Euro Bund Future December 2018
| Trading Metrics calculated at close of trading on 26-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2018 |
26-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
160.65 |
160.93 |
0.28 |
0.2% |
160.73 |
| High |
161.19 |
160.99 |
-0.20 |
-0.1% |
161.19 |
| Low |
160.51 |
160.64 |
0.13 |
0.1% |
160.24 |
| Close |
161.10 |
160.74 |
-0.36 |
-0.2% |
161.10 |
| Range |
0.68 |
0.35 |
-0.33 |
-48.5% |
0.95 |
| ATR |
0.57 |
0.56 |
-0.01 |
-1.3% |
0.00 |
| Volume |
628,250 |
649,683 |
21,433 |
3.4% |
2,469,514 |
|
| Daily Pivots for day following 26-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161.84 |
161.64 |
160.93 |
|
| R3 |
161.49 |
161.29 |
160.84 |
|
| R2 |
161.14 |
161.14 |
160.80 |
|
| R1 |
160.94 |
160.94 |
160.77 |
160.87 |
| PP |
160.79 |
160.79 |
160.79 |
160.75 |
| S1 |
160.59 |
160.59 |
160.71 |
160.52 |
| S2 |
160.44 |
160.44 |
160.68 |
|
| S3 |
160.09 |
160.24 |
160.64 |
|
| S4 |
159.74 |
159.89 |
160.55 |
|
|
| 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% |
0.46 |
0.3% |
53% |
False |
False |
623,839 |
| 10 |
161.19 |
159.93 |
1.26 |
0.8% |
0.49 |
0.3% |
64% |
False |
False |
686,004 |
| 20 |
161.19 |
159.19 |
2.00 |
1.2% |
0.49 |
0.3% |
78% |
False |
False |
640,697 |
| 40 |
161.19 |
157.33 |
3.86 |
2.4% |
0.60 |
0.4% |
88% |
False |
False |
704,536 |
| 60 |
161.19 |
157.33 |
3.86 |
2.4% |
0.59 |
0.4% |
88% |
False |
False |
710,333 |
| 80 |
161.33 |
157.33 |
4.00 |
2.5% |
0.56 |
0.3% |
85% |
False |
False |
550,352 |
| 100 |
161.33 |
157.33 |
4.00 |
2.5% |
0.53 |
0.3% |
85% |
False |
False |
440,576 |
| 120 |
161.33 |
156.90 |
4.43 |
2.8% |
0.51 |
0.3% |
87% |
False |
False |
367,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162.48 |
|
2.618 |
161.91 |
|
1.618 |
161.56 |
|
1.000 |
161.34 |
|
0.618 |
161.21 |
|
HIGH |
160.99 |
|
0.618 |
160.86 |
|
0.500 |
160.82 |
|
0.382 |
160.77 |
|
LOW |
160.64 |
|
0.618 |
160.42 |
|
1.000 |
160.29 |
|
1.618 |
160.07 |
|
2.618 |
159.72 |
|
4.250 |
159.15 |
|
|
| Fisher Pivots for day following 26-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
160.82 |
160.84 |
| PP |
160.79 |
160.80 |
| S1 |
160.77 |
160.77 |
|