Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 01-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2017 |
01-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
162.22 |
162.45 |
0.23 |
0.1% |
162.54 |
High |
162.57 |
163.67 |
1.10 |
0.7% |
163.67 |
Low |
161.92 |
162.28 |
0.36 |
0.2% |
161.92 |
Close |
162.41 |
163.55 |
1.14 |
0.7% |
163.55 |
Range |
0.65 |
1.39 |
0.74 |
113.8% |
1.75 |
ATR |
0.51 |
0.58 |
0.06 |
12.2% |
0.00 |
Volume |
517,210 |
1,133,644 |
616,434 |
119.2% |
2,174,599 |
|
Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.34 |
166.83 |
164.31 |
|
R3 |
165.95 |
165.44 |
163.93 |
|
R2 |
164.56 |
164.56 |
163.80 |
|
R1 |
164.05 |
164.05 |
163.68 |
164.31 |
PP |
163.17 |
163.17 |
163.17 |
163.29 |
S1 |
162.66 |
162.66 |
163.42 |
162.92 |
S2 |
161.78 |
161.78 |
163.30 |
|
S3 |
160.39 |
161.27 |
163.17 |
|
S4 |
159.00 |
159.88 |
162.79 |
|
|
Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.30 |
167.67 |
164.51 |
|
R3 |
166.55 |
165.92 |
164.03 |
|
R2 |
164.80 |
164.80 |
163.87 |
|
R1 |
164.17 |
164.17 |
163.71 |
164.49 |
PP |
163.05 |
163.05 |
163.05 |
163.20 |
S1 |
162.42 |
162.42 |
163.39 |
162.74 |
S2 |
161.30 |
161.30 |
163.23 |
|
S3 |
159.55 |
160.67 |
163.07 |
|
S4 |
157.80 |
158.92 |
162.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.67 |
161.92 |
1.75 |
1.1% |
0.71 |
0.4% |
93% |
True |
False |
434,919 |
10 |
163.67 |
161.92 |
1.75 |
1.1% |
0.55 |
0.3% |
93% |
True |
False |
241,724 |
20 |
163.67 |
161.49 |
2.18 |
1.3% |
0.54 |
0.3% |
94% |
True |
False |
131,428 |
40 |
163.67 |
160.26 |
3.41 |
2.1% |
0.52 |
0.3% |
96% |
True |
False |
69,388 |
60 |
163.67 |
159.78 |
3.89 |
2.4% |
0.50 |
0.3% |
97% |
True |
False |
46,813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.58 |
2.618 |
167.31 |
1.618 |
165.92 |
1.000 |
165.06 |
0.618 |
164.53 |
HIGH |
163.67 |
0.618 |
163.14 |
0.500 |
162.98 |
0.382 |
162.81 |
LOW |
162.28 |
0.618 |
161.42 |
1.000 |
160.89 |
1.618 |
160.03 |
2.618 |
158.64 |
4.250 |
156.37 |
|
|
Fisher Pivots for day following 01-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
163.36 |
163.30 |
PP |
163.17 |
163.05 |
S1 |
162.98 |
162.80 |
|