Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 29-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2017 |
29-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
162.86 |
162.75 |
-0.11 |
-0.1% |
162.76 |
High |
163.01 |
162.78 |
-0.23 |
-0.1% |
162.97 |
Low |
162.67 |
162.07 |
-0.60 |
-0.4% |
162.29 |
Close |
162.87 |
162.15 |
-0.72 |
-0.4% |
162.55 |
Range |
0.34 |
0.71 |
0.37 |
108.8% |
0.68 |
ATR |
0.48 |
0.50 |
0.02 |
4.7% |
0.00 |
Volume |
163,037 |
223,189 |
60,152 |
36.9% |
242,646 |
|
Daily Pivots for day following 29-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.46 |
164.02 |
162.54 |
|
R3 |
163.75 |
163.31 |
162.35 |
|
R2 |
163.04 |
163.04 |
162.28 |
|
R1 |
162.60 |
162.60 |
162.22 |
162.47 |
PP |
162.33 |
162.33 |
162.33 |
162.27 |
S1 |
161.89 |
161.89 |
162.08 |
161.76 |
S2 |
161.62 |
161.62 |
162.02 |
|
S3 |
160.91 |
161.18 |
161.95 |
|
S4 |
160.20 |
160.47 |
161.76 |
|
|
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 |
162.07 |
0.94 |
0.6% |
0.42 |
0.3% |
9% |
False |
True |
128,891 |
10 |
163.01 |
161.99 |
1.02 |
0.6% |
0.44 |
0.3% |
16% |
False |
False |
79,831 |
20 |
163.28 |
161.49 |
1.79 |
1.1% |
0.48 |
0.3% |
37% |
False |
False |
50,266 |
40 |
163.28 |
160.24 |
3.04 |
1.9% |
0.49 |
0.3% |
63% |
False |
False |
28,120 |
60 |
163.28 |
159.78 |
3.50 |
2.2% |
0.49 |
0.3% |
68% |
False |
False |
19,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.80 |
2.618 |
164.64 |
1.618 |
163.93 |
1.000 |
163.49 |
0.618 |
163.22 |
HIGH |
162.78 |
0.618 |
162.51 |
0.500 |
162.43 |
0.382 |
162.34 |
LOW |
162.07 |
0.618 |
161.63 |
1.000 |
161.36 |
1.618 |
160.92 |
2.618 |
160.21 |
4.250 |
159.05 |
|
|
Fisher Pivots for day following 29-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
162.43 |
162.54 |
PP |
162.33 |
162.41 |
S1 |
162.24 |
162.28 |
|