Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 08-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2017 |
08-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
163.37 |
163.41 |
0.04 |
0.0% |
163.04 |
High |
163.67 |
163.55 |
-0.12 |
-0.1% |
163.67 |
Low |
163.22 |
163.17 |
-0.05 |
0.0% |
162.79 |
Close |
163.65 |
163.48 |
-0.17 |
-0.1% |
163.48 |
Range |
0.45 |
0.38 |
-0.07 |
-15.6% |
0.88 |
ATR |
0.57 |
0.57 |
-0.01 |
-1.2% |
0.00 |
Volume |
525,023 |
442,503 |
-82,520 |
-15.7% |
4,006,877 |
|
Daily Pivots for day following 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.54 |
164.39 |
163.69 |
|
R3 |
164.16 |
164.01 |
163.58 |
|
R2 |
163.78 |
163.78 |
163.55 |
|
R1 |
163.63 |
163.63 |
163.51 |
163.71 |
PP |
163.40 |
163.40 |
163.40 |
163.44 |
S1 |
163.25 |
163.25 |
163.45 |
163.33 |
S2 |
163.02 |
163.02 |
163.41 |
|
S3 |
162.64 |
162.87 |
163.38 |
|
S4 |
162.26 |
162.49 |
163.27 |
|
|
Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.95 |
165.60 |
163.96 |
|
R3 |
165.07 |
164.72 |
163.72 |
|
R2 |
164.19 |
164.19 |
163.64 |
|
R1 |
163.84 |
163.84 |
163.56 |
164.02 |
PP |
163.31 |
163.31 |
163.31 |
163.40 |
S1 |
162.96 |
162.96 |
163.40 |
163.14 |
S2 |
162.43 |
162.43 |
163.32 |
|
S3 |
161.55 |
162.08 |
163.24 |
|
S4 |
160.67 |
161.20 |
163.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.67 |
162.79 |
0.88 |
0.5% |
0.43 |
0.3% |
78% |
False |
False |
801,375 |
10 |
163.67 |
161.92 |
1.75 |
1.1% |
0.57 |
0.3% |
89% |
False |
False |
618,147 |
20 |
163.67 |
161.49 |
2.18 |
1.3% |
0.51 |
0.3% |
91% |
False |
False |
325,532 |
40 |
163.67 |
160.26 |
3.41 |
2.1% |
0.52 |
0.3% |
94% |
False |
False |
169,298 |
60 |
163.67 |
159.78 |
3.89 |
2.4% |
0.50 |
0.3% |
95% |
False |
False |
113,588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.17 |
2.618 |
164.54 |
1.618 |
164.16 |
1.000 |
163.93 |
0.618 |
163.78 |
HIGH |
163.55 |
0.618 |
163.40 |
0.500 |
163.36 |
0.382 |
163.32 |
LOW |
163.17 |
0.618 |
162.94 |
1.000 |
162.79 |
1.618 |
162.56 |
2.618 |
162.18 |
4.250 |
161.56 |
|
|
Fisher Pivots for day following 08-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
163.44 |
163.46 |
PP |
163.40 |
163.44 |
S1 |
163.36 |
163.42 |
|