Euro Bund Future March 2019
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 |
161.78 |
161.78 |
0.00 |
0.0% |
161.50 |
High |
161.82 |
162.05 |
0.23 |
0.1% |
162.03 |
Low |
161.46 |
161.67 |
0.21 |
0.1% |
161.01 |
Close |
161.58 |
161.86 |
0.28 |
0.2% |
161.94 |
Range |
0.36 |
0.38 |
0.02 |
5.6% |
1.02 |
ATR |
0.53 |
0.52 |
0.00 |
-0.8% |
0.00 |
Volume |
94,651 |
388,677 |
294,026 |
310.6% |
302,567 |
|
Daily Pivots for day following 27-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.00 |
162.81 |
162.07 |
|
R3 |
162.62 |
162.43 |
161.96 |
|
R2 |
162.24 |
162.24 |
161.93 |
|
R1 |
162.05 |
162.05 |
161.89 |
162.15 |
PP |
161.86 |
161.86 |
161.86 |
161.91 |
S1 |
161.67 |
161.67 |
161.83 |
161.77 |
S2 |
161.48 |
161.48 |
161.79 |
|
S3 |
161.10 |
161.29 |
161.76 |
|
S4 |
160.72 |
160.91 |
161.65 |
|
|
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 |
162.05 |
161.29 |
0.76 |
0.5% |
0.41 |
0.3% |
75% |
True |
False |
142,633 |
10 |
162.05 |
160.72 |
1.33 |
0.8% |
0.46 |
0.3% |
86% |
True |
False |
87,919 |
20 |
162.05 |
159.93 |
2.12 |
1.3% |
0.45 |
0.3% |
91% |
True |
False |
51,215 |
40 |
162.05 |
157.96 |
4.09 |
2.5% |
0.53 |
0.3% |
95% |
True |
False |
28,136 |
60 |
162.05 |
157.96 |
4.09 |
2.5% |
0.51 |
0.3% |
95% |
True |
False |
20,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.67 |
2.618 |
163.04 |
1.618 |
162.66 |
1.000 |
162.43 |
0.618 |
162.28 |
HIGH |
162.05 |
0.618 |
161.90 |
0.500 |
161.86 |
0.382 |
161.82 |
LOW |
161.67 |
0.618 |
161.44 |
1.000 |
161.29 |
1.618 |
161.06 |
2.618 |
160.68 |
4.250 |
160.06 |
|
|
Fisher Pivots for day following 27-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
161.86 |
161.80 |
PP |
161.86 |
161.74 |
S1 |
161.86 |
161.69 |
|