Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 27-Dec-2017
Day Change Summary
Previous Current
22-Dec-2017 27-Dec-2017 Change Change % Previous Week
Open 161.63 161.63 0.00 0.0% 163.46
High 161.86 162.37 0.51 0.3% 163.57
Low 161.58 161.63 0.05 0.0% 161.50
Close 161.77 162.29 0.52 0.3% 161.77
Range 0.28 0.74 0.46 164.3% 2.07
ATR 0.56 0.58 0.01 2.2% 0.00
Volume 248,658 267,094 18,436 7.4% 2,144,225
Daily Pivots for day following 27-Dec-2017
Classic Woodie Camarilla DeMark
R4 164.32 164.04 162.70
R3 163.58 163.30 162.49
R2 162.84 162.84 162.43
R1 162.56 162.56 162.36 162.70
PP 162.10 162.10 162.10 162.17
S1 161.82 161.82 162.22 161.96
S2 161.36 161.36 162.15
S3 160.62 161.08 162.09
S4 159.88 160.34 161.88
Weekly Pivots for week ending 22-Dec-2017
Classic Woodie Camarilla DeMark
R4 168.49 167.20 162.91
R3 166.42 165.13 162.34
R2 164.35 164.35 162.15
R1 163.06 163.06 161.96 162.67
PP 162.28 162.28 162.28 162.09
S1 160.99 160.99 161.58 160.60
S2 160.21 160.21 161.39
S3 158.14 158.92 161.20
S4 156.07 156.85 160.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.37 161.50 1.87 1.2% 0.69 0.4% 42% False False 358,837
10 163.69 161.50 2.19 1.3% 0.57 0.4% 36% False False 442,927
20 163.78 161.50 2.28 1.4% 0.57 0.4% 35% False False 547,320
40 163.78 161.49 2.29 1.4% 0.51 0.3% 35% False False 289,573
60 163.78 160.18 3.60 2.2% 0.52 0.3% 59% False False 194,799
80 163.78 159.78 4.00 2.5% 0.51 0.3% 63% False False 146,480
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 0.09
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 165.52
2.618 164.31
1.618 163.57
1.000 163.11
0.618 162.83
HIGH 162.37
0.618 162.09
0.500 162.00
0.382 161.91
LOW 161.63
0.618 161.17
1.000 160.89
1.618 160.43
2.618 159.69
4.250 158.49
Fisher Pivots for day following 27-Dec-2017
Pivot 1 day 3 day
R1 162.19 162.17
PP 162.10 162.05
S1 162.00 161.94

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

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