3% 95% False False 170,675
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 166.51
2.618 165.47
1.618 164.83
1.000 164.43
0.618 164.19
HIGH 163.79
0.618 163.55
0.500 163.47
0.382 163.39
LOW 163.15
0.618 162.75
1.000 162.51
1.618 162.11
2.618 161.47
4.250 160.43
Fisher Pivots for day following 27-Dec-2018
Pivot 1 day 3 day
R1 163.64 163.68
PP 163.56 163.63
S1 163.47 163.58

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

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