Euro Bund Future December 2018
Trading Metrics calculated at close of trading on 18-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2018 |
18-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
158.73 |
158.89 |
0.16 |
0.1% |
157.56 |
High |
159.24 |
159.94 |
0.70 |
0.4% |
158.74 |
Low |
158.72 |
158.82 |
0.10 |
0.1% |
157.45 |
Close |
159.16 |
159.52 |
0.36 |
0.2% |
158.53 |
Range |
0.52 |
1.12 |
0.60 |
115.4% |
1.29 |
ATR |
0.68 |
0.71 |
0.03 |
4.6% |
0.00 |
Volume |
832,964 |
1,044,791 |
211,827 |
25.4% |
3,580,529 |
|
Daily Pivots for day following 18-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.79 |
162.27 |
160.14 |
|
R3 |
161.67 |
161.15 |
159.83 |
|
R2 |
160.55 |
160.55 |
159.73 |
|
R1 |
160.03 |
160.03 |
159.62 |
160.29 |
PP |
159.43 |
159.43 |
159.43 |
159.56 |
S1 |
158.91 |
158.91 |
159.42 |
159.17 |
S2 |
158.31 |
158.31 |
159.31 |
|
S3 |
157.19 |
157.79 |
159.21 |
|
S4 |
156.07 |
156.67 |
158.90 |
|
|
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 |
159.94 |
157.95 |
1.99 |
1.2% |
0.66 |
0.4% |
79% |
True |
False |
713,458 |
10 |
159.94 |
157.33 |
2.61 |
1.6% |
0.67 |
0.4% |
84% |
True |
False |
731,021 |
20 |
159.94 |
157.33 |
2.61 |
1.6% |
0.71 |
0.4% |
84% |
True |
False |
781,899 |
40 |
160.82 |
157.33 |
3.49 |
2.2% |
0.62 |
0.4% |
63% |
False |
False |
666,638 |
60 |
161.33 |
157.33 |
4.00 |
2.5% |
0.57 |
0.4% |
55% |
False |
False |
446,852 |
80 |
161.33 |
157.33 |
4.00 |
2.5% |
0.53 |
0.3% |
55% |
False |
False |
335,198 |
100 |
161.33 |
156.90 |
4.43 |
2.8% |
0.50 |
0.3% |
59% |
False |
False |
268,164 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.70 |
2.618 |
162.87 |
1.618 |
161.75 |
1.000 |
161.06 |
0.618 |
160.63 |
HIGH |
159.94 |
0.618 |
159.51 |
0.500 |
159.38 |
0.382 |
159.25 |
LOW |
158.82 |
0.618 |
158.13 |
1.000 |
157.70 |
1.618 |
157.01 |
2.618 |
155.89 |
4.250 |
154.06 |
|
|
Fisher Pivots for day following 18-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
159.47 |
159.39 |
PP |
159.43 |
159.27 |
S1 |
159.38 |
159.14 |
|