Euro Bund Future December 2018
Trading Metrics calculated at close of trading on 12-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2018 |
12-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
158.33 |
158.16 |
-0.17 |
-0.1% |
157.56 |
High |
158.71 |
158.74 |
0.03 |
0.0% |
158.74 |
Low |
158.12 |
157.95 |
-0.17 |
-0.1% |
157.45 |
Close |
158.35 |
158.53 |
0.18 |
0.1% |
158.53 |
Range |
0.59 |
0.79 |
0.20 |
33.9% |
1.29 |
ATR |
0.73 |
0.73 |
0.00 |
0.6% |
0.00 |
Volume |
584,152 |
428,866 |
-155,286 |
-26.6% |
3,580,529 |
|
Daily Pivots for day following 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.78 |
160.44 |
158.96 |
|
R3 |
159.99 |
159.65 |
158.75 |
|
R2 |
159.20 |
159.20 |
158.67 |
|
R1 |
158.86 |
158.86 |
158.60 |
159.03 |
PP |
158.41 |
158.41 |
158.41 |
158.49 |
S1 |
158.07 |
158.07 |
158.46 |
158.24 |
S2 |
157.62 |
157.62 |
158.39 |
|
S3 |
156.83 |
157.28 |
158.31 |
|
S4 |
156.04 |
156.49 |
158.10 |
|
|
Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.11 |
161.61 |
159.24 |
|
R3 |
160.82 |
160.32 |
158.88 |
|
R2 |
159.53 |
159.53 |
158.77 |
|
R1 |
159.03 |
159.03 |
158.65 |
159.28 |
PP |
158.24 |
158.24 |
158.24 |
158.37 |
S1 |
157.74 |
157.74 |
158.41 |
157.99 |
S2 |
156.95 |
156.95 |
158.29 |
|
S3 |
155.66 |
156.45 |
158.18 |
|
S4 |
154.37 |
155.16 |
157.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
158.74 |
157.45 |
1.29 |
0.8% |
0.68 |
0.4% |
84% |
True |
False |
716,105 |
10 |
159.78 |
157.33 |
2.45 |
1.5% |
0.76 |
0.5% |
49% |
False |
False |
780,080 |
20 |
159.78 |
157.33 |
2.45 |
1.5% |
0.68 |
0.4% |
49% |
False |
False |
755,934 |
40 |
161.33 |
157.33 |
4.00 |
2.5% |
0.60 |
0.4% |
30% |
False |
False |
590,227 |
60 |
161.33 |
157.33 |
4.00 |
2.5% |
0.56 |
0.4% |
30% |
False |
False |
394,565 |
80 |
161.33 |
157.33 |
4.00 |
2.5% |
0.51 |
0.3% |
30% |
False |
False |
295,972 |
100 |
161.33 |
156.90 |
4.43 |
2.8% |
0.48 |
0.3% |
37% |
False |
False |
236,780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.10 |
2.618 |
160.81 |
1.618 |
160.02 |
1.000 |
159.53 |
0.618 |
159.23 |
HIGH |
158.74 |
0.618 |
158.44 |
0.500 |
158.35 |
0.382 |
158.25 |
LOW |
157.95 |
0.618 |
157.46 |
1.000 |
157.16 |
1.618 |
156.67 |
2.618 |
155.88 |
4.250 |
154.59 |
|
|
Fisher Pivots for day following 12-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
158.47 |
158.39 |
PP |
158.41 |
158.24 |
S1 |
158.35 |
158.10 |
|