Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 28-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2017 |
28-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
162.54 |
162.86 |
0.32 |
0.2% |
162.76 |
High |
162.91 |
163.01 |
0.10 |
0.1% |
162.97 |
Low |
162.45 |
162.67 |
0.22 |
0.1% |
162.29 |
Close |
162.81 |
162.87 |
0.06 |
0.0% |
162.55 |
Range |
0.46 |
0.34 |
-0.12 |
-26.1% |
0.68 |
ATR |
0.49 |
0.48 |
-0.01 |
-2.2% |
0.00 |
Volume |
137,519 |
163,037 |
25,518 |
18.6% |
242,646 |
|
Daily Pivots for day following 28-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.87 |
163.71 |
163.06 |
|
R3 |
163.53 |
163.37 |
162.96 |
|
R2 |
163.19 |
163.19 |
162.93 |
|
R1 |
163.03 |
163.03 |
162.90 |
163.11 |
PP |
162.85 |
162.85 |
162.85 |
162.89 |
S1 |
162.69 |
162.69 |
162.84 |
162.77 |
S2 |
162.51 |
162.51 |
162.81 |
|
S3 |
162.17 |
162.35 |
162.78 |
|
S4 |
161.83 |
162.01 |
162.68 |
|
|
Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.64 |
164.28 |
162.92 |
|
R3 |
163.96 |
163.60 |
162.74 |
|
R2 |
163.28 |
163.28 |
162.67 |
|
R1 |
162.92 |
162.92 |
162.61 |
162.76 |
PP |
162.60 |
162.60 |
162.60 |
162.53 |
S1 |
162.24 |
162.24 |
162.49 |
162.08 |
S2 |
161.92 |
161.92 |
162.43 |
|
S3 |
161.24 |
161.56 |
162.36 |
|
S4 |
160.56 |
160.88 |
162.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.01 |
162.29 |
0.72 |
0.4% |
0.41 |
0.3% |
81% |
True |
False |
86,753 |
10 |
163.01 |
161.99 |
1.02 |
0.6% |
0.43 |
0.3% |
86% |
True |
False |
58,756 |
20 |
163.28 |
161.49 |
1.79 |
1.1% |
0.46 |
0.3% |
77% |
False |
False |
39,550 |
40 |
163.28 |
160.24 |
3.04 |
1.9% |
0.49 |
0.3% |
87% |
False |
False |
22,578 |
60 |
163.28 |
159.78 |
3.50 |
2.1% |
0.49 |
0.3% |
88% |
False |
False |
15,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.46 |
2.618 |
163.90 |
1.618 |
163.56 |
1.000 |
163.35 |
0.618 |
163.22 |
HIGH |
163.01 |
0.618 |
162.88 |
0.500 |
162.84 |
0.382 |
162.80 |
LOW |
162.67 |
0.618 |
162.46 |
1.000 |
162.33 |
1.618 |
162.12 |
2.618 |
161.78 |
4.250 |
161.23 |
|
|
Fisher Pivots for day following 28-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
162.86 |
162.81 |
PP |
162.85 |
162.74 |
S1 |
162.84 |
162.68 |
|