Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 27-Sep-2017
Day Change Summary
Previous Current
26-Sep-2017 27-Sep-2017 Change Change % Previous Week
Open 161.27 161.10 -0.17 -0.1% 160.89
High 161.42 161.10 -0.32 -0.2% 160.89
Low 161.18 160.18 -1.00 -0.6% 160.18
Close 161.24 160.49 -0.75 -0.5% 160.64
Range 0.24 0.92 0.68 283.3% 0.71
ATR 0.44 0.49 0.04 10.0% 0.00
Volume 7,527 6,899 -628 -8.3% 4,648
Daily Pivots for day following 27-Sep-2017
Classic Woodie Camarilla DeMark
R4 163.35 162.84 161.00
R3 162.43 161.92 160.74
R2 161.51 161.51 160.66
R1 161.00 161.00 160.57 160.80
PP 160.59 160.59 160.59 160.49
S1 160.08 160.08 160.41 159.88
S2 159.67 159.67 160.32
S3 158.75 159.16 160.24
S4 157.83 158.24 159.98
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 162.70 162.38 161.03
R3 161.99 161.67 160.84
R2 161.28 161.28 160.77
R1 160.96 160.96 160.71 160.77
PP 160.57 160.57 160.57 160.47
S1 160.25 160.25 160.57 160.06
S2 159.86 159.86 160.51
S3 159.15 159.54 160.44
S4 158.44 158.83 160.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.50 160.18 1.32 0.8% 0.52 0.3% 23% False True 3,654
10 161.50 160.18 1.32 0.8% 0.45 0.3% 23% False True 1,958
20 162.84 160.18 2.66 1.7% 0.43 0.3% 12% False True 1,008
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 0.03
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 165.01
2.618 163.51
1.618 162.59
1.000 162.02
0.618 161.67
HIGH 161.10
0.618 160.75
0.500 160.64
0.382 160.53
LOW 160.18
0.618 159.61
1.000 159.26
1.618 158.69
2.618 157.77
4.250 156.27
Fisher Pivots for day following 27-Sep-2017
Pivot 1 day 3 day
R1 160.64 160.84
PP 160.59 160.72
S1 160.54 160.61

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

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