Euro Bund Future June 2018


Trading Metrics calculated at close of trading on 27-Mar-2018
Day Change Summary
Previous Current
26-Mar-2018 27-Mar-2018 Change Change % Previous Week
Open 158.87 158.77 -0.10 -0.1% 158.16
High 158.95 159.42 0.47 0.3% 159.01
Low 158.59 158.73 0.14 0.1% 157.67
Close 158.93 159.23 0.30 0.2% 158.87
Range 0.36 0.69 0.33 91.7% 1.34
ATR 0.59 0.60 0.01 1.2% 0.00
Volume 733,467 824,206 90,739 12.4% 3,370,679
Daily Pivots for day following 27-Mar-2018
Classic Woodie Camarilla DeMark
R4 161.20 160.90 159.61
R3 160.51 160.21 159.42
R2 159.82 159.82 159.36
R1 159.52 159.52 159.29 159.67
PP 159.13 159.13 159.13 159.20
S1 158.83 158.83 159.17 158.98
S2 158.44 158.44 159.10
S3 157.75 158.14 159.04
S4 157.06 157.45 158.85
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 162.54 162.04 159.61
R3 161.20 160.70 159.24
R2 159.86 159.86 159.12
R1 159.36 159.36 158.99 159.61
PP 158.52 158.52 158.52 158.64
S1 158.02 158.02 158.75 158.27
S2 157.18 157.18 158.62
S3 155.84 156.68 158.50
S4 154.50 155.34 158.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.42 157.75 1.67 1.0% 0.56 0.4% 89% True False 787,226
10 159.42 157.34 2.08 1.3% 0.51 0.3% 91% True False 672,380
20 159.42 156.22 3.20 2.0% 0.57 0.4% 94% True False 694,503
40 159.42 154.62 4.80 3.0% 0.64 0.4% 96% True False 367,136
60 159.42 154.62 4.80 3.0% 0.60 0.4% 96% True False 246,822
80 160.98 154.62 6.36 4.0% 0.52 0.3% 72% False False 185,163
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 162.35
2.618 161.23
1.618 160.54
1.000 160.11
0.618 159.85
HIGH 159.42
0.618 159.16
0.500 159.08
0.382 158.99
LOW 158.73
0.618 158.30
1.000 158.04
1.618 157.61
2.618 156.92
4.250 155.80
Fisher Pivots for day following 27-Mar-2018
Pivot 1 day 3 day
R1 159.18 159.15
PP 159.13 159.07
S1 159.08 158.99

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

View Archives - Comment on this page... - Back to Index of Symbols