Euro Bund Future December 2018
Trading Metrics calculated at close of trading on 17-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2018 |
17-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
158.49 |
158.73 |
0.24 |
0.2% |
157.56 |
High |
158.81 |
159.24 |
0.43 |
0.3% |
158.74 |
Low |
158.34 |
158.72 |
0.38 |
0.2% |
157.45 |
Close |
158.72 |
159.16 |
0.44 |
0.3% |
158.53 |
Range |
0.47 |
0.52 |
0.05 |
10.6% |
1.29 |
ATR |
0.69 |
0.68 |
-0.01 |
-1.8% |
0.00 |
Volume |
681,734 |
832,964 |
151,230 |
22.2% |
3,580,529 |
|
Daily Pivots for day following 17-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.60 |
160.40 |
159.45 |
|
R3 |
160.08 |
159.88 |
159.30 |
|
R2 |
159.56 |
159.56 |
159.26 |
|
R1 |
159.36 |
159.36 |
159.21 |
159.46 |
PP |
159.04 |
159.04 |
159.04 |
159.09 |
S1 |
158.84 |
158.84 |
159.11 |
158.94 |
S2 |
158.52 |
158.52 |
159.06 |
|
S3 |
158.00 |
158.32 |
159.02 |
|
S4 |
157.48 |
157.80 |
158.87 |
|
|
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 |
159.24 |
157.95 |
1.29 |
0.8% |
0.56 |
0.3% |
94% |
True |
False |
621,330 |
10 |
159.24 |
157.33 |
1.91 |
1.2% |
0.63 |
0.4% |
96% |
True |
False |
711,377 |
20 |
159.78 |
157.33 |
2.45 |
1.5% |
0.68 |
0.4% |
75% |
False |
False |
756,169 |
40 |
160.91 |
157.33 |
3.58 |
2.2% |
0.61 |
0.4% |
51% |
False |
False |
640,842 |
60 |
161.33 |
157.33 |
4.00 |
2.5% |
0.55 |
0.3% |
46% |
False |
False |
429,451 |
80 |
161.33 |
157.33 |
4.00 |
2.5% |
0.52 |
0.3% |
46% |
False |
False |
322,140 |
100 |
161.33 |
156.90 |
4.43 |
2.8% |
0.49 |
0.3% |
51% |
False |
False |
257,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.45 |
2.618 |
160.60 |
1.618 |
160.08 |
1.000 |
159.76 |
0.618 |
159.56 |
HIGH |
159.24 |
0.618 |
159.04 |
0.500 |
158.98 |
0.382 |
158.92 |
LOW |
158.72 |
0.618 |
158.40 |
1.000 |
158.20 |
1.618 |
157.88 |
2.618 |
157.36 |
4.250 |
156.51 |
|
|
Fisher Pivots for day following 17-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
159.10 |
159.04 |
PP |
159.04 |
158.91 |
S1 |
158.98 |
158.79 |
|