Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 05-Feb-2018
Day Change Summary
Previous Current
02-Feb-2018 05-Feb-2018 Change Change % Previous Week
Open 158.17 157.67 -0.50 -0.3% 159.59
High 158.36 159.30 0.94 0.6% 159.64
Low 157.71 157.62 -0.09 -0.1% 157.71
Close 157.87 158.09 0.22 0.1% 157.87
Range 0.65 1.68 1.03 158.5% 1.93
ATR 0.66 0.73 0.07 11.0% 0.00
Volume 871,668 1,273,786 402,118 46.1% 4,740,716
Daily Pivots for day following 05-Feb-2018
Classic Woodie Camarilla DeMark
R4 163.38 162.41 159.01
R3 161.70 160.73 158.55
R2 160.02 160.02 158.40
R1 159.05 159.05 158.24 159.54
PP 158.34 158.34 158.34 158.58
S1 157.37 157.37 157.94 157.86
S2 156.66 156.66 157.78
S3 154.98 155.69 157.63
S4 153.30 154.01 157.17
Weekly Pivots for week ending 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 164.20 162.96 158.93
R3 162.27 161.03 158.40
R2 160.34 160.34 158.22
R1 159.10 159.10 158.05 158.76
PP 158.41 158.41 158.41 158.23
S1 157.17 157.17 157.69 156.83
S2 156.48 156.48 157.52
S3 154.55 155.24 157.34
S4 152.62 153.31 156.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.33 157.62 1.71 1.1% 0.85 0.5% 27% False True 1,034,829
10 161.13 157.62 3.51 2.2% 0.79 0.5% 13% False True 946,947
20 162.04 157.62 4.42 2.8% 0.70 0.4% 11% False True 796,299
40 163.78 157.62 6.16 3.9% 0.61 0.4% 8% False True 632,597
60 163.78 157.62 6.16 3.9% 0.59 0.4% 8% False True 505,182
80 163.78 157.62 6.16 3.9% 0.57 0.4% 8% False True 381,326
100 163.78 157.62 6.16 3.9% 0.55 0.3% 8% False True 305,475
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 0.13
Widest range in 113 trading days
Fibonacci Retracements and Extensions
4.250 166.44
2.618 163.70
1.618 162.02
1.000 160.98
0.618 160.34
HIGH 159.30
0.618 158.66
0.500 158.46
0.382 158.26
LOW 157.62
0.618 156.58
1.000 155.94
1.618 154.90
2.618 153.22
4.250 150.48
Fisher Pivots for day following 05-Feb-2018
Pivot 1 day 3 day
R1 158.46 158.46
PP 158.34 158.34
S1 158.21 158.21

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

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