Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 12-Oct-2017
Day Change Summary
Previous Current
11-Oct-2017 12-Oct-2017 Change Change % Previous Week
Open 160.73 160.70 -0.03 0.0% 160.40
High 160.85 161.08 0.23 0.1% 161.30
Low 160.64 160.70 0.06 0.0% 160.15
Close 160.77 160.97 0.20 0.1% 160.66
Range 0.21 0.38 0.17 81.0% 1.15
ATR 0.49 0.48 -0.01 -1.6% 0.00
Volume 1,288 429 -859 -66.7% 6,135
Daily Pivots for day following 12-Oct-2017
Classic Woodie Camarilla DeMark
R4 162.06 161.89 161.18
R3 161.68 161.51 161.07
R2 161.30 161.30 161.04
R1 161.13 161.13 161.00 161.22
PP 160.92 160.92 160.92 160.96
S1 160.75 160.75 160.94 160.84
S2 160.54 160.54 160.90
S3 160.16 160.37 160.87
S4 159.78 159.99 160.76
Weekly Pivots for week ending 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 164.15 163.56 161.29
R3 163.00 162.41 160.98
R2 161.85 161.85 160.87
R1 161.26 161.26 160.77 161.56
PP 160.70 160.70 160.70 160.85
S1 160.11 160.11 160.55 160.41
S2 159.55 159.55 160.45
S3 158.40 158.96 160.34
S4 157.25 157.81 160.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.09 160.24 0.85 0.5% 0.37 0.2% 86% False False 2,009
10 161.30 160.15 1.15 0.7% 0.44 0.3% 71% False False 1,651
20 161.50 159.78 1.72 1.1% 0.45 0.3% 69% False False 2,148
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 162.70
2.618 162.07
1.618 161.69
1.000 161.46
0.618 161.31
HIGH 161.08
0.618 160.93
0.500 160.89
0.382 160.85
LOW 160.70
0.618 160.47
1.000 160.32
1.618 160.09
2.618 159.71
4.250 159.09
Fisher Pivots for day following 12-Oct-2017
Pivot 1 day 3 day
R1 160.94 160.94
PP 160.92 160.90
S1 160.89 160.87

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

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