Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 11-Jan-2018
Day Change Summary
Previous Current
10-Jan-2018 11-Jan-2018 Change Change % Previous Week
Open 161.00 161.38 0.38 0.2% 161.78
High 161.37 161.55 0.18 0.1% 161.87
Low 160.91 160.27 -0.64 -0.4% 161.18
Close 161.07 160.31 -0.76 -0.5% 161.59
Range 0.46 1.28 0.82 178.3% 0.69
ATR 0.57 0.62 0.05 9.0% 0.00
Volume 1,055,863 781,171 -274,692 -26.0% 2,167,914
Daily Pivots for day following 11-Jan-2018
Classic Woodie Camarilla DeMark
R4 164.55 163.71 161.01
R3 163.27 162.43 160.66
R2 161.99 161.99 160.54
R1 161.15 161.15 160.43 160.93
PP 160.71 160.71 160.71 160.60
S1 159.87 159.87 160.19 159.65
S2 159.43 159.43 160.08
S3 158.15 158.59 159.96
S4 156.87 157.31 159.61
Weekly Pivots for week ending 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 163.62 163.29 161.97
R3 162.93 162.60 161.78
R2 162.24 162.24 161.72
R1 161.91 161.91 161.65 161.73
PP 161.55 161.55 161.55 161.46
S1 161.22 161.22 161.53 161.04
S2 160.86 160.86 161.46
S3 160.17 160.53 161.40
S4 159.48 159.84 161.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.04 160.27 1.77 1.1% 0.71 0.4% 2% False True 777,341
10 162.28 160.27 2.01 1.3% 0.63 0.4% 2% False True 633,557
20 163.69 160.27 3.42 2.1% 0.60 0.4% 1% False True 538,242
40 163.78 160.27 3.51 2.2% 0.56 0.3% 1% False True 443,399
60 163.78 160.26 3.52 2.2% 0.54 0.3% 1% False False 300,128
80 163.78 159.78 4.00 2.5% 0.53 0.3% 13% False False 225,664
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 166.99
2.618 164.90
1.618 163.62
1.000 162.83
0.618 162.34
HIGH 161.55
0.618 161.06
0.500 160.91
0.382 160.76
LOW 160.27
0.618 159.48
1.000 158.99
1.618 158.20
2.618 156.92
4.250 154.83
Fisher Pivots for day following 11-Jan-2018
Pivot 1 day 3 day
R1 160.91 161.14
PP 160.71 160.86
S1 160.51 160.59

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

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