Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 04-Oct-2017
Day Change Summary
Previous Current
03-Oct-2017 04-Oct-2017 Change Change % Previous Week
Open 160.56 160.64 0.08 0.0% 160.75
High 160.62 161.30 0.68 0.4% 161.50
Low 160.18 160.64 0.46 0.3% 159.78
Close 160.61 160.83 0.22 0.1% 160.50
Range 0.44 0.66 0.22 50.0% 1.72
ATR 0.51 0.53 0.01 2.5% 0.00
Volume 1,461 1,510 49 3.4% 22,103
Daily Pivots for day following 04-Oct-2017
Classic Woodie Camarilla DeMark
R4 162.90 162.53 161.19
R3 162.24 161.87 161.01
R2 161.58 161.58 160.95
R1 161.21 161.21 160.89 161.40
PP 160.92 160.92 160.92 161.02
S1 160.55 160.55 160.77 160.74
S2 160.26 160.26 160.71
S3 159.60 159.89 160.65
S4 158.94 159.23 160.47
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 165.75 164.85 161.45
R3 164.03 163.13 160.97
R2 162.31 162.31 160.82
R1 161.41 161.41 160.66 161.00
PP 160.59 160.59 160.59 160.39
S1 159.69 159.69 160.34 159.28
S2 158.87 158.87 160.18
S3 157.15 157.97 160.03
S4 155.43 156.25 159.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.30 159.78 1.52 0.9% 0.54 0.3% 69% True False 2,647
10 161.50 159.78 1.72 1.1% 0.53 0.3% 61% False False 3,151
20 162.84 159.78 3.06 1.9% 0.50 0.3% 34% False False 1,659
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 0.08
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 164.11
2.618 163.03
1.618 162.37
1.000 161.96
0.618 161.71
HIGH 161.30
0.618 161.05
0.500 160.97
0.382 160.89
LOW 160.64
0.618 160.23
1.000 159.98
1.618 159.57
2.618 158.91
4.250 157.84
Fisher Pivots for day following 04-Oct-2017
Pivot 1 day 3 day
R1 160.97 160.80
PP 160.92 160.76
S1 160.88 160.73

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

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