Euro Bund Future March 2018
| Trading Metrics calculated at close of trading on 21-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2017 |
21-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
162.36 |
161.78 |
-0.58 |
-0.4% |
163.47 |
| High |
162.48 |
161.83 |
-0.65 |
-0.4% |
163.78 |
| Low |
161.58 |
161.50 |
-0.08 |
0.0% |
162.90 |
| Close |
161.74 |
161.71 |
-0.03 |
0.0% |
163.47 |
| Range |
0.90 |
0.33 |
-0.57 |
-63.3% |
0.88 |
| ATR |
0.60 |
0.58 |
-0.02 |
-3.2% |
0.00 |
| Volume |
395,268 |
202,340 |
-192,928 |
-48.8% |
2,491,136 |
|
| Daily Pivots for day following 21-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162.67 |
162.52 |
161.89 |
|
| R3 |
162.34 |
162.19 |
161.80 |
|
| R2 |
162.01 |
162.01 |
161.77 |
|
| R1 |
161.86 |
161.86 |
161.74 |
161.77 |
| PP |
161.68 |
161.68 |
161.68 |
161.64 |
| S1 |
161.53 |
161.53 |
161.68 |
161.44 |
| S2 |
161.35 |
161.35 |
161.65 |
|
| S3 |
161.02 |
161.20 |
161.62 |
|
| S4 |
160.69 |
160.87 |
161.53 |
|
|
| 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 |
161.50 |
2.19 |
1.4% |
0.61 |
0.4% |
10% |
False |
True |
456,281 |
| 10 |
163.78 |
161.50 |
2.28 |
1.4% |
0.55 |
0.3% |
9% |
False |
True |
482,920 |
| 20 |
163.78 |
161.50 |
2.28 |
1.4% |
0.56 |
0.3% |
9% |
False |
True |
532,343 |
| 40 |
163.78 |
161.17 |
2.61 |
1.6% |
0.52 |
0.3% |
21% |
False |
False |
277,015 |
| 60 |
163.78 |
160.15 |
3.63 |
2.2% |
0.52 |
0.3% |
43% |
False |
False |
186,260 |
| 80 |
163.78 |
159.78 |
4.00 |
2.5% |
0.50 |
0.3% |
48% |
False |
False |
140,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163.23 |
|
2.618 |
162.69 |
|
1.618 |
162.36 |
|
1.000 |
162.16 |
|
0.618 |
162.03 |
|
HIGH |
161.83 |
|
0.618 |
161.70 |
|
0.500 |
161.67 |
|
0.382 |
161.63 |
|
LOW |
161.50 |
|
0.618 |
161.30 |
|
1.000 |
161.17 |
|
1.618 |
160.97 |
|
2.618 |
160.64 |
|
4.250 |
160.10 |
|
|
| Fisher Pivots for day following 21-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
161.70 |
162.44 |
| PP |
161.68 |
162.19 |
| S1 |
161.67 |
161.95 |
|