Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 26-Feb-2018
Day Change Summary
Previous Current
23-Feb-2018 26-Feb-2018 Change Change % Previous Week
Open 158.68 159.65 0.97 0.6% 158.17
High 159.66 159.67 0.01 0.0% 159.66
Low 158.68 159.25 0.57 0.4% 157.90
Close 159.48 159.56 0.08 0.1% 159.48
Range 0.98 0.42 -0.56 -57.1% 1.76
ATR 0.78 0.75 -0.03 -3.3% 0.00
Volume 678,750 813,659 134,909 19.9% 2,762,721
Daily Pivots for day following 26-Feb-2018
Classic Woodie Camarilla DeMark
R4 160.75 160.58 159.79
R3 160.33 160.16 159.68
R2 159.91 159.91 159.64
R1 159.74 159.74 159.60 159.62
PP 159.49 159.49 159.49 159.43
S1 159.32 159.32 159.52 159.20
S2 159.07 159.07 159.48
S3 158.65 158.90 159.44
S4 158.23 158.48 159.33
Weekly Pivots for week ending 23-Feb-2018
Classic Woodie Camarilla DeMark
R4 164.29 163.65 160.45
R3 162.53 161.89 159.96
R2 160.77 160.77 159.80
R1 160.13 160.13 159.64 160.45
PP 159.01 159.01 159.01 159.18
S1 158.37 158.37 159.32 158.69
S2 157.25 157.25 159.16
S3 155.49 156.61 159.00
S4 153.73 154.85 158.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.67 157.90 1.77 1.1% 0.68 0.4% 94% True False 715,276
10 159.67 157.42 2.25 1.4% 0.70 0.4% 95% True False 689,476
20 159.67 157.26 2.41 1.5% 0.80 0.5% 95% True False 827,645
40 162.28 157.26 5.02 3.1% 0.69 0.4% 46% False False 734,198
60 163.78 157.26 6.52 4.1% 0.65 0.4% 35% False False 671,906
80 163.78 157.26 6.52 4.1% 0.60 0.4% 35% False False 511,886
100 163.78 157.26 6.52 4.1% 0.59 0.4% 35% False False 410,559
120 163.78 157.26 6.52 4.1% 0.57 0.4% 35% False False 342,386
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 0.14
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 161.46
2.618 160.77
1.618 160.35
1.000 160.09
0.618 159.93
HIGH 159.67
0.618 159.51
0.500 159.46
0.382 159.41
LOW 159.25
0.618 158.99
1.000 158.83
1.618 158.57
2.618 158.15
4.250 157.47
Fisher Pivots for day following 26-Feb-2018
Pivot 1 day 3 day
R1 159.53 159.35
PP 159.49 159.14
S1 159.46 158.93

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

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