Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 12-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2017 |
12-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
163.47 |
163.58 |
0.11 |
0.1% |
163.04 |
High |
163.78 |
163.64 |
-0.14 |
-0.1% |
163.67 |
Low |
163.37 |
163.18 |
-0.19 |
-0.1% |
162.79 |
Close |
163.64 |
163.27 |
-0.37 |
-0.2% |
163.48 |
Range |
0.41 |
0.46 |
0.05 |
12.2% |
0.88 |
ATR |
0.55 |
0.55 |
-0.01 |
-1.2% |
0.00 |
Volume |
473,178 |
591,064 |
117,886 |
24.9% |
4,006,877 |
|
Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.74 |
164.47 |
163.52 |
|
R3 |
164.28 |
164.01 |
163.40 |
|
R2 |
163.82 |
163.82 |
163.35 |
|
R1 |
163.55 |
163.55 |
163.31 |
163.46 |
PP |
163.36 |
163.36 |
163.36 |
163.32 |
S1 |
163.09 |
163.09 |
163.23 |
163.00 |
S2 |
162.90 |
162.90 |
163.19 |
|
S3 |
162.44 |
162.63 |
163.14 |
|
S4 |
161.98 |
162.17 |
163.02 |
|
|
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 |
163.17 |
0.61 |
0.4% |
0.43 |
0.3% |
16% |
False |
False |
527,231 |
10 |
163.78 |
161.92 |
1.86 |
1.1% |
0.58 |
0.4% |
73% |
False |
False |
694,516 |
20 |
163.78 |
161.92 |
1.86 |
1.1% |
0.50 |
0.3% |
73% |
False |
False |
376,636 |
40 |
163.78 |
160.26 |
3.52 |
2.2% |
0.52 |
0.3% |
86% |
False |
False |
195,739 |
60 |
163.78 |
159.78 |
4.00 |
2.4% |
0.51 |
0.3% |
87% |
False |
False |
131,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.60 |
2.618 |
164.84 |
1.618 |
164.38 |
1.000 |
164.10 |
0.618 |
163.92 |
HIGH |
163.64 |
0.618 |
163.46 |
0.500 |
163.41 |
0.382 |
163.36 |
LOW |
163.18 |
0.618 |
162.90 |
1.000 |
162.72 |
1.618 |
162.44 |
2.618 |
161.98 |
4.250 |
161.23 |
|
|
Fisher Pivots for day following 12-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
163.41 |
163.48 |
PP |
163.36 |
163.41 |
S1 |
163.32 |
163.34 |
|