Euro Bund Future December 2018
Trading Metrics calculated at close of trading on 23-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2018 |
23-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
160.71 |
160.65 |
-0.06 |
0.0% |
160.73 |
High |
160.78 |
161.19 |
0.41 |
0.3% |
161.19 |
Low |
160.48 |
160.51 |
0.03 |
0.0% |
160.24 |
Close |
160.58 |
161.10 |
0.52 |
0.3% |
161.10 |
Range |
0.30 |
0.68 |
0.38 |
126.7% |
0.95 |
ATR |
0.56 |
0.57 |
0.01 |
1.6% |
0.00 |
Volume |
436,793 |
628,250 |
191,457 |
43.8% |
2,469,514 |
|
Daily Pivots for day following 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.97 |
162.72 |
161.47 |
|
R3 |
162.29 |
162.04 |
161.29 |
|
R2 |
161.61 |
161.61 |
161.22 |
|
R1 |
161.36 |
161.36 |
161.16 |
161.49 |
PP |
160.93 |
160.93 |
160.93 |
161.00 |
S1 |
160.68 |
160.68 |
161.04 |
160.81 |
S2 |
160.25 |
160.25 |
160.98 |
|
S3 |
159.57 |
160.00 |
160.91 |
|
S4 |
158.89 |
159.32 |
160.73 |
|
|
Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.69 |
163.35 |
161.62 |
|
R3 |
162.74 |
162.40 |
161.36 |
|
R2 |
161.79 |
161.79 |
161.27 |
|
R1 |
161.45 |
161.45 |
161.19 |
161.62 |
PP |
160.84 |
160.84 |
160.84 |
160.93 |
S1 |
160.50 |
160.50 |
161.01 |
160.67 |
S2 |
159.89 |
159.89 |
160.93 |
|
S3 |
158.94 |
159.55 |
160.84 |
|
S4 |
157.99 |
158.60 |
160.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
161.19 |
160.24 |
0.95 |
0.6% |
0.44 |
0.3% |
91% |
True |
False |
616,519 |
10 |
161.19 |
159.43 |
1.76 |
1.1% |
0.52 |
0.3% |
95% |
True |
False |
670,786 |
20 |
161.19 |
159.19 |
2.00 |
1.2% |
0.50 |
0.3% |
96% |
True |
False |
644,709 |
40 |
161.19 |
157.33 |
3.86 |
2.4% |
0.61 |
0.4% |
98% |
True |
False |
706,696 |
60 |
161.19 |
157.33 |
3.86 |
2.4% |
0.60 |
0.4% |
98% |
True |
False |
709,496 |
80 |
161.33 |
157.33 |
4.00 |
2.5% |
0.56 |
0.3% |
94% |
False |
False |
542,239 |
100 |
161.33 |
157.33 |
4.00 |
2.5% |
0.54 |
0.3% |
94% |
False |
False |
434,080 |
120 |
161.33 |
156.90 |
4.43 |
2.7% |
0.51 |
0.3% |
95% |
False |
False |
361,741 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.08 |
2.618 |
162.97 |
1.618 |
162.29 |
1.000 |
161.87 |
0.618 |
161.61 |
HIGH |
161.19 |
0.618 |
160.93 |
0.500 |
160.85 |
0.382 |
160.77 |
LOW |
160.51 |
0.618 |
160.09 |
1.000 |
159.83 |
1.618 |
159.41 |
2.618 |
158.73 |
4.250 |
157.62 |
|
|
Fisher Pivots for day following 23-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
161.02 |
161.01 |
PP |
160.93 |
160.92 |
S1 |
160.85 |
160.84 |
|