Euro Bund Future March 2019
Trading Metrics calculated at close of trading on 29-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2018 |
29-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
161.86 |
161.80 |
-0.06 |
0.0% |
161.50 |
High |
162.03 |
162.28 |
0.25 |
0.2% |
162.03 |
Low |
161.66 |
161.80 |
0.14 |
0.1% |
161.01 |
Close |
161.74 |
162.27 |
0.53 |
0.3% |
161.94 |
Range |
0.37 |
0.48 |
0.11 |
29.7% |
1.02 |
ATR |
0.51 |
0.52 |
0.00 |
0.4% |
0.00 |
Volume |
292,997 |
358,803 |
65,806 |
22.5% |
302,567 |
|
Daily Pivots for day following 29-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.56 |
163.39 |
162.53 |
|
R3 |
163.08 |
162.91 |
162.40 |
|
R2 |
162.60 |
162.60 |
162.36 |
|
R1 |
162.43 |
162.43 |
162.31 |
162.52 |
PP |
162.12 |
162.12 |
162.12 |
162.16 |
S1 |
161.95 |
161.95 |
162.23 |
162.04 |
S2 |
161.64 |
161.64 |
162.18 |
|
S3 |
161.16 |
161.47 |
162.14 |
|
S4 |
160.68 |
160.99 |
162.01 |
|
|
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 |
162.28 |
161.32 |
0.96 |
0.6% |
0.46 |
0.3% |
99% |
True |
False |
249,973 |
10 |
162.28 |
161.01 |
1.27 |
0.8% |
0.41 |
0.3% |
99% |
True |
False |
149,238 |
20 |
162.28 |
159.93 |
2.35 |
1.4% |
0.45 |
0.3% |
100% |
True |
False |
81,806 |
40 |
162.28 |
157.96 |
4.32 |
2.7% |
0.51 |
0.3% |
100% |
True |
False |
44,204 |
60 |
162.28 |
157.96 |
4.32 |
2.7% |
0.50 |
0.3% |
100% |
True |
False |
30,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.32 |
2.618 |
163.54 |
1.618 |
163.06 |
1.000 |
162.76 |
0.618 |
162.58 |
HIGH |
162.28 |
0.618 |
162.10 |
0.500 |
162.04 |
0.382 |
161.98 |
LOW |
161.80 |
0.618 |
161.50 |
1.000 |
161.32 |
1.618 |
161.02 |
2.618 |
160.54 |
4.250 |
159.76 |
|
|
Fisher Pivots for day following 29-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
162.19 |
162.17 |
PP |
162.12 |
162.07 |
S1 |
162.04 |
161.97 |
|