Euro Bund Future December 2018
Trading Metrics calculated at close of trading on 24-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2018 |
24-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
159.55 |
159.67 |
0.12 |
0.1% |
158.66 |
High |
159.98 |
160.35 |
0.37 |
0.2% |
160.08 |
Low |
159.43 |
159.66 |
0.23 |
0.1% |
158.34 |
Close |
159.79 |
160.18 |
0.39 |
0.2% |
159.40 |
Range |
0.55 |
0.69 |
0.14 |
25.5% |
1.74 |
ATR |
0.72 |
0.72 |
0.00 |
-0.3% |
0.00 |
Volume |
729,989 |
681,400 |
-48,589 |
-6.7% |
3,793,864 |
|
Daily Pivots for day following 24-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.13 |
161.85 |
160.56 |
|
R3 |
161.44 |
161.16 |
160.37 |
|
R2 |
160.75 |
160.75 |
160.31 |
|
R1 |
160.47 |
160.47 |
160.24 |
160.61 |
PP |
160.06 |
160.06 |
160.06 |
160.14 |
S1 |
159.78 |
159.78 |
160.12 |
159.92 |
S2 |
159.37 |
159.37 |
160.05 |
|
S3 |
158.68 |
159.09 |
159.99 |
|
S4 |
157.99 |
158.40 |
159.80 |
|
|
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 |
160.35 |
158.82 |
1.53 |
1.0% |
0.81 |
0.5% |
89% |
True |
False |
775,443 |
10 |
160.35 |
157.95 |
2.40 |
1.5% |
0.68 |
0.4% |
93% |
True |
False |
698,387 |
20 |
160.35 |
157.33 |
3.02 |
1.9% |
0.73 |
0.5% |
94% |
True |
False |
778,089 |
40 |
160.82 |
157.33 |
3.49 |
2.2% |
0.65 |
0.4% |
82% |
False |
False |
726,327 |
60 |
161.33 |
157.33 |
4.00 |
2.5% |
0.58 |
0.4% |
71% |
False |
False |
493,684 |
80 |
161.33 |
157.33 |
4.00 |
2.5% |
0.54 |
0.3% |
71% |
False |
False |
370,600 |
100 |
161.33 |
156.90 |
4.43 |
2.8% |
0.52 |
0.3% |
74% |
False |
False |
296,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.28 |
2.618 |
162.16 |
1.618 |
161.47 |
1.000 |
161.04 |
0.618 |
160.78 |
HIGH |
160.35 |
0.618 |
160.09 |
0.500 |
160.01 |
0.382 |
159.92 |
LOW |
159.66 |
0.618 |
159.23 |
1.000 |
158.97 |
1.618 |
158.54 |
2.618 |
157.85 |
4.250 |
156.73 |
|
|
Fisher Pivots for day following 24-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
160.12 |
159.99 |
PP |
160.06 |
159.79 |
S1 |
160.01 |
159.60 |
|