Euro Bund Future March 2019


Trading Metrics calculated at close of trading on 02-Jan-2019
Day Change Summary
Previous Current
28-Dec-2018 02-Jan-2019 Change Change % Previous Week
Open 163.64 163.70 0.06 0.0% 163.18
High 163.76 164.94 1.18 0.7% 163.79
Low 163.42 163.58 0.16 0.1% 163.15
Close 163.54 164.64 1.10 0.7% 163.54
Range 0.34 1.36 1.02 300.0% 0.64
ATR 0.55 0.61 0.06 11.1% 0.00
Volume 713,330 683,676 -29,654 -4.2% 1,048,691
Daily Pivots for day following 02-Jan-2019
Classic Woodie Camarilla DeMark
R4 168.47 167.91 165.39
R3 167.11 166.55 165.01
R2 165.75 165.75 164.89
R1 165.19 165.19 164.76 165.47
PP 164.39 164.39 164.39 164.53
S1 163.83 163.83 164.52 164.11
S2 163.03 163.03 164.39
S3 161.67 162.47 164.27
S4 160.31 161.11 163.89
Weekly Pivots for week ending 28-Dec-2018
Classic Woodie Camarilla DeMark
R4 165.41 165.12 163.89
R3 164.77 164.48 163.72
R2 164.13 164.13 163.66
R1 163.84 163.84 163.60 163.99
PP 163.49 163.49 163.49 163.57
S1 163.20 163.20 163.48 163.35
S2 162.85 162.85 163.42
S3 162.21 162.56 163.36
S4 161.57 161.92 163.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.94 163.15 1.79 1.1% 0.64 0.4% 83% True False 490,566
10 164.94 162.51 2.43 1.5% 0.56 0.3% 88% True False 512,801
20 164.94 161.80 3.14 1.9% 0.60 0.4% 90% True False 677,476
40 164.94 159.93 5.01 3.0% 0.52 0.3% 94% True False 371,374
60 164.94 157.96 6.98 4.2% 0.54 0.3% 96% True False 249,400
80 164.94 157.96 6.98 4.2% 0.52 0.3% 96% True False 188,129
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 0.12
Widest range in 87 trading days
Fibonacci Retracements and Extensions
4.250 170.72
2.618 168.50
1.618 167.14
1.000 166.30
0.618 165.78
HIGH 164.94
0.618 164.42
0.500 164.26
0.382 164.10
LOW 163.58
0.618 162.74
1.000 162.22
1.618 161.38
2.618 160.02
4.250 157.80
Fisher Pivots for day following 02-Jan-2019
Pivot 1 day 3 day
R1 164.51 164.44
PP 164.39 164.24
S1 164.26 164.05

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

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