Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 30-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2017 |
30-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
162.75 |
162.22 |
-0.53 |
-0.3% |
162.76 |
High |
162.78 |
162.57 |
-0.21 |
-0.1% |
162.97 |
Low |
162.07 |
161.92 |
-0.15 |
-0.1% |
162.29 |
Close |
162.15 |
162.41 |
0.26 |
0.2% |
162.55 |
Range |
0.71 |
0.65 |
-0.06 |
-8.5% |
0.68 |
ATR |
0.50 |
0.51 |
0.01 |
2.1% |
0.00 |
Volume |
223,189 |
517,210 |
294,021 |
131.7% |
242,646 |
|
Daily Pivots for day following 30-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.25 |
163.98 |
162.77 |
|
R3 |
163.60 |
163.33 |
162.59 |
|
R2 |
162.95 |
162.95 |
162.53 |
|
R1 |
162.68 |
162.68 |
162.47 |
162.82 |
PP |
162.30 |
162.30 |
162.30 |
162.37 |
S1 |
162.03 |
162.03 |
162.35 |
162.17 |
S2 |
161.65 |
161.65 |
162.29 |
|
S3 |
161.00 |
161.38 |
162.23 |
|
S4 |
160.35 |
160.73 |
162.05 |
|
|
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 |
161.92 |
1.09 |
0.7% |
0.50 |
0.3% |
45% |
False |
True |
223,928 |
10 |
163.01 |
161.92 |
1.09 |
0.7% |
0.46 |
0.3% |
45% |
False |
True |
130,549 |
20 |
163.28 |
161.49 |
1.79 |
1.1% |
0.49 |
0.3% |
51% |
False |
False |
75,415 |
40 |
163.28 |
160.24 |
3.04 |
1.9% |
0.50 |
0.3% |
71% |
False |
False |
41,048 |
60 |
163.28 |
159.78 |
3.50 |
2.2% |
0.49 |
0.3% |
75% |
False |
False |
27,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.33 |
2.618 |
164.27 |
1.618 |
163.62 |
1.000 |
163.22 |
0.618 |
162.97 |
HIGH |
162.57 |
0.618 |
162.32 |
0.500 |
162.25 |
0.382 |
162.17 |
LOW |
161.92 |
0.618 |
161.52 |
1.000 |
161.27 |
1.618 |
160.87 |
2.618 |
160.22 |
4.250 |
159.16 |
|
|
Fisher Pivots for day following 30-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
162.36 |
162.47 |
PP |
162.30 |
162.45 |
S1 |
162.25 |
162.43 |
|