Euro Bund Future December 2018
Trading Metrics calculated at close of trading on 27-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2018 |
27-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
160.93 |
160.90 |
-0.03 |
0.0% |
160.73 |
High |
160.99 |
161.21 |
0.22 |
0.1% |
161.19 |
Low |
160.64 |
160.82 |
0.18 |
0.1% |
160.24 |
Close |
160.74 |
161.02 |
0.28 |
0.2% |
161.10 |
Range |
0.35 |
0.39 |
0.04 |
11.4% |
0.95 |
ATR |
0.56 |
0.55 |
-0.01 |
-1.1% |
0.00 |
Volume |
649,683 |
880,824 |
231,141 |
35.6% |
2,469,514 |
|
Daily Pivots for day following 27-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.19 |
161.99 |
161.23 |
|
R3 |
161.80 |
161.60 |
161.13 |
|
R2 |
161.41 |
161.41 |
161.09 |
|
R1 |
161.21 |
161.21 |
161.06 |
161.31 |
PP |
161.02 |
161.02 |
161.02 |
161.07 |
S1 |
160.82 |
160.82 |
160.98 |
160.92 |
S2 |
160.63 |
160.63 |
160.95 |
|
S3 |
160.24 |
160.43 |
160.91 |
|
S4 |
159.85 |
160.04 |
160.81 |
|
|
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 |
161.21 |
160.48 |
0.73 |
0.5% |
0.44 |
0.3% |
74% |
True |
False |
644,595 |
10 |
161.21 |
159.96 |
1.25 |
0.8% |
0.47 |
0.3% |
85% |
True |
False |
696,320 |
20 |
161.21 |
159.19 |
2.02 |
1.3% |
0.47 |
0.3% |
91% |
True |
False |
647,098 |
40 |
161.21 |
157.33 |
3.88 |
2.4% |
0.59 |
0.4% |
95% |
True |
False |
704,027 |
60 |
161.21 |
157.33 |
3.88 |
2.4% |
0.59 |
0.4% |
95% |
True |
False |
707,608 |
80 |
161.33 |
157.33 |
4.00 |
2.5% |
0.56 |
0.3% |
92% |
False |
False |
561,348 |
100 |
161.33 |
157.33 |
4.00 |
2.5% |
0.53 |
0.3% |
92% |
False |
False |
449,384 |
120 |
161.33 |
156.90 |
4.43 |
2.8% |
0.51 |
0.3% |
93% |
False |
False |
374,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.87 |
2.618 |
162.23 |
1.618 |
161.84 |
1.000 |
161.60 |
0.618 |
161.45 |
HIGH |
161.21 |
0.618 |
161.06 |
0.500 |
161.02 |
0.382 |
160.97 |
LOW |
160.82 |
0.618 |
160.58 |
1.000 |
160.43 |
1.618 |
160.19 |
2.618 |
159.80 |
4.250 |
159.16 |
|
|
Fisher Pivots for day following 27-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
161.02 |
160.97 |
PP |
161.02 |
160.91 |
S1 |
161.02 |
160.86 |
|