Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 19-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2017 |
19-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
163.46 |
163.30 |
-0.16 |
-0.1% |
163.47 |
High |
163.57 |
163.37 |
-0.20 |
-0.1% |
163.78 |
Low |
163.27 |
162.15 |
-1.12 |
-0.7% |
162.90 |
Close |
163.40 |
162.38 |
-1.02 |
-0.6% |
163.47 |
Range |
0.30 |
1.22 |
0.92 |
306.7% |
0.88 |
ATR |
0.53 |
0.58 |
0.05 |
9.7% |
0.00 |
Volume |
617,133 |
680,826 |
63,693 |
10.3% |
2,491,136 |
|
Daily Pivots for day following 19-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.29 |
165.56 |
163.05 |
|
R3 |
165.07 |
164.34 |
162.72 |
|
R2 |
163.85 |
163.85 |
162.60 |
|
R1 |
163.12 |
163.12 |
162.49 |
162.88 |
PP |
162.63 |
162.63 |
162.63 |
162.51 |
S1 |
161.90 |
161.90 |
162.27 |
161.66 |
S2 |
161.41 |
161.41 |
162.16 |
|
S3 |
160.19 |
160.68 |
162.04 |
|
S4 |
158.97 |
159.46 |
161.71 |
|
|
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 |
162.15 |
1.54 |
0.9% |
0.61 |
0.4% |
15% |
False |
True |
544,970 |
10 |
163.78 |
162.15 |
1.63 |
1.0% |
0.52 |
0.3% |
14% |
False |
True |
536,100 |
20 |
163.78 |
161.92 |
1.86 |
1.1% |
0.54 |
0.3% |
25% |
False |
False |
505,189 |
40 |
163.78 |
160.26 |
3.52 |
2.2% |
0.53 |
0.3% |
60% |
False |
False |
262,489 |
60 |
163.78 |
159.78 |
4.00 |
2.5% |
0.52 |
0.3% |
65% |
False |
False |
176,530 |
80 |
163.78 |
159.78 |
4.00 |
2.5% |
0.49 |
0.3% |
65% |
False |
False |
132,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.56 |
2.618 |
166.56 |
1.618 |
165.34 |
1.000 |
164.59 |
0.618 |
164.12 |
HIGH |
163.37 |
0.618 |
162.90 |
0.500 |
162.76 |
0.382 |
162.62 |
LOW |
162.15 |
0.618 |
161.40 |
1.000 |
160.93 |
1.618 |
160.18 |
2.618 |
158.96 |
4.250 |
156.97 |
|
|
Fisher Pivots for day following 19-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
162.76 |
162.92 |
PP |
162.63 |
162.74 |
S1 |
162.51 |
162.56 |
|