Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 14-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2017 |
14-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
163.37 |
163.31 |
-0.06 |
0.0% |
163.04 |
High |
163.48 |
163.52 |
0.04 |
0.0% |
163.67 |
Low |
162.91 |
162.90 |
-0.01 |
0.0% |
162.79 |
Close |
163.27 |
163.23 |
-0.04 |
0.0% |
163.48 |
Range |
0.57 |
0.62 |
0.05 |
8.8% |
0.88 |
ATR |
0.55 |
0.55 |
0.01 |
0.9% |
0.00 |
Volume |
591,064 |
449,991 |
-141,073 |
-23.9% |
4,006,877 |
|
Daily Pivots for day following 14-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.08 |
164.77 |
163.57 |
|
R3 |
164.46 |
164.15 |
163.40 |
|
R2 |
163.84 |
163.84 |
163.34 |
|
R1 |
163.53 |
163.53 |
163.29 |
163.38 |
PP |
163.22 |
163.22 |
163.22 |
163.14 |
S1 |
162.91 |
162.91 |
163.17 |
162.76 |
S2 |
162.60 |
162.60 |
163.12 |
|
S3 |
161.98 |
162.29 |
163.06 |
|
S4 |
161.36 |
161.67 |
162.89 |
|
|
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 |
162.90 |
0.88 |
0.5% |
0.49 |
0.3% |
38% |
False |
True |
509,560 |
10 |
163.78 |
162.28 |
1.50 |
0.9% |
0.56 |
0.3% |
63% |
False |
False |
724,581 |
20 |
163.78 |
161.92 |
1.86 |
1.1% |
0.51 |
0.3% |
70% |
False |
False |
427,565 |
40 |
163.78 |
160.26 |
3.52 |
2.2% |
0.52 |
0.3% |
84% |
False |
False |
221,448 |
60 |
163.78 |
159.78 |
4.00 |
2.5% |
0.51 |
0.3% |
86% |
False |
False |
148,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.16 |
2.618 |
165.14 |
1.618 |
164.52 |
1.000 |
164.14 |
0.618 |
163.90 |
HIGH |
163.52 |
0.618 |
163.28 |
0.500 |
163.21 |
0.382 |
163.14 |
LOW |
162.90 |
0.618 |
162.52 |
1.000 |
162.28 |
1.618 |
161.90 |
2.618 |
161.28 |
4.250 |
160.27 |
|
|
Fisher Pivots for day following 14-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
163.22 |
163.27 |
PP |
163.22 |
163.26 |
S1 |
163.21 |
163.24 |
|