Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 22-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2017 |
22-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
161.78 |
161.63 |
-0.15 |
-0.1% |
163.46 |
High |
161.83 |
161.86 |
0.03 |
0.0% |
163.57 |
Low |
161.50 |
161.58 |
0.08 |
0.0% |
161.50 |
Close |
161.71 |
161.77 |
0.06 |
0.0% |
161.77 |
Range |
0.33 |
0.28 |
-0.05 |
-15.2% |
2.07 |
ATR |
0.58 |
0.56 |
-0.02 |
-3.7% |
0.00 |
Volume |
202,340 |
248,658 |
46,318 |
22.9% |
2,144,225 |
|
Daily Pivots for day following 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.58 |
162.45 |
161.92 |
|
R3 |
162.30 |
162.17 |
161.85 |
|
R2 |
162.02 |
162.02 |
161.82 |
|
R1 |
161.89 |
161.89 |
161.80 |
161.96 |
PP |
161.74 |
161.74 |
161.74 |
161.77 |
S1 |
161.61 |
161.61 |
161.74 |
161.68 |
S2 |
161.46 |
161.46 |
161.72 |
|
S3 |
161.18 |
161.33 |
161.69 |
|
S4 |
160.90 |
161.05 |
161.62 |
|
|
Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.49 |
167.20 |
162.91 |
|
R3 |
166.42 |
165.13 |
162.34 |
|
R2 |
164.35 |
164.35 |
162.15 |
|
R1 |
163.06 |
163.06 |
161.96 |
162.67 |
PP |
162.28 |
162.28 |
162.28 |
162.09 |
S1 |
160.99 |
160.99 |
161.58 |
160.60 |
S2 |
160.21 |
160.21 |
161.39 |
|
S3 |
158.14 |
158.92 |
161.20 |
|
S4 |
156.07 |
156.85 |
160.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.57 |
161.50 |
2.07 |
1.3% |
0.61 |
0.4% |
13% |
False |
False |
428,845 |
10 |
163.78 |
161.50 |
2.28 |
1.4% |
0.54 |
0.3% |
12% |
False |
False |
463,536 |
20 |
163.78 |
161.50 |
2.28 |
1.4% |
0.55 |
0.3% |
12% |
False |
False |
540,841 |
40 |
163.78 |
161.49 |
2.29 |
1.4% |
0.51 |
0.3% |
12% |
False |
False |
283,137 |
60 |
163.78 |
160.15 |
3.63 |
2.2% |
0.52 |
0.3% |
45% |
False |
False |
190,398 |
80 |
163.78 |
159.78 |
4.00 |
2.5% |
0.50 |
0.3% |
50% |
False |
False |
143,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.05 |
2.618 |
162.59 |
1.618 |
162.31 |
1.000 |
162.14 |
0.618 |
162.03 |
HIGH |
161.86 |
0.618 |
161.75 |
0.500 |
161.72 |
0.382 |
161.69 |
LOW |
161.58 |
0.618 |
161.41 |
1.000 |
161.30 |
1.618 |
161.13 |
2.618 |
160.85 |
4.250 |
160.39 |
|
|
Fisher Pivots for day following 22-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
161.75 |
161.99 |
PP |
161.74 |
161.92 |
S1 |
161.72 |
161.84 |
|