Euro Bund Future December 2018
Trading Metrics calculated at close of trading on 11-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2018 |
11-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
158.10 |
158.33 |
0.23 |
0.1% |
158.74 |
High |
158.16 |
158.71 |
0.55 |
0.3% |
159.78 |
Low |
157.45 |
158.12 |
0.67 |
0.4% |
157.33 |
Close |
157.88 |
158.35 |
0.47 |
0.3% |
157.61 |
Range |
0.71 |
0.59 |
-0.12 |
-16.9% |
2.45 |
ATR |
0.72 |
0.73 |
0.01 |
1.1% |
0.00 |
Volume |
927,373 |
584,152 |
-343,221 |
-37.0% |
4,220,278 |
|
Daily Pivots for day following 11-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.16 |
159.85 |
158.67 |
|
R3 |
159.57 |
159.26 |
158.51 |
|
R2 |
158.98 |
158.98 |
158.46 |
|
R1 |
158.67 |
158.67 |
158.40 |
158.83 |
PP |
158.39 |
158.39 |
158.39 |
158.47 |
S1 |
158.08 |
158.08 |
158.30 |
158.24 |
S2 |
157.80 |
157.80 |
158.24 |
|
S3 |
157.21 |
157.49 |
158.19 |
|
S4 |
156.62 |
156.90 |
158.03 |
|
|
Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.59 |
164.05 |
158.96 |
|
R3 |
163.14 |
161.60 |
158.28 |
|
R2 |
160.69 |
160.69 |
158.06 |
|
R1 |
159.15 |
159.15 |
157.83 |
158.70 |
PP |
158.24 |
158.24 |
158.24 |
158.01 |
S1 |
156.70 |
156.70 |
157.39 |
156.25 |
S2 |
155.79 |
155.79 |
157.16 |
|
S3 |
153.34 |
154.25 |
156.94 |
|
S4 |
150.89 |
151.80 |
156.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
158.71 |
157.33 |
1.38 |
0.9% |
0.68 |
0.4% |
74% |
True |
False |
748,585 |
10 |
159.78 |
157.33 |
2.45 |
1.5% |
0.76 |
0.5% |
42% |
False |
False |
810,800 |
20 |
159.78 |
157.33 |
2.45 |
1.5% |
0.67 |
0.4% |
42% |
False |
False |
758,979 |
40 |
161.33 |
157.33 |
4.00 |
2.5% |
0.59 |
0.4% |
26% |
False |
False |
579,589 |
60 |
161.33 |
157.33 |
4.00 |
2.5% |
0.55 |
0.3% |
26% |
False |
False |
387,419 |
80 |
161.33 |
157.33 |
4.00 |
2.5% |
0.51 |
0.3% |
26% |
False |
False |
290,611 |
100 |
161.33 |
156.90 |
4.43 |
2.8% |
0.47 |
0.3% |
33% |
False |
False |
232,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.22 |
2.618 |
160.25 |
1.618 |
159.66 |
1.000 |
159.30 |
0.618 |
159.07 |
HIGH |
158.71 |
0.618 |
158.48 |
0.500 |
158.42 |
0.382 |
158.35 |
LOW |
158.12 |
0.618 |
157.76 |
1.000 |
157.53 |
1.618 |
157.17 |
2.618 |
156.58 |
4.250 |
155.61 |
|
|
Fisher Pivots for day following 11-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
158.42 |
158.26 |
PP |
158.39 |
158.17 |
S1 |
158.37 |
158.08 |
|