Euro Bund Future March 2018
| Trading Metrics calculated at close of trading on 11-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
163.41 |
163.47 |
0.06 |
0.0% |
163.04 |
| High |
163.55 |
163.78 |
0.23 |
0.1% |
163.67 |
| Low |
163.17 |
163.37 |
0.20 |
0.1% |
162.79 |
| Close |
163.48 |
163.64 |
0.16 |
0.1% |
163.48 |
| Range |
0.38 |
0.41 |
0.03 |
7.9% |
0.88 |
| ATR |
0.57 |
0.55 |
-0.01 |
-2.0% |
0.00 |
| Volume |
442,503 |
473,178 |
30,675 |
6.9% |
4,006,877 |
|
| Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.83 |
164.64 |
163.87 |
|
| R3 |
164.42 |
164.23 |
163.75 |
|
| R2 |
164.01 |
164.01 |
163.72 |
|
| R1 |
163.82 |
163.82 |
163.68 |
163.92 |
| PP |
163.60 |
163.60 |
163.60 |
163.64 |
| S1 |
163.41 |
163.41 |
163.60 |
163.51 |
| S2 |
163.19 |
163.19 |
163.56 |
|
| S3 |
162.78 |
163.00 |
163.53 |
|
| S4 |
162.37 |
162.59 |
163.41 |
|
|
| 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 |
163.78 |
162.79 |
0.99 |
0.6% |
0.45 |
0.3% |
86% |
True |
False |
614,059 |
| 10 |
163.78 |
161.92 |
1.86 |
1.1% |
0.56 |
0.3% |
92% |
True |
False |
651,713 |
| 20 |
163.78 |
161.49 |
2.29 |
1.4% |
0.51 |
0.3% |
94% |
True |
False |
348,556 |
| 40 |
163.78 |
160.26 |
3.52 |
2.2% |
0.52 |
0.3% |
96% |
True |
False |
181,072 |
| 60 |
163.78 |
159.78 |
4.00 |
2.4% |
0.50 |
0.3% |
97% |
True |
False |
121,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.52 |
|
2.618 |
164.85 |
|
1.618 |
164.44 |
|
1.000 |
164.19 |
|
0.618 |
164.03 |
|
HIGH |
163.78 |
|
0.618 |
163.62 |
|
0.500 |
163.58 |
|
0.382 |
163.53 |
|
LOW |
163.37 |
|
0.618 |
163.12 |
|
1.000 |
162.96 |
|
1.618 |
162.71 |
|
2.618 |
162.30 |
|
4.250 |
161.63 |
|
|
| Fisher Pivots for day following 11-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
163.62 |
163.59 |
| PP |
163.60 |
163.53 |
| S1 |
163.58 |
163.48 |
|