Euro Bund Future December 2018
Trading Metrics calculated at close of trading on 19-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2018 |
19-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
158.89 |
159.78 |
0.89 |
0.6% |
158.66 |
High |
159.94 |
160.08 |
0.14 |
0.1% |
160.08 |
Low |
158.82 |
159.07 |
0.25 |
0.2% |
158.34 |
Close |
159.52 |
159.40 |
-0.12 |
-0.1% |
159.40 |
Range |
1.12 |
1.01 |
-0.11 |
-9.8% |
1.74 |
ATR |
0.71 |
0.73 |
0.02 |
3.0% |
0.00 |
Volume |
1,044,791 |
655,438 |
-389,353 |
-37.3% |
3,793,864 |
|
Daily Pivots for day following 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.55 |
161.98 |
159.96 |
|
R3 |
161.54 |
160.97 |
159.68 |
|
R2 |
160.53 |
160.53 |
159.59 |
|
R1 |
159.96 |
159.96 |
159.49 |
159.74 |
PP |
159.52 |
159.52 |
159.52 |
159.41 |
S1 |
158.95 |
158.95 |
159.31 |
158.73 |
S2 |
158.51 |
158.51 |
159.21 |
|
S3 |
157.50 |
157.94 |
159.12 |
|
S4 |
156.49 |
156.93 |
158.84 |
|
|
Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.49 |
163.69 |
160.36 |
|
R3 |
162.75 |
161.95 |
159.88 |
|
R2 |
161.01 |
161.01 |
159.72 |
|
R1 |
160.21 |
160.21 |
159.56 |
160.61 |
PP |
159.27 |
159.27 |
159.27 |
159.48 |
S1 |
158.47 |
158.47 |
159.24 |
158.87 |
S2 |
157.53 |
157.53 |
159.08 |
|
S3 |
155.79 |
156.73 |
158.92 |
|
S4 |
154.05 |
154.99 |
158.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
160.08 |
158.34 |
1.74 |
1.1% |
0.71 |
0.4% |
61% |
True |
False |
758,772 |
10 |
160.08 |
157.45 |
2.63 |
1.6% |
0.69 |
0.4% |
74% |
True |
False |
737,439 |
20 |
160.08 |
157.33 |
2.75 |
1.7% |
0.74 |
0.5% |
75% |
True |
False |
777,371 |
40 |
160.82 |
157.33 |
3.49 |
2.2% |
0.64 |
0.4% |
59% |
False |
False |
681,601 |
60 |
161.33 |
157.33 |
4.00 |
2.5% |
0.58 |
0.4% |
52% |
False |
False |
457,755 |
80 |
161.33 |
157.33 |
4.00 |
2.5% |
0.53 |
0.3% |
52% |
False |
False |
343,391 |
100 |
161.33 |
156.90 |
4.43 |
2.8% |
0.51 |
0.3% |
56% |
False |
False |
274,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.37 |
2.618 |
162.72 |
1.618 |
161.71 |
1.000 |
161.09 |
0.618 |
160.70 |
HIGH |
160.08 |
0.618 |
159.69 |
0.500 |
159.58 |
0.382 |
159.46 |
LOW |
159.07 |
0.618 |
158.45 |
1.000 |
158.06 |
1.618 |
157.44 |
2.618 |
156.43 |
4.250 |
154.78 |
|
|
Fisher Pivots for day following 19-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
159.58 |
159.40 |
PP |
159.52 |
159.40 |
S1 |
159.46 |
159.40 |
|