Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 28-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2017 |
28-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
161.63 |
162.27 |
0.64 |
0.4% |
163.46 |
High |
162.37 |
162.28 |
-0.09 |
-0.1% |
163.57 |
Low |
161.63 |
161.67 |
0.04 |
0.0% |
161.50 |
Close |
162.29 |
161.79 |
-0.50 |
-0.3% |
161.77 |
Range |
0.74 |
0.61 |
-0.13 |
-17.6% |
2.07 |
ATR |
0.58 |
0.58 |
0.00 |
0.6% |
0.00 |
Volume |
267,094 |
250,042 |
-17,052 |
-6.4% |
2,144,225 |
|
Daily Pivots for day following 28-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.74 |
163.38 |
162.13 |
|
R3 |
163.13 |
162.77 |
161.96 |
|
R2 |
162.52 |
162.52 |
161.90 |
|
R1 |
162.16 |
162.16 |
161.85 |
162.04 |
PP |
161.91 |
161.91 |
161.91 |
161.85 |
S1 |
161.55 |
161.55 |
161.73 |
161.43 |
S2 |
161.30 |
161.30 |
161.68 |
|
S3 |
160.69 |
160.94 |
161.62 |
|
S4 |
160.08 |
160.33 |
161.45 |
|
|
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 |
162.48 |
161.50 |
0.98 |
0.6% |
0.57 |
0.4% |
30% |
False |
False |
272,680 |
10 |
163.69 |
161.50 |
2.19 |
1.4% |
0.59 |
0.4% |
13% |
False |
False |
408,825 |
20 |
163.78 |
161.50 |
2.28 |
1.4% |
0.58 |
0.4% |
13% |
False |
False |
551,670 |
40 |
163.78 |
161.49 |
2.29 |
1.4% |
0.52 |
0.3% |
13% |
False |
False |
295,610 |
60 |
163.78 |
160.24 |
3.54 |
2.2% |
0.52 |
0.3% |
44% |
False |
False |
198,942 |
80 |
163.78 |
159.78 |
4.00 |
2.5% |
0.51 |
0.3% |
50% |
False |
False |
149,605 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.87 |
2.618 |
163.88 |
1.618 |
163.27 |
1.000 |
162.89 |
0.618 |
162.66 |
HIGH |
162.28 |
0.618 |
162.05 |
0.500 |
161.98 |
0.382 |
161.90 |
LOW |
161.67 |
0.618 |
161.29 |
1.000 |
161.06 |
1.618 |
160.68 |
2.618 |
160.07 |
4.250 |
159.08 |
|
|
Fisher Pivots for day following 28-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
161.98 |
161.98 |
PP |
161.91 |
161.91 |
S1 |
161.85 |
161.85 |
|