Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 20-Feb-2018
Day Change Summary
Previous Current
16-Feb-2018 20-Feb-2018 Change Change % Previous Week
Open 157.76 158.17 0.41 0.3% 157.75
High 158.78 158.55 -0.23 -0.1% 158.78
Low 157.65 157.90 0.25 0.2% 157.42
Close 158.61 158.39 -0.22 -0.1% 158.61
Range 1.13 0.65 -0.48 -42.5% 1.36
ATR 0.78 0.78 -0.01 -0.7% 0.00
Volume 575,895 675,672 99,777 17.3% 3,318,380
Daily Pivots for day following 20-Feb-2018
Classic Woodie Camarilla DeMark
R4 160.23 159.96 158.75
R3 159.58 159.31 158.57
R2 158.93 158.93 158.51
R1 158.66 158.66 158.45 158.80
PP 158.28 158.28 158.28 158.35
S1 158.01 158.01 158.33 158.15
S2 157.63 157.63 158.27
S3 156.98 157.36 158.21
S4 156.33 156.71 158.03
Weekly Pivots for week ending 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 162.35 161.84 159.36
R3 160.99 160.48 158.98
R2 159.63 159.63 158.86
R1 159.12 159.12 158.73 159.38
PP 158.27 158.27 158.27 158.40
S1 157.76 157.76 158.49 158.02
S2 156.91 156.91 158.36
S3 155.55 156.40 158.24
S4 154.19 155.04 157.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 158.78 157.42 1.36 0.9% 0.72 0.5% 71% False False 665,931
10 159.24 157.26 1.98 1.3% 0.79 0.5% 57% False False 763,769
20 161.13 157.26 3.87 2.4% 0.79 0.5% 29% False False 855,358
40 162.48 157.26 5.22 3.3% 0.68 0.4% 22% False False 689,515
60 163.78 157.26 6.52 4.1% 0.63 0.4% 17% False False 628,073
80 163.78 157.26 6.52 4.1% 0.60 0.4% 17% False False 476,002
100 163.78 157.26 6.52 4.1% 0.59 0.4% 17% False False 381,724
120 163.78 157.26 6.52 4.1% 0.55 0.3% 17% False False 318,214
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 161.31
2.618 160.25
1.618 159.60
1.000 159.20
0.618 158.95
HIGH 158.55
0.618 158.30
0.500 158.23
0.382 158.15
LOW 157.90
0.618 157.50
1.000 157.25
1.618 156.85
2.618 156.20
4.250 155.14
Fisher Pivots for day following 20-Feb-2018
Pivot 1 day 3 day
R1 158.34 158.29
PP 158.28 158.20
S1 158.23 158.10

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

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