Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 27-Nov-2017
Day Change Summary
Previous Current
24-Nov-2017 27-Nov-2017 Change Change % Previous Week
Open 162.67 162.54 -0.13 -0.1% 162.76
High 162.71 162.91 0.20 0.1% 162.97
Low 162.35 162.45 0.10 0.1% 162.29
Close 162.55 162.81 0.26 0.2% 162.55
Range 0.36 0.46 0.10 27.8% 0.68
ATR 0.49 0.49 0.00 -0.5% 0.00
Volume 78,685 137,519 58,834 74.8% 242,646
Daily Pivots for day following 27-Nov-2017
Classic Woodie Camarilla DeMark
R4 164.10 163.92 163.06
R3 163.64 163.46 162.94
R2 163.18 163.18 162.89
R1 163.00 163.00 162.85 163.09
PP 162.72 162.72 162.72 162.77
S1 162.54 162.54 162.77 162.63
S2 162.26 162.26 162.73
S3 161.80 162.08 162.68
S4 161.34 161.62 162.56
Weekly Pivots for week ending 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 164.64 164.28 162.92
R3 163.96 163.60 162.74
R2 163.28 163.28 162.67
R1 162.92 162.92 162.61 162.76
PP 162.60 162.60 162.60 162.53
S1 162.24 162.24 162.49 162.08
S2 161.92 161.92 162.43
S3 161.24 161.56 162.36
S4 160.56 160.88 162.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.97 162.29 0.68 0.4% 0.42 0.3% 76% False False 63,733
10 162.97 161.49 1.48 0.9% 0.46 0.3% 89% False False 45,400
20 163.28 161.49 1.79 1.1% 0.46 0.3% 74% False False 31,827
40 163.28 160.18 3.10 1.9% 0.49 0.3% 85% False False 18,539
60 163.28 159.78 3.50 2.1% 0.49 0.3% 87% False False 12,866
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 True
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 164.87
2.618 164.11
1.618 163.65
1.000 163.37
0.618 163.19
HIGH 162.91
0.618 162.73
0.500 162.68
0.382 162.63
LOW 162.45
0.618 162.17
1.000 161.99
1.618 161.71
2.618 161.25
4.250 160.50
Fisher Pivots for day following 27-Nov-2017
Pivot 1 day 3 day
R1 162.77 162.75
PP 162.72 162.69
S1 162.68 162.63

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

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