Euro Bund Future December 2018
Trading Metrics calculated at close of trading on 23-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2018 |
23-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
159.07 |
159.55 |
0.48 |
0.3% |
158.66 |
High |
159.52 |
159.98 |
0.46 |
0.3% |
160.08 |
Low |
158.84 |
159.43 |
0.59 |
0.4% |
158.34 |
Close |
159.34 |
159.79 |
0.45 |
0.3% |
159.40 |
Range |
0.68 |
0.55 |
-0.13 |
-19.1% |
1.74 |
ATR |
0.73 |
0.72 |
-0.01 |
-0.9% |
0.00 |
Volume |
765,600 |
729,989 |
-35,611 |
-4.7% |
3,793,864 |
|
Daily Pivots for day following 23-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.38 |
161.14 |
160.09 |
|
R3 |
160.83 |
160.59 |
159.94 |
|
R2 |
160.28 |
160.28 |
159.89 |
|
R1 |
160.04 |
160.04 |
159.84 |
160.16 |
PP |
159.73 |
159.73 |
159.73 |
159.80 |
S1 |
159.49 |
159.49 |
159.74 |
159.61 |
S2 |
159.18 |
159.18 |
159.69 |
|
S3 |
158.63 |
158.94 |
159.64 |
|
S4 |
158.08 |
158.39 |
159.49 |
|
|
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 |
158.72 |
1.36 |
0.9% |
0.78 |
0.5% |
79% |
False |
False |
805,756 |
10 |
160.08 |
157.45 |
2.63 |
1.6% |
0.69 |
0.4% |
89% |
False |
False |
722,984 |
20 |
160.08 |
157.33 |
2.75 |
1.7% |
0.73 |
0.5% |
89% |
False |
False |
787,076 |
40 |
160.82 |
157.33 |
3.49 |
2.2% |
0.65 |
0.4% |
70% |
False |
False |
714,185 |
60 |
161.33 |
157.33 |
4.00 |
2.5% |
0.58 |
0.4% |
62% |
False |
False |
482,605 |
80 |
161.33 |
157.33 |
4.00 |
2.5% |
0.54 |
0.3% |
62% |
False |
False |
362,084 |
100 |
161.33 |
156.90 |
4.43 |
2.8% |
0.52 |
0.3% |
65% |
False |
False |
289,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.32 |
2.618 |
161.42 |
1.618 |
160.87 |
1.000 |
160.53 |
0.618 |
160.32 |
HIGH |
159.98 |
0.618 |
159.77 |
0.500 |
159.71 |
0.382 |
159.64 |
LOW |
159.43 |
0.618 |
159.09 |
1.000 |
158.88 |
1.618 |
158.54 |
2.618 |
157.99 |
4.250 |
157.09 |
|
|
Fisher Pivots for day following 23-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
159.76 |
159.68 |
PP |
159.73 |
159.57 |
S1 |
159.71 |
159.46 |
|