Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 20-Oct-2017
Day Change Summary
Previous Current
19-Oct-2017 20-Oct-2017 Change Change % Previous Week
Open 162.14 162.03 -0.11 -0.1% 162.04
High 162.56 162.04 -0.52 -0.3% 162.78
Low 162.04 161.35 -0.69 -0.4% 161.35
Close 162.28 161.44 -0.84 -0.5% 161.44
Range 0.52 0.69 0.17 32.7% 1.43
ATR 0.59 0.61 0.02 4.1% 0.00
Volume 859,420 585,680 -273,740 -31.9% 3,553,983
Daily Pivots for day following 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 163.68 163.25 161.82
R3 162.99 162.56 161.63
R2 162.30 162.30 161.57
R1 161.87 161.87 161.50 161.74
PP 161.61 161.61 161.61 161.55
S1 161.18 161.18 161.38 161.05
S2 160.92 160.92 161.31
S3 160.23 160.49 161.25
S4 159.54 159.80 161.06
Weekly Pivots for week ending 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 166.15 165.22 162.23
R3 164.72 163.79 161.83
R2 163.29 163.29 161.70
R1 162.36 162.36 161.57 162.11
PP 161.86 161.86 161.86 161.73
S1 160.93 160.93 161.31 160.68
S2 160.43 160.43 161.18
S3 159.00 159.50 161.05
S4 157.57 158.07 160.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.78 161.35 1.43 0.9% 0.59 0.4% 6% False True 710,796
10 162.78 161.07 1.71 1.1% 0.53 0.3% 22% False False 679,191
20 162.78 160.24 2.54 1.6% 0.60 0.4% 47% False False 705,773
40 163.43 160.24 3.19 2.0% 0.60 0.4% 38% False False 633,876
60 163.43 158.53 4.90 3.0% 0.58 0.4% 59% False False 427,217
80 163.43 157.51 5.92 3.7% 0.57 0.4% 66% False False 320,881
100 163.43 157.51 5.92 3.7% 0.56 0.3% 66% False False 256,733
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 164.97
2.618 163.85
1.618 163.16
1.000 162.73
0.618 162.47
HIGH 162.04
0.618 161.78
0.500 161.70
0.382 161.61
LOW 161.35
0.618 160.92
1.000 160.66
1.618 160.23
2.618 159.54
4.250 158.42
Fisher Pivots for day following 20-Oct-2017
Pivot 1 day 3 day
R1 161.70 162.06
PP 161.61 161.85
S1 161.53 161.65

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

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