Euro Bund Future December 2018
| Trading Metrics calculated at close of trading on 04-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2018 |
04-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
161.01 |
161.91 |
0.90 |
0.6% |
160.93 |
| High |
161.70 |
162.43 |
0.73 |
0.5% |
161.58 |
| Low |
161.01 |
161.61 |
0.60 |
0.4% |
160.64 |
| Close |
161.50 |
162.09 |
0.59 |
0.4% |
161.54 |
| Range |
0.69 |
0.82 |
0.13 |
18.8% |
0.94 |
| ATR |
0.53 |
0.56 |
0.03 |
5.3% |
0.00 |
| Volume |
1,917,850 |
439,469 |
-1,478,381 |
-77.1% |
4,837,032 |
|
| Daily Pivots for day following 04-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.50 |
164.12 |
162.54 |
|
| R3 |
163.68 |
163.30 |
162.32 |
|
| R2 |
162.86 |
162.86 |
162.24 |
|
| R1 |
162.48 |
162.48 |
162.17 |
162.67 |
| PP |
162.04 |
162.04 |
162.04 |
162.14 |
| S1 |
161.66 |
161.66 |
162.01 |
161.85 |
| S2 |
161.22 |
161.22 |
161.94 |
|
| S3 |
160.40 |
160.84 |
161.86 |
|
| S4 |
159.58 |
160.02 |
161.64 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.07 |
163.75 |
162.06 |
|
| R3 |
163.13 |
162.81 |
161.80 |
|
| R2 |
162.19 |
162.19 |
161.71 |
|
| R1 |
161.87 |
161.87 |
161.63 |
162.03 |
| PP |
161.25 |
161.25 |
161.25 |
161.34 |
| S1 |
160.93 |
160.93 |
161.45 |
161.09 |
| S2 |
160.31 |
160.31 |
161.37 |
|
| S3 |
159.37 |
159.99 |
161.28 |
|
| S4 |
158.43 |
159.05 |
161.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
162.43 |
160.83 |
1.60 |
1.0% |
0.52 |
0.3% |
79% |
True |
False |
1,132,768 |
| 10 |
162.43 |
160.48 |
1.95 |
1.2% |
0.48 |
0.3% |
83% |
True |
False |
888,682 |
| 20 |
162.43 |
159.19 |
3.24 |
2.0% |
0.49 |
0.3% |
90% |
True |
False |
781,615 |
| 40 |
162.43 |
157.45 |
4.98 |
3.1% |
0.55 |
0.3% |
93% |
True |
False |
740,634 |
| 60 |
162.43 |
157.33 |
5.10 |
3.1% |
0.58 |
0.4% |
93% |
True |
False |
740,629 |
| 80 |
162.43 |
157.33 |
5.10 |
3.1% |
0.56 |
0.3% |
93% |
True |
False |
631,891 |
| 100 |
162.43 |
157.33 |
5.10 |
3.1% |
0.54 |
0.3% |
93% |
True |
False |
506,007 |
| 120 |
162.43 |
157.33 |
5.10 |
3.1% |
0.51 |
0.3% |
93% |
True |
False |
421,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.92 |
|
2.618 |
164.58 |
|
1.618 |
163.76 |
|
1.000 |
163.25 |
|
0.618 |
162.94 |
|
HIGH |
162.43 |
|
0.618 |
162.12 |
|
0.500 |
162.02 |
|
0.382 |
161.92 |
|
LOW |
161.61 |
|
0.618 |
161.10 |
|
1.000 |
160.79 |
|
1.618 |
160.28 |
|
2.618 |
159.46 |
|
4.250 |
158.13 |
|
|
| Fisher Pivots for day following 04-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
162.07 |
161.97 |
| PP |
162.04 |
161.84 |
| S1 |
162.02 |
161.72 |
|