Euro Bund Future March 2019
Trading Metrics calculated at close of trading on 26-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2018 |
26-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
161.50 |
161.78 |
0.28 |
0.2% |
161.50 |
High |
162.03 |
161.82 |
-0.21 |
-0.1% |
162.03 |
Low |
161.32 |
161.46 |
0.14 |
0.1% |
161.01 |
Close |
161.94 |
161.58 |
-0.36 |
-0.2% |
161.94 |
Range |
0.71 |
0.36 |
-0.35 |
-49.3% |
1.02 |
ATR |
0.53 |
0.53 |
0.00 |
-0.7% |
0.00 |
Volume |
114,738 |
94,651 |
-20,087 |
-17.5% |
302,567 |
|
Daily Pivots for day following 26-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.70 |
162.50 |
161.78 |
|
R3 |
162.34 |
162.14 |
161.68 |
|
R2 |
161.98 |
161.98 |
161.65 |
|
R1 |
161.78 |
161.78 |
161.61 |
161.70 |
PP |
161.62 |
161.62 |
161.62 |
161.58 |
S1 |
161.42 |
161.42 |
161.55 |
161.34 |
S2 |
161.26 |
161.26 |
161.51 |
|
S3 |
160.90 |
161.06 |
161.48 |
|
S4 |
160.54 |
160.70 |
161.38 |
|
|
Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.72 |
164.35 |
162.50 |
|
R3 |
163.70 |
163.33 |
162.22 |
|
R2 |
162.68 |
162.68 |
162.13 |
|
R1 |
162.31 |
162.31 |
162.03 |
162.50 |
PP |
161.66 |
161.66 |
161.66 |
161.75 |
S1 |
161.29 |
161.29 |
161.85 |
161.48 |
S2 |
160.64 |
160.64 |
161.75 |
|
S3 |
159.62 |
160.27 |
161.66 |
|
S4 |
158.60 |
159.25 |
161.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.03 |
161.29 |
0.74 |
0.5% |
0.44 |
0.3% |
39% |
False |
False |
71,789 |
10 |
162.03 |
160.72 |
1.31 |
0.8% |
0.46 |
0.3% |
66% |
False |
False |
49,862 |
20 |
162.03 |
159.93 |
2.10 |
1.3% |
0.46 |
0.3% |
79% |
False |
False |
31,998 |
40 |
162.03 |
157.96 |
4.07 |
2.5% |
0.54 |
0.3% |
89% |
False |
False |
18,459 |
60 |
162.03 |
157.96 |
4.07 |
2.5% |
0.50 |
0.3% |
89% |
False |
False |
13,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.35 |
2.618 |
162.76 |
1.618 |
162.40 |
1.000 |
162.18 |
0.618 |
162.04 |
HIGH |
161.82 |
0.618 |
161.68 |
0.500 |
161.64 |
0.382 |
161.60 |
LOW |
161.46 |
0.618 |
161.24 |
1.000 |
161.10 |
1.618 |
160.88 |
2.618 |
160.52 |
4.250 |
159.93 |
|
|
Fisher Pivots for day following 26-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
161.64 |
161.68 |
PP |
161.62 |
161.64 |
S1 |
161.60 |
161.61 |
|