Euro Bund Future December 2018

Trading Metrics calculated at close of trading on 23-Nov-2018

Day Change Summary
	Previous	Current
	21-Nov-2018	23-Nov-2018	Change	Change %	Previous Week
Open	160.71	160.65	-0.06	0.0%	160.73
High	160.78	161.19	0.41	0.3%	161.19
Low	160.48	160.51	0.03	0.0%	160.24
Close	160.58	161.10	0.52	0.3%	161.10
Range	0.30	0.68	0.38	126.7%	0.95
ATR	0.56	0.57	0.01	1.6%	0.00
Volume	436,793	628,250	191,457	43.8%	2,469,514

Daily Pivots for day following 23-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	162.97	162.72	161.47
R3	162.29	162.04	161.29
R2	161.61	161.61	161.22
R1	161.36	161.36	161.16	161.49
PP	160.93	160.93	160.93	161.00
S1	160.68	160.68	161.04	160.81
S2	160.25	160.25	160.98
S3	159.57	160.00	160.91
S4	158.89	159.32	160.73

Weekly Pivots for week ending 23-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	163.69	163.35	161.62
R3	162.74	162.40	161.36
R2	161.79	161.79	161.27
R1	161.45	161.45	161.19	161.62
PP	160.84	160.84	160.84	160.93
S1	160.50	160.50	161.01	160.67
S2	159.89	159.89	160.93
S3	158.94	159.55	160.84
S4	157.99	158.60	160.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	161.19	160.24	0.95	0.6%	0.44	0.3%	91%	True	False	616,519
10	161.19	159.43	1.76	1.1%	0.52	0.3%	95%	True	False	670,786
20	161.19	159.19	2.00	1.2%	0.50	0.3%	96%	True	False	644,709
40	161.19	157.33	3.86	2.4%	0.61	0.4%	98%	True	False	706,696
60	161.19	157.33	3.86	2.4%	0.60	0.4%	98%	True	False	709,496
80	161.33	157.33	4.00	2.5%	0.56	0.3%	94%	False	False	542,239
100	161.33	157.33	4.00	2.5%	0.54	0.3%	94%	False	False	434,080
120	161.33	156.90	4.43	2.7%	0.51	0.3%	95%	False	False	361,741

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.07
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	164.08
2.618	162.97
1.618	162.29
1.000	161.87
0.618	161.61
HIGH	161.19
0.618	160.93
0.500	160.85
0.382	160.77
LOW	160.51
0.618	160.09
1.000	159.83
1.618	159.41
2.618	158.73
4.250	157.62

Fisher Pivots for day following 23-Nov-2018
Pivot	1 day	3 day
R1	161.02	161.01
PP	160.93	160.92
S1	160.85	160.84

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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