Euro Bund Future March 2018
| Trading Metrics calculated at close of trading on 15-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2017 |
15-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
163.31 |
163.48 |
0.17 |
0.1% |
163.47 |
| High |
163.52 |
163.69 |
0.17 |
0.1% |
163.78 |
| Low |
162.90 |
163.37 |
0.47 |
0.3% |
162.90 |
| Close |
163.23 |
163.47 |
0.24 |
0.1% |
163.47 |
| Range |
0.62 |
0.32 |
-0.30 |
-48.4% |
0.88 |
| ATR |
0.55 |
0.55 |
-0.01 |
-1.2% |
0.00 |
| Volume |
449,991 |
385,839 |
-64,152 |
-14.3% |
2,491,136 |
|
| Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.47 |
164.29 |
163.65 |
|
| R3 |
164.15 |
163.97 |
163.56 |
|
| R2 |
163.83 |
163.83 |
163.53 |
|
| R1 |
163.65 |
163.65 |
163.50 |
163.58 |
| PP |
163.51 |
163.51 |
163.51 |
163.48 |
| S1 |
163.33 |
163.33 |
163.44 |
163.26 |
| S2 |
163.19 |
163.19 |
163.41 |
|
| S3 |
162.87 |
163.01 |
163.38 |
|
| S4 |
162.55 |
162.69 |
163.29 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.02 |
165.63 |
163.95 |
|
| R3 |
165.14 |
164.75 |
163.71 |
|
| R2 |
164.26 |
164.26 |
163.63 |
|
| R1 |
163.87 |
163.87 |
163.55 |
163.91 |
| PP |
163.38 |
163.38 |
163.38 |
163.41 |
| S1 |
162.99 |
162.99 |
163.39 |
163.03 |
| S2 |
162.50 |
162.50 |
163.31 |
|
| S3 |
161.62 |
162.11 |
163.23 |
|
| S4 |
160.74 |
161.23 |
162.99 |
|
|
| 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% |
0.48 |
0.3% |
65% |
False |
False |
498,227 |
| 10 |
163.78 |
162.79 |
0.99 |
0.6% |
0.45 |
0.3% |
69% |
False |
False |
649,801 |
| 20 |
163.78 |
161.92 |
1.86 |
1.1% |
0.50 |
0.3% |
83% |
False |
False |
445,762 |
| 40 |
163.78 |
160.26 |
3.52 |
2.2% |
0.51 |
0.3% |
91% |
False |
False |
230,454 |
| 60 |
163.78 |
159.78 |
4.00 |
2.4% |
0.51 |
0.3% |
92% |
False |
False |
155,029 |
| 80 |
163.78 |
159.78 |
4.00 |
2.4% |
0.47 |
0.3% |
92% |
False |
False |
116,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.05 |
|
2.618 |
164.53 |
|
1.618 |
164.21 |
|
1.000 |
164.01 |
|
0.618 |
163.89 |
|
HIGH |
163.69 |
|
0.618 |
163.57 |
|
0.500 |
163.53 |
|
0.382 |
163.49 |
|
LOW |
163.37 |
|
0.618 |
163.17 |
|
1.000 |
163.05 |
|
1.618 |
162.85 |
|
2.618 |
162.53 |
|
4.250 |
162.01 |
|
|
| Fisher Pivots for day following 15-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
163.53 |
163.41 |
| PP |
163.51 |
163.35 |
| S1 |
163.49 |
163.30 |
|