Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 03-Jan-2018
Day Change Summary
Previous Current
02-Jan-2018 03-Jan-2018 Change Change % Previous Week
Open 161.78 161.26 -0.52 -0.3% 161.63
High 161.78 161.82 0.04 0.0% 162.37
Low 161.18 161.20 0.02 0.0% 161.46
Close 161.28 161.58 0.30 0.2% 161.68
Range 0.60 0.62 0.02 3.3% 0.91
ATR 0.57 0.57 0.00 0.6% 0.00
Volume 605,530 640,608 35,078 5.8% 1,002,735
Daily Pivots for day following 03-Jan-2018
Classic Woodie Camarilla DeMark
R4 163.39 163.11 161.92
R3 162.77 162.49 161.75
R2 162.15 162.15 161.69
R1 161.87 161.87 161.64 162.01
PP 161.53 161.53 161.53 161.61
S1 161.25 161.25 161.52 161.39
S2 160.91 160.91 161.47
S3 160.29 160.63 161.41
S4 159.67 160.01 161.24
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% 0.59 0.4% 34% False False 449,774
10 163.57 161.18 2.39 1.5% 0.60 0.4% 17% False False 439,309
20 163.78 161.18 2.60 1.6% 0.53 0.3% 15% False False 544,555
40 163.78 161.18 2.60 1.6% 0.53 0.3% 15% False False 337,992
60 163.78 160.26 3.52 2.2% 0.52 0.3% 38% False False 227,777
80 163.78 159.78 4.00 2.5% 0.51 0.3% 45% False False 171,249
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 164.46
2.618 163.44
1.618 162.82
1.000 162.44
0.618 162.20
HIGH 161.82
0.618 161.58
0.500 161.51
0.382 161.44
LOW 161.20
0.618 160.82
1.000 160.58
1.618 160.20
2.618 159.58
4.250 158.57
Fisher Pivots for day following 03-Jan-2018
Pivot 1 day 3 day
R1 161.56 161.56
PP 161.53 161.54
S1 161.51 161.52

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

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