Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 29-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2017 |
29-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
162.27 |
161.76 |
-0.51 |
-0.3% |
161.63 |
High |
162.28 |
161.86 |
-0.42 |
-0.3% |
162.37 |
Low |
161.67 |
161.46 |
-0.21 |
-0.1% |
161.46 |
Close |
161.79 |
161.68 |
-0.11 |
-0.1% |
161.68 |
Range |
0.61 |
0.40 |
-0.21 |
-34.4% |
0.91 |
ATR |
0.58 |
0.57 |
-0.01 |
-2.2% |
0.00 |
Volume |
250,042 |
485,599 |
235,557 |
94.2% |
1,002,735 |
|
Daily Pivots for day following 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.87 |
162.67 |
161.90 |
|
R3 |
162.47 |
162.27 |
161.79 |
|
R2 |
162.07 |
162.07 |
161.75 |
|
R1 |
161.87 |
161.87 |
161.72 |
161.77 |
PP |
161.67 |
161.67 |
161.67 |
161.62 |
S1 |
161.47 |
161.47 |
161.64 |
161.37 |
S2 |
161.27 |
161.27 |
161.61 |
|
S3 |
160.87 |
161.07 |
161.57 |
|
S4 |
160.47 |
160.67 |
161.46 |
|
|
Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.57 |
164.03 |
162.18 |
|
R3 |
163.66 |
163.12 |
161.93 |
|
R2 |
162.75 |
162.75 |
161.85 |
|
R1 |
162.21 |
162.21 |
161.76 |
162.48 |
PP |
161.84 |
161.84 |
161.84 |
161.97 |
S1 |
161.30 |
161.30 |
161.60 |
161.57 |
S2 |
160.93 |
160.93 |
161.51 |
|
S3 |
160.02 |
160.39 |
161.43 |
|
S4 |
159.11 |
159.48 |
161.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.37 |
161.46 |
0.91 |
0.6% |
0.47 |
0.3% |
24% |
False |
True |
290,746 |
10 |
163.69 |
161.46 |
2.23 |
1.4% |
0.57 |
0.4% |
10% |
False |
True |
398,279 |
20 |
163.78 |
161.46 |
2.32 |
1.4% |
0.57 |
0.4% |
9% |
False |
True |
564,791 |
40 |
163.78 |
161.46 |
2.32 |
1.4% |
0.52 |
0.3% |
9% |
False |
True |
307,529 |
60 |
163.78 |
160.24 |
3.54 |
2.2% |
0.52 |
0.3% |
41% |
False |
False |
207,011 |
80 |
163.78 |
159.78 |
4.00 |
2.5% |
0.51 |
0.3% |
48% |
False |
False |
155,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.56 |
2.618 |
162.91 |
1.618 |
162.51 |
1.000 |
162.26 |
0.618 |
162.11 |
HIGH |
161.86 |
0.618 |
161.71 |
0.500 |
161.66 |
0.382 |
161.61 |
LOW |
161.46 |
0.618 |
161.21 |
1.000 |
161.06 |
1.618 |
160.81 |
2.618 |
160.41 |
4.250 |
159.76 |
|
|
Fisher Pivots for day following 29-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
161.67 |
161.92 |
PP |
161.67 |
161.84 |
S1 |
161.66 |
161.76 |
|