Euro Bund Future December 2018
| Trading Metrics calculated at close of trading on 02-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2018 |
02-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
160.23 |
159.72 |
-0.51 |
-0.3% |
160.62 |
| High |
160.27 |
159.81 |
-0.46 |
-0.3% |
160.79 |
| Low |
159.75 |
159.45 |
-0.30 |
-0.2% |
159.45 |
| Close |
159.98 |
159.63 |
-0.35 |
-0.2% |
159.63 |
| Range |
0.52 |
0.36 |
-0.16 |
-30.8% |
1.34 |
| ATR |
0.67 |
0.66 |
-0.01 |
-1.5% |
0.00 |
| Volume |
658,295 |
480,071 |
-178,224 |
-27.1% |
3,201,174 |
|
| Daily Pivots for day following 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160.71 |
160.53 |
159.83 |
|
| R3 |
160.35 |
160.17 |
159.73 |
|
| R2 |
159.99 |
159.99 |
159.70 |
|
| R1 |
159.81 |
159.81 |
159.66 |
159.72 |
| PP |
159.63 |
159.63 |
159.63 |
159.59 |
| S1 |
159.45 |
159.45 |
159.60 |
159.36 |
| S2 |
159.27 |
159.27 |
159.56 |
|
| S3 |
158.91 |
159.09 |
159.53 |
|
| S4 |
158.55 |
158.73 |
159.43 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.98 |
163.14 |
160.37 |
|
| R3 |
162.64 |
161.80 |
160.00 |
|
| R2 |
161.30 |
161.30 |
159.88 |
|
| R1 |
160.46 |
160.46 |
159.75 |
160.21 |
| PP |
159.96 |
159.96 |
159.96 |
159.83 |
| S1 |
159.12 |
159.12 |
159.51 |
158.87 |
| S2 |
158.62 |
158.62 |
159.38 |
|
| S3 |
157.28 |
157.78 |
159.26 |
|
| S4 |
155.94 |
156.44 |
158.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
160.79 |
159.45 |
1.34 |
0.8% |
0.51 |
0.3% |
13% |
False |
True |
640,234 |
| 10 |
160.90 |
158.84 |
2.06 |
1.3% |
0.57 |
0.4% |
38% |
False |
False |
697,403 |
| 20 |
160.90 |
157.45 |
3.45 |
2.2% |
0.63 |
0.4% |
63% |
False |
False |
717,421 |
| 40 |
160.90 |
157.33 |
3.57 |
2.2% |
0.63 |
0.4% |
64% |
False |
False |
722,309 |
| 60 |
161.33 |
157.33 |
4.00 |
2.5% |
0.59 |
0.4% |
58% |
False |
False |
573,336 |
| 80 |
161.33 |
157.33 |
4.00 |
2.5% |
0.56 |
0.4% |
58% |
False |
False |
430,543 |
| 100 |
161.33 |
157.33 |
4.00 |
2.5% |
0.52 |
0.3% |
58% |
False |
False |
344,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161.34 |
|
2.618 |
160.75 |
|
1.618 |
160.39 |
|
1.000 |
160.17 |
|
0.618 |
160.03 |
|
HIGH |
159.81 |
|
0.618 |
159.67 |
|
0.500 |
159.63 |
|
0.382 |
159.59 |
|
LOW |
159.45 |
|
0.618 |
159.23 |
|
1.000 |
159.09 |
|
1.618 |
158.87 |
|
2.618 |
158.51 |
|
4.250 |
157.92 |
|
|
| Fisher Pivots for day following 02-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
159.63 |
159.91 |
| PP |
159.63 |
159.82 |
| S1 |
159.63 |
159.72 |
|