Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 04-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2017 |
04-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
162.45 |
163.04 |
0.59 |
0.4% |
162.54 |
High |
163.67 |
163.09 |
-0.58 |
-0.4% |
163.67 |
Low |
162.28 |
162.79 |
0.51 |
0.3% |
161.92 |
Close |
163.55 |
162.97 |
-0.58 |
-0.4% |
163.55 |
Range |
1.39 |
0.30 |
-1.09 |
-78.4% |
1.75 |
ATR |
0.58 |
0.59 |
0.01 |
2.3% |
0.00 |
Volume |
1,133,644 |
1,409,757 |
276,113 |
24.4% |
2,174,599 |
|
Daily Pivots for day following 04-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.85 |
163.71 |
163.14 |
|
R3 |
163.55 |
163.41 |
163.05 |
|
R2 |
163.25 |
163.25 |
163.03 |
|
R1 |
163.11 |
163.11 |
163.00 |
163.03 |
PP |
162.95 |
162.95 |
162.95 |
162.91 |
S1 |
162.81 |
162.81 |
162.94 |
162.73 |
S2 |
162.65 |
162.65 |
162.92 |
|
S3 |
162.35 |
162.51 |
162.89 |
|
S4 |
162.05 |
162.21 |
162.81 |
|
|
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% |
0.68 |
0.4% |
60% |
False |
False |
689,367 |
10 |
163.67 |
161.92 |
1.75 |
1.1% |
0.55 |
0.3% |
60% |
False |
False |
376,550 |
20 |
163.67 |
161.49 |
2.18 |
1.3% |
0.53 |
0.3% |
68% |
False |
False |
200,545 |
40 |
163.67 |
160.26 |
3.41 |
2.1% |
0.51 |
0.3% |
79% |
False |
False |
104,566 |
60 |
163.67 |
159.78 |
3.89 |
2.4% |
0.51 |
0.3% |
82% |
False |
False |
70,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.37 |
2.618 |
163.88 |
1.618 |
163.58 |
1.000 |
163.39 |
0.618 |
163.28 |
HIGH |
163.09 |
0.618 |
162.98 |
0.500 |
162.94 |
0.382 |
162.90 |
LOW |
162.79 |
0.618 |
162.60 |
1.000 |
162.49 |
1.618 |
162.30 |
2.618 |
162.00 |
4.250 |
161.52 |
|
|
Fisher Pivots for day following 04-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
162.96 |
162.91 |
PP |
162.95 |
162.85 |
S1 |
162.94 |
162.80 |
|