Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 05-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2017 |
05-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
163.04 |
162.90 |
-0.14 |
-0.1% |
162.54 |
High |
163.09 |
163.35 |
0.26 |
0.2% |
163.67 |
Low |
162.79 |
162.79 |
0.00 |
0.0% |
161.92 |
Close |
162.97 |
163.16 |
0.19 |
0.1% |
163.55 |
Range |
0.30 |
0.56 |
0.26 |
86.7% |
1.75 |
ATR |
0.59 |
0.59 |
0.00 |
-0.4% |
0.00 |
Volume |
1,409,757 |
1,025,206 |
-384,551 |
-27.3% |
2,174,599 |
|
Daily Pivots for day following 05-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.78 |
164.53 |
163.47 |
|
R3 |
164.22 |
163.97 |
163.31 |
|
R2 |
163.66 |
163.66 |
163.26 |
|
R1 |
163.41 |
163.41 |
163.21 |
163.54 |
PP |
163.10 |
163.10 |
163.10 |
163.16 |
S1 |
162.85 |
162.85 |
163.11 |
162.98 |
S2 |
162.54 |
162.54 |
163.06 |
|
S3 |
161.98 |
162.29 |
163.01 |
|
S4 |
161.42 |
161.73 |
162.85 |
|
|
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% |
0.72 |
0.4% |
71% |
False |
False |
861,801 |
10 |
163.67 |
161.92 |
1.75 |
1.1% |
0.57 |
0.3% |
71% |
False |
False |
474,277 |
20 |
163.67 |
161.49 |
2.18 |
1.3% |
0.54 |
0.3% |
77% |
False |
False |
250,350 |
40 |
163.67 |
160.26 |
3.41 |
2.1% |
0.52 |
0.3% |
85% |
False |
False |
130,054 |
60 |
163.67 |
159.78 |
3.89 |
2.4% |
0.50 |
0.3% |
87% |
False |
False |
87,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.73 |
2.618 |
164.82 |
1.618 |
164.26 |
1.000 |
163.91 |
0.618 |
163.70 |
HIGH |
163.35 |
0.618 |
163.14 |
0.500 |
163.07 |
0.382 |
163.00 |
LOW |
162.79 |
0.618 |
162.44 |
1.000 |
162.23 |
1.618 |
161.88 |
2.618 |
161.32 |
4.250 |
160.41 |
|
|
Fisher Pivots for day following 05-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
163.13 |
163.10 |
PP |
163.10 |
163.04 |
S1 |
163.07 |
162.98 |
|