Euro Bund Future September 2018


Trading Metrics calculated at close of trading on 17-Jul-2018
Day Change Summary
Previous Current
16-Jul-2018 17-Jul-2018 Change Change % Previous Week
Open 162.97 162.59 -0.38 -0.2% 162.67
High 162.97 162.90 -0.07 0.0% 163.22
Low 162.44 162.57 0.13 0.1% 162.26
Close 162.47 162.85 0.38 0.2% 162.98
Range 0.53 0.33 -0.20 -37.7% 0.96
ATR 0.63 0.62 -0.01 -2.3% 0.00
Volume 365,314 429,737 64,423 17.6% 2,290,252
Daily Pivots for day following 17-Jul-2018
Classic Woodie Camarilla DeMark
R4 163.76 163.64 163.03
R3 163.43 163.31 162.94
R2 163.10 163.10 162.91
R1 162.98 162.98 162.88 163.04
PP 162.77 162.77 162.77 162.81
S1 162.65 162.65 162.82 162.71
S2 162.44 162.44 162.79
S3 162.11 162.32 162.76
S4 161.78 161.99 162.67
Weekly Pivots for week ending 13-Jul-2018
Classic Woodie Camarilla DeMark
R4 165.70 165.30 163.51
R3 164.74 164.34 163.24
R2 163.78 163.78 163.16
R1 163.38 163.38 163.07 163.58
PP 162.82 162.82 162.82 162.92
S1 162.42 162.42 162.89 162.62
S2 161.86 161.86 162.80
S3 160.90 161.46 162.72
S4 159.94 160.50 162.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.22 162.40 0.82 0.5% 0.44 0.3% 55% False False 409,847
10 163.22 162.06 1.16 0.7% 0.47 0.3% 68% False False 423,701
20 163.22 161.26 1.96 1.2% 0.52 0.3% 81% False False 508,248
40 164.19 158.46 5.73 3.5% 0.77 0.5% 77% False False 566,421
60 164.19 157.14 7.05 4.3% 0.68 0.4% 81% False False 384,335
80 164.19 157.14 7.05 4.3% 0.60 0.4% 81% False False 288,554
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 164.30
2.618 163.76
1.618 163.43
1.000 163.23
0.618 163.10
HIGH 162.90
0.618 162.77
0.500 162.74
0.382 162.70
LOW 162.57
0.618 162.37
1.000 162.24
1.618 162.04
2.618 161.71
4.250 161.17
Fisher Pivots for day following 17-Jul-2018
Pivot 1 day 3 day
R1 162.81 162.84
PP 162.77 162.84
S1 162.74 162.83

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

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