Euro Bund Future March 2018
| Trading Metrics calculated at close of trading on 18-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2017 |
18-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
163.48 |
163.46 |
-0.02 |
0.0% |
163.47 |
| High |
163.69 |
163.57 |
-0.12 |
-0.1% |
163.78 |
| Low |
163.37 |
163.27 |
-0.10 |
-0.1% |
162.90 |
| Close |
163.47 |
163.40 |
-0.07 |
0.0% |
163.47 |
| Range |
0.32 |
0.30 |
-0.02 |
-6.3% |
0.88 |
| ATR |
0.55 |
0.53 |
-0.02 |
-3.2% |
0.00 |
| Volume |
385,839 |
617,133 |
231,294 |
59.9% |
2,491,136 |
|
| Daily Pivots for day following 18-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.31 |
164.16 |
163.57 |
|
| R3 |
164.01 |
163.86 |
163.48 |
|
| R2 |
163.71 |
163.71 |
163.46 |
|
| R1 |
163.56 |
163.56 |
163.43 |
163.49 |
| PP |
163.41 |
163.41 |
163.41 |
163.38 |
| S1 |
163.26 |
163.26 |
163.37 |
163.19 |
| S2 |
163.11 |
163.11 |
163.35 |
|
| S3 |
162.81 |
162.96 |
163.32 |
|
| S4 |
162.51 |
162.66 |
163.24 |
|
|
| 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 |
163.69 |
162.90 |
0.79 |
0.5% |
0.45 |
0.3% |
63% |
False |
False |
527,018 |
| 10 |
163.78 |
162.79 |
0.99 |
0.6% |
0.45 |
0.3% |
62% |
False |
False |
570,538 |
| 20 |
163.78 |
161.92 |
1.86 |
1.1% |
0.50 |
0.3% |
80% |
False |
False |
473,544 |
| 40 |
163.78 |
160.26 |
3.52 |
2.2% |
0.51 |
0.3% |
89% |
False |
False |
245,646 |
| 60 |
163.78 |
159.78 |
4.00 |
2.4% |
0.51 |
0.3% |
91% |
False |
False |
165,308 |
| 80 |
163.78 |
159.78 |
4.00 |
2.4% |
0.48 |
0.3% |
91% |
False |
False |
124,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164.85 |
|
2.618 |
164.36 |
|
1.618 |
164.06 |
|
1.000 |
163.87 |
|
0.618 |
163.76 |
|
HIGH |
163.57 |
|
0.618 |
163.46 |
|
0.500 |
163.42 |
|
0.382 |
163.38 |
|
LOW |
163.27 |
|
0.618 |
163.08 |
|
1.000 |
162.97 |
|
1.618 |
162.78 |
|
2.618 |
162.48 |
|
4.250 |
162.00 |
|
|
| Fisher Pivots for day following 18-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
163.42 |
163.37 |
| PP |
163.41 |
163.33 |
| S1 |
163.41 |
163.30 |
|