Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 31-Jan-2018
Day Change Summary
Previous Current
30-Jan-2018 31-Jan-2018 Change Change % Previous Week
Open 158.74 158.96 0.22 0.1% 160.55
High 159.18 159.33 0.15 0.1% 161.13
Low 158.73 158.50 -0.23 -0.1% 159.66
Close 158.91 158.82 -0.09 -0.1% 159.79
Range 0.45 0.83 0.38 84.4% 1.47
ATR 0.63 0.64 0.01 2.3% 0.00
Volume 917,380 1,077,614 160,234 17.5% 4,060,789
Daily Pivots for day following 31-Jan-2018
Classic Woodie Camarilla DeMark
R4 161.37 160.93 159.28
R3 160.54 160.10 159.05
R2 159.71 159.71 158.97
R1 159.27 159.27 158.90 159.08
PP 158.88 158.88 158.88 158.79
S1 158.44 158.44 158.74 158.25
S2 158.05 158.05 158.67
S3 157.22 157.61 158.59
S4 156.39 156.78 158.36
Weekly Pivots for week ending 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 164.60 163.67 160.60
R3 163.13 162.20 160.19
R2 161.66 161.66 160.06
R1 160.73 160.73 159.92 160.46
PP 160.19 160.19 160.19 160.06
S1 159.26 159.26 159.66 158.99
S2 158.72 158.72 159.52
S3 157.25 157.79 159.39
S4 155.78 156.32 158.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160.75 158.50 2.25 1.4% 0.79 0.5% 14% False True 920,829
10 161.13 158.50 2.63 1.7% 0.63 0.4% 12% False True 785,922
20 162.04 158.50 3.54 2.2% 0.62 0.4% 9% False True 715,461
40 163.78 158.50 5.28 3.3% 0.59 0.4% 6% False True 642,334
60 163.78 158.50 5.28 3.3% 0.56 0.4% 6% False True 453,361
80 163.78 158.50 5.28 3.3% 0.54 0.3% 6% False True 341,691
100 163.78 158.50 5.28 3.3% 0.53 0.3% 6% False True 273,685
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 162.86
2.618 161.50
1.618 160.67
1.000 160.16
0.618 159.84
HIGH 159.33
0.618 159.01
0.500 158.92
0.382 158.82
LOW 158.50
0.618 157.99
1.000 157.67
1.618 157.16
2.618 156.33
4.250 154.97
Fisher Pivots for day following 31-Jan-2018
Pivot 1 day 3 day
R1 158.92 159.07
PP 158.88 158.99
S1 158.85 158.90

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

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