Euro Bund Future December 2018
| Trading Metrics calculated at close of trading on 29-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2018 |
29-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
160.32 |
160.62 |
0.30 |
0.2% |
159.07 |
| High |
160.90 |
160.79 |
-0.11 |
-0.1% |
160.90 |
| Low |
160.22 |
160.06 |
-0.16 |
-0.1% |
158.84 |
| Close |
160.87 |
160.35 |
-0.52 |
-0.3% |
160.87 |
| Range |
0.68 |
0.73 |
0.05 |
7.4% |
2.06 |
| ATR |
0.71 |
0.71 |
0.01 |
1.0% |
0.00 |
| Volume |
729,929 |
752,795 |
22,866 |
3.1% |
3,772,859 |
|
| Daily Pivots for day following 29-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162.59 |
162.20 |
160.75 |
|
| R3 |
161.86 |
161.47 |
160.55 |
|
| R2 |
161.13 |
161.13 |
160.48 |
|
| R1 |
160.74 |
160.74 |
160.42 |
160.57 |
| PP |
160.40 |
160.40 |
160.40 |
160.32 |
| S1 |
160.01 |
160.01 |
160.28 |
159.84 |
| S2 |
159.67 |
159.67 |
160.22 |
|
| S3 |
158.94 |
159.28 |
160.15 |
|
| S4 |
158.21 |
158.55 |
159.95 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.38 |
165.69 |
162.00 |
|
| R3 |
164.32 |
163.63 |
161.44 |
|
| R2 |
162.26 |
162.26 |
161.25 |
|
| R1 |
161.57 |
161.57 |
161.06 |
161.92 |
| PP |
160.20 |
160.20 |
160.20 |
160.38 |
| S1 |
159.51 |
159.51 |
160.68 |
159.86 |
| S2 |
158.14 |
158.14 |
160.49 |
|
| S3 |
156.08 |
157.45 |
160.30 |
|
| S4 |
154.02 |
155.39 |
159.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
160.90 |
159.43 |
1.47 |
0.9% |
0.63 |
0.4% |
63% |
False |
False |
752,010 |
| 10 |
160.90 |
158.34 |
2.56 |
1.6% |
0.70 |
0.4% |
79% |
False |
False |
774,058 |
| 20 |
160.90 |
157.33 |
3.57 |
2.2% |
0.72 |
0.4% |
85% |
False |
False |
760,955 |
| 40 |
160.90 |
157.33 |
3.57 |
2.2% |
0.65 |
0.4% |
85% |
False |
False |
737,863 |
| 60 |
161.33 |
157.33 |
4.00 |
2.5% |
0.59 |
0.4% |
76% |
False |
False |
532,765 |
| 80 |
161.33 |
157.33 |
4.00 |
2.5% |
0.55 |
0.3% |
76% |
False |
False |
399,955 |
| 100 |
161.33 |
156.90 |
4.43 |
2.8% |
0.52 |
0.3% |
78% |
False |
False |
319,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163.89 |
|
2.618 |
162.70 |
|
1.618 |
161.97 |
|
1.000 |
161.52 |
|
0.618 |
161.24 |
|
HIGH |
160.79 |
|
0.618 |
160.51 |
|
0.500 |
160.43 |
|
0.382 |
160.34 |
|
LOW |
160.06 |
|
0.618 |
159.61 |
|
1.000 |
159.33 |
|
1.618 |
158.88 |
|
2.618 |
158.15 |
|
4.250 |
156.96 |
|
|
| Fisher Pivots for day following 29-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
160.43 |
160.37 |
| PP |
160.40 |
160.36 |
| S1 |
160.38 |
160.36 |
|