Euro Bund Future December 2017


Trading Metrics calculated at close of trading on 02-Nov-2017
Day Change Summary
Previous Current
01-Nov-2017 02-Nov-2017 Change Change % Previous Week
Open 162.61 162.53 -0.08 0.0% 161.46
High 162.79 162.70 -0.09 -0.1% 162.48
Low 162.37 162.24 -0.13 -0.1% 160.76
Close 162.63 162.69 0.06 0.0% 162.38
Range 0.42 0.46 0.04 9.5% 1.72
ATR 0.60 0.59 -0.01 -1.7% 0.00
Volume 776,426 570,318 -206,108 -26.5% 3,942,436
Daily Pivots for day following 02-Nov-2017
Classic Woodie Camarilla DeMark
R4 163.92 163.77 162.94
R3 163.46 163.31 162.82
R2 163.00 163.00 162.77
R1 162.85 162.85 162.73 162.93
PP 162.54 162.54 162.54 162.58
S1 162.39 162.39 162.65 162.47
S2 162.08 162.08 162.61
S3 161.62 161.93 162.56
S4 161.16 161.47 162.44
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
5 162.83 161.63 1.20 0.7% 0.52 0.3% 88% False False 629,779
10 162.83 160.76 2.07 1.3% 0.59 0.4% 93% False False 709,144
20 162.83 160.59 2.24 1.4% 0.56 0.3% 94% False False 683,003
40 163.43 160.24 3.19 2.0% 0.59 0.4% 77% False False 690,804
60 163.43 160.24 3.19 2.0% 0.58 0.4% 77% False False 534,648
80 163.43 158.20 5.23 3.2% 0.57 0.4% 86% False False 402,003
100 163.43 157.51 5.92 3.6% 0.58 0.4% 88% False False 321,787
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 164.66
2.618 163.90
1.618 163.44
1.000 163.16
0.618 162.98
HIGH 162.70
0.618 162.52
0.500 162.47
0.382 162.42
LOW 162.24
0.618 161.96
1.000 161.78
1.618 161.50
2.618 161.04
4.250 160.29
Fisher Pivots for day following 02-Nov-2017
Pivot 1 day 3 day
R1 162.62 162.64
PP 162.54 162.59
S1 162.47 162.54

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

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