Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 16-Nov-2017
Day Change Summary
Previous Current
15-Nov-2017 16-Nov-2017 Change Change % Previous Week
Open 162.13 162.27 0.14 0.1% 162.41
High 162.70 162.45 -0.25 -0.2% 163.28
Low 162.09 161.99 -0.10 -0.1% 161.72
Close 162.26 162.33 0.07 0.0% 161.78
Range 0.61 0.46 -0.15 -24.6% 1.56
ATR 0.55 0.54 -0.01 -1.2% 0.00
Volume 12,433 10,029 -2,404 -19.3% 124,810
Daily Pivots for day following 16-Nov-2017
Classic Woodie Camarilla DeMark
R4 163.64 163.44 162.58
R3 163.18 162.98 162.46
R2 162.72 162.72 162.41
R1 162.52 162.52 162.37 162.62
PP 162.26 162.26 162.26 162.31
S1 162.06 162.06 162.29 162.16
S2 161.80 161.80 162.25
S3 161.34 161.60 162.20
S4 160.88 161.14 162.08
Weekly Pivots for week ending 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 166.94 165.92 162.64
R3 165.38 164.36 162.21
R2 163.82 163.82 162.07
R1 162.80 162.80 161.92 162.53
PP 162.26 162.26 162.26 162.13
S1 161.24 161.24 161.64 160.97
S2 160.70 160.70 161.49
S3 159.14 159.68 161.35
S4 157.58 158.12 160.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.70 161.49 1.21 0.7% 0.52 0.3% 69% False False 15,562
10 163.28 161.49 1.79 1.1% 0.51 0.3% 47% False False 20,280
20 163.28 160.26 3.02 1.9% 0.53 0.3% 69% False False 15,331
40 163.28 159.78 3.50 2.2% 0.51 0.3% 73% False False 9,140
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 164.41
2.618 163.65
1.618 163.19
1.000 162.91
0.618 162.73
HIGH 162.45
0.618 162.27
0.500 162.22
0.382 162.17
LOW 161.99
0.618 161.71
1.000 161.53
1.618 161.25
2.618 160.79
4.250 160.04
Fisher Pivots for day following 16-Nov-2017
Pivot 1 day 3 day
R1 162.29 162.25
PP 162.26 162.17
S1 162.22 162.10

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

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