Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 06-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2017 |
06-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
162.90 |
163.36 |
0.46 |
0.3% |
162.54 |
High |
163.35 |
163.66 |
0.31 |
0.2% |
163.67 |
Low |
162.79 |
163.22 |
0.43 |
0.3% |
161.92 |
Close |
163.16 |
163.52 |
0.36 |
0.2% |
163.55 |
Range |
0.56 |
0.44 |
-0.12 |
-21.4% |
1.75 |
ATR |
0.59 |
0.58 |
-0.01 |
-1.1% |
0.00 |
Volume |
1,025,206 |
604,388 |
-420,818 |
-41.0% |
2,174,599 |
|
Daily Pivots for day following 06-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.79 |
164.59 |
163.76 |
|
R3 |
164.35 |
164.15 |
163.64 |
|
R2 |
163.91 |
163.91 |
163.60 |
|
R1 |
163.71 |
163.71 |
163.56 |
163.81 |
PP |
163.47 |
163.47 |
163.47 |
163.52 |
S1 |
163.27 |
163.27 |
163.48 |
163.37 |
S2 |
163.03 |
163.03 |
163.44 |
|
S3 |
162.59 |
162.83 |
163.40 |
|
S4 |
162.15 |
162.39 |
163.28 |
|
|
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% |
0.67 |
0.4% |
91% |
False |
False |
938,041 |
10 |
163.67 |
161.92 |
1.75 |
1.1% |
0.54 |
0.3% |
91% |
False |
False |
533,466 |
20 |
163.67 |
161.49 |
2.18 |
1.3% |
0.54 |
0.3% |
93% |
False |
False |
278,962 |
40 |
163.67 |
160.26 |
3.41 |
2.1% |
0.53 |
0.3% |
96% |
False |
False |
145,132 |
60 |
163.67 |
159.78 |
3.89 |
2.4% |
0.50 |
0.3% |
96% |
False |
False |
97,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.53 |
2.618 |
164.81 |
1.618 |
164.37 |
1.000 |
164.10 |
0.618 |
163.93 |
HIGH |
163.66 |
0.618 |
163.49 |
0.500 |
163.44 |
0.382 |
163.39 |
LOW |
163.22 |
0.618 |
162.95 |
1.000 |
162.78 |
1.618 |
162.51 |
2.618 |
162.07 |
4.250 |
161.35 |
|
|
Fisher Pivots for day following 06-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
163.49 |
163.42 |
PP |
163.47 |
163.32 |
S1 |
163.44 |
163.23 |
|