Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 07-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2017 |
07-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
163.36 |
163.37 |
0.01 |
0.0% |
162.54 |
High |
163.66 |
163.67 |
0.01 |
0.0% |
163.67 |
Low |
163.22 |
163.22 |
0.00 |
0.0% |
161.92 |
Close |
163.52 |
163.65 |
0.13 |
0.1% |
163.55 |
Range |
0.44 |
0.45 |
0.01 |
2.3% |
1.75 |
ATR |
0.58 |
0.57 |
-0.01 |
-1.6% |
0.00 |
Volume |
604,388 |
525,023 |
-79,365 |
-13.1% |
2,174,599 |
|
Daily Pivots for day following 07-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.86 |
164.71 |
163.90 |
|
R3 |
164.41 |
164.26 |
163.77 |
|
R2 |
163.96 |
163.96 |
163.73 |
|
R1 |
163.81 |
163.81 |
163.69 |
163.89 |
PP |
163.51 |
163.51 |
163.51 |
163.55 |
S1 |
163.36 |
163.36 |
163.61 |
163.44 |
S2 |
163.06 |
163.06 |
163.57 |
|
S3 |
162.61 |
162.91 |
163.53 |
|
S4 |
162.16 |
162.46 |
163.40 |
|
|
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 |
162.28 |
1.39 |
0.8% |
0.63 |
0.4% |
99% |
True |
False |
939,603 |
10 |
163.67 |
161.92 |
1.75 |
1.1% |
0.57 |
0.3% |
99% |
True |
False |
581,765 |
20 |
163.67 |
161.49 |
2.18 |
1.3% |
0.52 |
0.3% |
99% |
True |
False |
304,066 |
40 |
163.67 |
160.26 |
3.41 |
2.1% |
0.53 |
0.3% |
99% |
True |
False |
158,247 |
60 |
163.67 |
159.78 |
3.89 |
2.4% |
0.50 |
0.3% |
99% |
True |
False |
106,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.58 |
2.618 |
164.85 |
1.618 |
164.40 |
1.000 |
164.12 |
0.618 |
163.95 |
HIGH |
163.67 |
0.618 |
163.50 |
0.500 |
163.45 |
0.382 |
163.39 |
LOW |
163.22 |
0.618 |
162.94 |
1.000 |
162.77 |
1.618 |
162.49 |
2.618 |
162.04 |
4.250 |
161.31 |
|
|
Fisher Pivots for day following 07-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
163.58 |
163.51 |
PP |
163.51 |
163.37 |
S1 |
163.45 |
163.23 |
|