Euro Bund Future December 2018
Trading Metrics calculated at close of trading on 20-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2018 |
20-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
160.73 |
160.64 |
-0.09 |
-0.1% |
159.95 |
High |
160.73 |
161.04 |
0.31 |
0.2% |
160.92 |
Low |
160.24 |
160.54 |
0.30 |
0.2% |
159.93 |
Close |
160.60 |
160.89 |
0.29 |
0.2% |
160.65 |
Range |
0.49 |
0.50 |
0.01 |
2.0% |
0.99 |
ATR |
0.57 |
0.57 |
-0.01 |
-0.9% |
0.00 |
Volume |
777,045 |
627,426 |
-149,619 |
-19.3% |
3,740,845 |
|
Daily Pivots for day following 20-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.32 |
162.11 |
161.17 |
|
R3 |
161.82 |
161.61 |
161.03 |
|
R2 |
161.32 |
161.32 |
160.98 |
|
R1 |
161.11 |
161.11 |
160.94 |
161.22 |
PP |
160.82 |
160.82 |
160.82 |
160.88 |
S1 |
160.61 |
160.61 |
160.84 |
160.72 |
S2 |
160.32 |
160.32 |
160.80 |
|
S3 |
159.82 |
160.11 |
160.75 |
|
S4 |
159.32 |
159.61 |
160.62 |
|
|
Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.47 |
163.05 |
161.19 |
|
R3 |
162.48 |
162.06 |
160.92 |
|
R2 |
161.49 |
161.49 |
160.83 |
|
R1 |
161.07 |
161.07 |
160.74 |
161.28 |
PP |
160.50 |
160.50 |
160.50 |
160.61 |
S1 |
160.08 |
160.08 |
160.56 |
160.29 |
S2 |
159.51 |
159.51 |
160.47 |
|
S3 |
158.52 |
159.09 |
160.38 |
|
S4 |
157.53 |
158.10 |
160.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
161.04 |
159.96 |
1.08 |
0.7% |
0.51 |
0.3% |
86% |
True |
False |
731,616 |
10 |
161.04 |
159.19 |
1.85 |
1.1% |
0.51 |
0.3% |
92% |
True |
False |
675,774 |
20 |
161.04 |
159.19 |
1.85 |
1.1% |
0.52 |
0.3% |
92% |
True |
False |
668,824 |
40 |
161.04 |
157.33 |
3.71 |
2.3% |
0.62 |
0.4% |
96% |
True |
False |
727,950 |
60 |
161.04 |
157.33 |
3.71 |
2.3% |
0.60 |
0.4% |
96% |
True |
False |
699,065 |
80 |
161.33 |
157.33 |
4.00 |
2.5% |
0.56 |
0.3% |
89% |
False |
False |
529,160 |
100 |
161.33 |
157.33 |
4.00 |
2.5% |
0.53 |
0.3% |
89% |
False |
False |
423,432 |
120 |
161.33 |
156.90 |
4.43 |
2.8% |
0.52 |
0.3% |
90% |
False |
False |
352,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.17 |
2.618 |
162.35 |
1.618 |
161.85 |
1.000 |
161.54 |
0.618 |
161.35 |
HIGH |
161.04 |
0.618 |
160.85 |
0.500 |
160.79 |
0.382 |
160.73 |
LOW |
160.54 |
0.618 |
160.23 |
1.000 |
160.04 |
1.618 |
159.73 |
2.618 |
159.23 |
4.250 |
158.42 |
|
|
Fisher Pivots for day following 20-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
160.86 |
160.81 |
PP |
160.82 |
160.72 |
S1 |
160.79 |
160.64 |
|