Euro Bund Future December 2018
| Trading Metrics calculated at close of trading on 25-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2018 |
25-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
159.67 |
160.29 |
0.62 |
0.4% |
158.66 |
| High |
160.35 |
160.33 |
-0.02 |
0.0% |
160.08 |
| Low |
159.66 |
159.83 |
0.17 |
0.1% |
158.34 |
| Close |
160.18 |
160.16 |
-0.02 |
0.0% |
159.40 |
| Range |
0.69 |
0.50 |
-0.19 |
-27.5% |
1.74 |
| ATR |
0.72 |
0.70 |
-0.02 |
-2.2% |
0.00 |
| Volume |
681,400 |
865,941 |
184,541 |
27.1% |
3,793,864 |
|
| Daily Pivots for day following 25-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161.61 |
161.38 |
160.44 |
|
| R3 |
161.11 |
160.88 |
160.30 |
|
| R2 |
160.61 |
160.61 |
160.25 |
|
| R1 |
160.38 |
160.38 |
160.21 |
160.25 |
| PP |
160.11 |
160.11 |
160.11 |
160.04 |
| S1 |
159.88 |
159.88 |
160.11 |
159.75 |
| S2 |
159.61 |
159.61 |
160.07 |
|
| S3 |
159.11 |
159.38 |
160.02 |
|
| S4 |
158.61 |
158.88 |
159.89 |
|
|
| Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.49 |
163.69 |
160.36 |
|
| R3 |
162.75 |
161.95 |
159.88 |
|
| R2 |
161.01 |
161.01 |
159.72 |
|
| R1 |
160.21 |
160.21 |
159.56 |
160.61 |
| PP |
159.27 |
159.27 |
159.27 |
159.48 |
| S1 |
158.47 |
158.47 |
159.24 |
158.87 |
| S2 |
157.53 |
157.53 |
159.08 |
|
| S3 |
155.79 |
156.73 |
158.92 |
|
| S4 |
154.05 |
154.99 |
158.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
160.35 |
158.84 |
1.51 |
0.9% |
0.69 |
0.4% |
87% |
False |
False |
739,673 |
| 10 |
160.35 |
157.95 |
2.40 |
1.5% |
0.67 |
0.4% |
92% |
False |
False |
726,566 |
| 20 |
160.35 |
157.33 |
3.02 |
1.9% |
0.72 |
0.4% |
94% |
False |
False |
768,683 |
| 40 |
160.82 |
157.33 |
3.49 |
2.2% |
0.65 |
0.4% |
81% |
False |
False |
741,890 |
| 60 |
161.33 |
157.33 |
4.00 |
2.5% |
0.58 |
0.4% |
71% |
False |
False |
508,082 |
| 80 |
161.33 |
157.33 |
4.00 |
2.5% |
0.54 |
0.3% |
71% |
False |
False |
381,423 |
| 100 |
161.33 |
156.90 |
4.43 |
2.8% |
0.51 |
0.3% |
74% |
False |
False |
305,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162.46 |
|
2.618 |
161.64 |
|
1.618 |
161.14 |
|
1.000 |
160.83 |
|
0.618 |
160.64 |
|
HIGH |
160.33 |
|
0.618 |
160.14 |
|
0.500 |
160.08 |
|
0.382 |
160.02 |
|
LOW |
159.83 |
|
0.618 |
159.52 |
|
1.000 |
159.33 |
|
1.618 |
159.02 |
|
2.618 |
158.52 |
|
4.250 |
157.71 |
|
|
| Fisher Pivots for day following 25-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
160.13 |
160.07 |
| PP |
160.11 |
159.98 |
| S1 |
160.08 |
159.89 |
|