Euro Bund Future December 2018
Trading Metrics calculated at close of trading on 15-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2018 |
15-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
158.16 |
158.66 |
0.50 |
0.3% |
157.56 |
High |
158.74 |
158.87 |
0.13 |
0.1% |
158.74 |
Low |
157.95 |
158.46 |
0.51 |
0.3% |
157.45 |
Close |
158.53 |
158.59 |
0.06 |
0.0% |
158.53 |
Range |
0.79 |
0.41 |
-0.38 |
-48.1% |
1.29 |
ATR |
0.73 |
0.71 |
-0.02 |
-3.1% |
0.00 |
Volume |
428,866 |
578,937 |
150,071 |
35.0% |
3,580,529 |
|
Daily Pivots for day following 15-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.87 |
159.64 |
158.82 |
|
R3 |
159.46 |
159.23 |
158.70 |
|
R2 |
159.05 |
159.05 |
158.67 |
|
R1 |
158.82 |
158.82 |
158.63 |
158.73 |
PP |
158.64 |
158.64 |
158.64 |
158.60 |
S1 |
158.41 |
158.41 |
158.55 |
158.32 |
S2 |
158.23 |
158.23 |
158.51 |
|
S3 |
157.82 |
158.00 |
158.48 |
|
S4 |
157.41 |
157.59 |
158.36 |
|
|
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 |
158.87 |
157.45 |
1.42 |
0.9% |
0.61 |
0.4% |
80% |
True |
False |
655,794 |
10 |
159.78 |
157.33 |
2.45 |
1.5% |
0.74 |
0.5% |
51% |
False |
False |
747,853 |
20 |
159.78 |
157.33 |
2.45 |
1.5% |
0.68 |
0.4% |
51% |
False |
False |
752,370 |
40 |
161.20 |
157.33 |
3.87 |
2.4% |
0.60 |
0.4% |
33% |
False |
False |
604,289 |
60 |
161.33 |
157.33 |
4.00 |
2.5% |
0.55 |
0.3% |
32% |
False |
False |
404,214 |
80 |
161.33 |
157.33 |
4.00 |
2.5% |
0.51 |
0.3% |
32% |
False |
False |
303,207 |
100 |
161.33 |
156.90 |
4.43 |
2.8% |
0.48 |
0.3% |
38% |
False |
False |
242,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.61 |
2.618 |
159.94 |
1.618 |
159.53 |
1.000 |
159.28 |
0.618 |
159.12 |
HIGH |
158.87 |
0.618 |
158.71 |
0.500 |
158.67 |
0.382 |
158.62 |
LOW |
158.46 |
0.618 |
158.21 |
1.000 |
158.05 |
1.618 |
157.80 |
2.618 |
157.39 |
4.250 |
156.72 |
|
|
Fisher Pivots for day following 15-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
158.67 |
158.53 |
PP |
158.64 |
158.47 |
S1 |
158.62 |
158.41 |
|