Euro Bund Future December 2018
Trading Metrics calculated at close of trading on 01-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2018 |
01-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
160.20 |
160.23 |
0.03 |
0.0% |
159.07 |
High |
160.37 |
160.27 |
-0.10 |
-0.1% |
160.90 |
Low |
160.01 |
159.75 |
-0.26 |
-0.2% |
158.84 |
Close |
160.26 |
159.98 |
-0.28 |
-0.2% |
160.87 |
Range |
0.36 |
0.52 |
0.16 |
44.4% |
2.06 |
ATR |
0.69 |
0.67 |
-0.01 |
-1.7% |
0.00 |
Volume |
649,785 |
658,295 |
8,510 |
1.3% |
3,772,859 |
|
Daily Pivots for day following 01-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.56 |
161.29 |
160.27 |
|
R3 |
161.04 |
160.77 |
160.12 |
|
R2 |
160.52 |
160.52 |
160.08 |
|
R1 |
160.25 |
160.25 |
160.03 |
160.13 |
PP |
160.00 |
160.00 |
160.00 |
159.94 |
S1 |
159.73 |
159.73 |
159.93 |
159.61 |
S2 |
159.48 |
159.48 |
159.88 |
|
S3 |
158.96 |
159.21 |
159.84 |
|
S4 |
158.44 |
158.69 |
159.69 |
|
|
Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.38 |
165.69 |
162.00 |
|
R3 |
164.32 |
163.63 |
161.44 |
|
R2 |
162.26 |
162.26 |
161.25 |
|
R1 |
161.57 |
161.57 |
161.06 |
161.92 |
PP |
160.20 |
160.20 |
160.20 |
160.38 |
S1 |
159.51 |
159.51 |
160.68 |
159.86 |
S2 |
158.14 |
158.14 |
160.49 |
|
S3 |
156.08 |
157.45 |
160.30 |
|
S4 |
154.02 |
155.39 |
159.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
160.90 |
159.75 |
1.15 |
0.7% |
0.58 |
0.4% |
20% |
False |
True |
690,206 |
10 |
160.90 |
158.84 |
2.06 |
1.3% |
0.63 |
0.4% |
55% |
False |
False |
714,940 |
20 |
160.90 |
157.33 |
3.57 |
2.2% |
0.65 |
0.4% |
74% |
False |
False |
722,980 |
40 |
160.90 |
157.33 |
3.57 |
2.2% |
0.64 |
0.4% |
74% |
False |
False |
725,499 |
60 |
161.33 |
157.33 |
4.00 |
2.5% |
0.59 |
0.4% |
66% |
False |
False |
565,499 |
80 |
161.33 |
157.33 |
4.00 |
2.5% |
0.56 |
0.3% |
66% |
False |
False |
424,551 |
100 |
161.33 |
157.17 |
4.16 |
2.6% |
0.52 |
0.3% |
68% |
False |
False |
339,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.48 |
2.618 |
161.63 |
1.618 |
161.11 |
1.000 |
160.79 |
0.618 |
160.59 |
HIGH |
160.27 |
0.618 |
160.07 |
0.500 |
160.01 |
0.382 |
159.95 |
LOW |
159.75 |
0.618 |
159.43 |
1.000 |
159.23 |
1.618 |
158.91 |
2.618 |
158.39 |
4.250 |
157.54 |
|
|
Fisher Pivots for day following 01-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
160.01 |
160.16 |
PP |
160.00 |
160.10 |
S1 |
159.99 |
160.04 |
|