Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 21-Nov-2017
Day Change Summary
Previous Current
20-Nov-2017 21-Nov-2017 Change Change % Previous Week
Open 162.76 162.57 -0.19 -0.1% 161.81
High 162.79 162.93 0.14 0.1% 162.70
Low 162.47 162.52 0.05 0.0% 161.49
Close 162.60 162.75 0.15 0.1% 162.48
Range 0.32 0.41 0.09 28.1% 1.21
ATR 0.52 0.51 -0.01 -1.5% 0.00
Volume 61,498 47,938 -13,560 -22.0% 86,523
Daily Pivots for day following 21-Nov-2017
Classic Woodie Camarilla DeMark
R4 163.96 163.77 162.98
R3 163.55 163.36 162.86
R2 163.14 163.14 162.83
R1 162.95 162.95 162.79 163.05
PP 162.73 162.73 162.73 162.78
S1 162.54 162.54 162.71 162.64
S2 162.32 162.32 162.67
S3 161.91 162.13 162.64
S4 161.50 161.72 162.52
Weekly Pivots for week ending 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 165.85 165.38 163.15
R3 164.64 164.17 162.81
R2 163.43 163.43 162.70
R1 162.96 162.96 162.59 163.20
PP 162.22 162.22 162.22 162.34
S1 161.75 161.75 162.37 161.99
S2 161.01 161.01 162.26
S3 159.80 160.54 162.15
S4 158.59 159.33 161.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.93 161.99 0.94 0.6% 0.45 0.3% 81% True False 30,759
10 163.28 161.49 1.79 1.1% 0.52 0.3% 70% False False 26,423
20 163.28 160.26 3.02 1.9% 0.52 0.3% 82% False False 19,790
40 163.28 159.78 3.50 2.2% 0.51 0.3% 85% False False 12,200
60 163.28 159.78 3.50 2.2% 0.47 0.3% 85% False False 8,354
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 0.11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 164.67
2.618 164.00
1.618 163.59
1.000 163.34
0.618 163.18
HIGH 162.93
0.618 162.77
0.500 162.73
0.382 162.68
LOW 162.52
0.618 162.27
1.000 162.11
1.618 161.86
2.618 161.45
4.250 160.78
Fisher Pivots for day following 21-Nov-2017
Pivot 1 day 3 day
R1 162.74 162.67
PP 162.73 162.60
S1 162.73 162.52

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

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