Euro Bund Future March 2018
| Trading Metrics calculated at close of trading on 20-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2017 |
20-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
163.30 |
162.36 |
-0.94 |
-0.6% |
163.47 |
| High |
163.37 |
162.48 |
-0.89 |
-0.5% |
163.78 |
| Low |
162.15 |
161.58 |
-0.57 |
-0.4% |
162.90 |
| Close |
162.38 |
161.74 |
-0.64 |
-0.4% |
163.47 |
| Range |
1.22 |
0.90 |
-0.32 |
-26.2% |
0.88 |
| ATR |
0.58 |
0.60 |
0.02 |
3.9% |
0.00 |
| Volume |
680,826 |
395,268 |
-285,558 |
-41.9% |
2,491,136 |
|
| Daily Pivots for day following 20-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.63 |
164.09 |
162.24 |
|
| R3 |
163.73 |
163.19 |
161.99 |
|
| R2 |
162.83 |
162.83 |
161.91 |
|
| R1 |
162.29 |
162.29 |
161.82 |
162.11 |
| PP |
161.93 |
161.93 |
161.93 |
161.85 |
| S1 |
161.39 |
161.39 |
161.66 |
161.21 |
| S2 |
161.03 |
161.03 |
161.58 |
|
| S3 |
160.13 |
160.49 |
161.49 |
|
| S4 |
159.23 |
159.59 |
161.25 |
|
|
| 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 |
161.58 |
2.11 |
1.3% |
0.67 |
0.4% |
8% |
False |
True |
505,811 |
| 10 |
163.78 |
161.58 |
2.20 |
1.4% |
0.56 |
0.3% |
7% |
False |
True |
515,188 |
| 20 |
163.78 |
161.58 |
2.20 |
1.4% |
0.55 |
0.3% |
7% |
False |
True |
524,327 |
| 40 |
163.78 |
160.51 |
3.27 |
2.0% |
0.54 |
0.3% |
38% |
False |
False |
272,107 |
| 60 |
163.78 |
159.78 |
4.00 |
2.5% |
0.52 |
0.3% |
49% |
False |
False |
183,002 |
| 80 |
163.78 |
159.78 |
4.00 |
2.5% |
0.50 |
0.3% |
49% |
False |
False |
137,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.31 |
|
2.618 |
164.84 |
|
1.618 |
163.94 |
|
1.000 |
163.38 |
|
0.618 |
163.04 |
|
HIGH |
162.48 |
|
0.618 |
162.14 |
|
0.500 |
162.03 |
|
0.382 |
161.92 |
|
LOW |
161.58 |
|
0.618 |
161.02 |
|
1.000 |
160.68 |
|
1.618 |
160.12 |
|
2.618 |
159.22 |
|
4.250 |
157.76 |
|
|
| Fisher Pivots for day following 20-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
162.03 |
162.58 |
| PP |
161.93 |
162.30 |
| S1 |
161.84 |
162.02 |
|