Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 02-Jan-2018
Day Change Summary
Previous Current
29-Dec-2017 02-Jan-2018 Change Change % Previous Week
Open 161.76 161.78 0.02 0.0% 161.63
High 161.86 161.78 -0.08 0.0% 162.37
Low 161.46 161.18 -0.28 -0.2% 161.46
Close 161.68 161.28 -0.40 -0.2% 161.68
Range 0.40 0.60 0.20 50.0% 0.91
ATR 0.57 0.57 0.00 0.4% 0.00
Volume 485,599 605,530 119,931 24.7% 1,002,735
Daily Pivots for day following 02-Jan-2018
Classic Woodie Camarilla DeMark
R4 163.21 162.85 161.61
R3 162.61 162.25 161.45
R2 162.01 162.01 161.39
R1 161.65 161.65 161.34 161.53
PP 161.41 161.41 161.41 161.36
S1 161.05 161.05 161.23 160.93
S2 160.81 160.81 161.17
S3 160.21 160.45 161.12
S4 159.61 159.85 160.95
Weekly Pivots for week ending 29-Dec-2017
Classic Woodie Camarilla DeMark
R4 164.57 164.03 162.18
R3 163.66 163.12 161.93
R2 162.75 162.75 161.85
R1 162.21 162.21 161.76 162.48
PP 161.84 161.84 161.84 161.97
S1 161.30 161.30 161.60 161.57
S2 160.93 160.93 161.51
S3 160.02 160.39 161.43
S4 159.11 159.48 161.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.37 161.18 1.19 0.7% 0.53 0.3% 8% False True 371,384
10 163.69 161.18 2.51 1.6% 0.57 0.4% 4% False True 413,832
20 163.78 161.18 2.60 1.6% 0.56 0.3% 4% False True 569,207
40 163.78 161.18 2.60 1.6% 0.53 0.3% 4% False True 322,311
60 163.78 160.24 3.54 2.2% 0.52 0.3% 29% False False 217,101
80 163.78 159.78 4.00 2.5% 0.51 0.3% 38% False False 163,241
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 0.06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 164.33
2.618 163.35
1.618 162.75
1.000 162.38
0.618 162.15
HIGH 161.78
0.618 161.55
0.500 161.48
0.382 161.41
LOW 161.18
0.618 160.81
1.000 160.58
1.618 160.21
2.618 159.61
4.250 158.63
Fisher Pivots for day following 02-Jan-2018
Pivot 1 day 3 day
R1 161.48 161.73
PP 161.41 161.58
S1 161.35 161.43

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

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