Euro Bund Future March 2018


Trading Metrics calculated at close of trading on 05-Mar-2018
Day Change Summary
Previous Current
02-Mar-2018 05-Mar-2018 Change Change % Previous Week
Open 159.90 160.00 0.10 0.1% 159.65
High 160.21 160.38 0.17 0.1% 160.21
Low 159.58 159.41 -0.17 -0.1% 159.03
Close 159.77 159.88 0.11 0.1% 159.77
Range 0.63 0.97 0.34 54.0% 1.18
ATR 0.71 0.73 0.02 2.7% 0.00
Volume 1,503,345 1,503,345 0 0.0% 4,890,223
Daily Pivots for day following 05-Mar-2018
Classic Woodie Camarilla DeMark
R4 162.80 162.31 160.41
R3 161.83 161.34 160.15
R2 160.86 160.86 160.06
R1 160.37 160.37 159.97 160.13
PP 159.89 159.89 159.89 159.77
S1 159.40 159.40 159.79 159.16
S2 158.92 158.92 159.70
S3 157.95 158.43 159.61
S4 156.98 157.46 159.35
Weekly Pivots for week ending 02-Mar-2018
Classic Woodie Camarilla DeMark
R4 163.21 162.67 160.42
R3 162.03 161.49 160.09
R2 160.85 160.85 159.99
R1 160.31 160.31 159.88 160.58
PP 159.67 159.67 159.67 159.81
S1 159.13 159.13 159.66 159.40
S2 158.49 158.49 159.55
S3 157.31 157.95 159.45
S4 156.13 156.77 159.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160.38 159.03 1.35 0.8% 0.64 0.4% 63% True False 1,115,981
10 160.38 157.90 2.48 1.6% 0.66 0.4% 80% True False 915,628
20 160.38 157.26 3.12 2.0% 0.78 0.5% 84% True False 869,605
40 162.04 157.26 4.78 3.0% 0.70 0.4% 55% False False 812,474
60 163.78 157.26 6.52 4.1% 0.65 0.4% 40% False False 707,457
80 163.78 157.26 6.52 4.1% 0.62 0.4% 40% False False 580,729
100 163.78 157.26 6.52 4.1% 0.59 0.4% 40% False False 466,300
120 163.78 157.26 6.52 4.1% 0.58 0.4% 40% False False 388,882
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 164.50
2.618 162.92
1.618 161.95
1.000 161.35
0.618 160.98
HIGH 160.38
0.618 160.01
0.500 159.90
0.382 159.78
LOW 159.41
0.618 158.81
1.000 158.44
1.618 157.84
2.618 156.87
4.250 155.29
Fisher Pivots for day following 05-Mar-2018
Pivot 1 day 3 day
R1 159.90 159.90
PP 159.89 159.89
S1 159.89 159.89

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

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