Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 27-Oct-2017
Day Change Summary
Previous Current
26-Oct-2017 27-Oct-2017 Change Change % Previous Week
Open 161.21 161.76 0.55 0.3% 161.46
High 162.00 162.48 0.48 0.3% 162.48
Low 160.95 161.63 0.68 0.4% 160.76
Close 161.61 162.38 0.77 0.5% 162.38
Range 1.05 0.85 -0.20 -19.0% 1.72
ATR 0.63 0.65 0.02 2.7% 0.00
Volume 898,797 585,568 -313,229 -34.8% 3,942,436
Daily Pivots for day following 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 164.71 164.40 162.85
R3 163.86 163.55 162.61
R2 163.01 163.01 162.54
R1 162.70 162.70 162.46 162.86
PP 162.16 162.16 162.16 162.24
S1 161.85 161.85 162.30 162.01
S2 161.31 161.31 162.22
S3 160.46 161.00 162.15
S4 159.61 160.15 161.91
Weekly Pivots for week ending 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 167.03 166.43 163.33
R3 165.31 164.71 162.85
R2 163.59 163.59 162.70
R1 162.99 162.99 162.54 163.29
PP 161.87 161.87 161.87 162.03
S1 161.27 161.27 162.22 161.57
S2 160.15 160.15 162.06
S3 158.43 159.55 161.91
S4 156.71 157.83 161.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.48 160.76 1.72 1.1% 0.69 0.4% 94% True False 788,487
10 162.78 160.76 2.02 1.2% 0.64 0.4% 80% False False 749,641
20 162.78 160.59 2.19 1.3% 0.60 0.4% 82% False False 709,580
40 163.43 160.24 3.19 2.0% 0.63 0.4% 67% False False 708,080
60 163.43 159.99 3.44 2.1% 0.59 0.4% 69% False False 492,626
80 163.43 157.51 5.92 3.6% 0.57 0.4% 82% False False 370,115
100 163.43 157.51 5.92 3.6% 0.57 0.3% 82% False False 296,155
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 0.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 166.09
2.618 164.71
1.618 163.86
1.000 163.33
0.618 163.01
HIGH 162.48
0.618 162.16
0.500 162.06
0.382 161.95
LOW 161.63
0.618 161.10
1.000 160.78
1.618 160.25
2.618 159.40
4.250 158.02
Fisher Pivots for day following 27-Oct-2017
Pivot 1 day 3 day
R1 162.27 162.13
PP 162.16 161.87
S1 162.06 161.62

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

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