Euro Bund Future March 2019


Trading Metrics calculated at close of trading on 14-Jan-2019
Day Change Summary
Previous Current
11-Jan-2019 14-Jan-2019 Change Change % Previous Week
Open 164.25 164.51 0.26 0.2% 163.93
High 164.64 164.88 0.24 0.1% 164.64
Low 164.16 164.43 0.27 0.2% 163.48
Close 164.41 164.57 0.16 0.1% 164.41
Range 0.48 0.45 -0.03 -6.3% 1.16
ATR 0.61 0.60 -0.01 -1.6% 0.00
Volume 540,338 706,551 166,213 30.8% 3,065,686
Daily Pivots for day following 14-Jan-2019
Classic Woodie Camarilla DeMark
R4 165.98 165.72 164.82
R3 165.53 165.27 164.69
R2 165.08 165.08 164.65
R1 164.82 164.82 164.61 164.95
PP 164.63 164.63 164.63 164.69
S1 164.37 164.37 164.53 164.50
S2 164.18 164.18 164.49
S3 163.73 163.92 164.45
S4 163.28 163.47 164.32
Weekly Pivots for week ending 11-Jan-2019
Classic Woodie Camarilla DeMark
R4 167.66 167.19 165.05
R3 166.50 166.03 164.73
R2 165.34 165.34 164.62
R1 164.87 164.87 164.52 165.11
PP 164.18 164.18 164.18 164.29
S1 163.71 163.71 164.30 163.95
S2 163.02 163.02 164.20
S3 161.86 162.55 164.09
S4 160.70 161.39 163.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164.88 163.48 1.40 0.9% 0.48 0.3% 78% True False 622,713
10 165.10 163.42 1.68 1.0% 0.66 0.4% 68% False False 636,002
20 165.10 162.51 2.59 1.6% 0.61 0.4% 80% False False 580,317
40 165.10 160.72 4.38 2.7% 0.56 0.3% 88% False False 492,321
60 165.10 159.08 6.02 3.7% 0.55 0.3% 91% False False 331,840
80 165.10 157.96 7.14 4.3% 0.55 0.3% 93% False False 249,695
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 166.79
2.618 166.06
1.618 165.61
1.000 165.33
0.618 165.16
HIGH 164.88
0.618 164.71
0.500 164.66
0.382 164.60
LOW 164.43
0.618 164.15
1.000 163.98
1.618 163.70
2.618 163.25
4.250 162.52
Fisher Pivots for day following 14-Jan-2019
Pivot 1 day 3 day
R1 164.66 164.52
PP 164.63 164.46
S1 164.60 164.41

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

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