Euro Bund Future March 2019
Trading Metrics calculated at close of trading on 23-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2018 |
23-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
161.45 |
161.50 |
0.05 |
0.0% |
161.50 |
High |
161.69 |
162.03 |
0.34 |
0.2% |
162.03 |
Low |
161.35 |
161.32 |
-0.03 |
0.0% |
161.01 |
Close |
161.44 |
161.94 |
0.50 |
0.3% |
161.94 |
Range |
0.34 |
0.71 |
0.37 |
108.8% |
1.02 |
ATR |
0.52 |
0.53 |
0.01 |
2.6% |
0.00 |
Volume |
70,017 |
114,738 |
44,721 |
63.9% |
302,567 |
|
Daily Pivots for day following 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.89 |
163.63 |
162.33 |
|
R3 |
163.18 |
162.92 |
162.14 |
|
R2 |
162.47 |
162.47 |
162.07 |
|
R1 |
162.21 |
162.21 |
162.01 |
162.34 |
PP |
161.76 |
161.76 |
161.76 |
161.83 |
S1 |
161.50 |
161.50 |
161.87 |
161.63 |
S2 |
161.05 |
161.05 |
161.81 |
|
S3 |
160.34 |
160.79 |
161.74 |
|
S4 |
159.63 |
160.08 |
161.55 |
|
|
Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.72 |
164.35 |
162.50 |
|
R3 |
163.70 |
163.33 |
162.22 |
|
R2 |
162.68 |
162.68 |
162.13 |
|
R1 |
162.31 |
162.31 |
162.03 |
162.50 |
PP |
161.66 |
161.66 |
161.66 |
161.75 |
S1 |
161.29 |
161.29 |
161.85 |
161.48 |
S2 |
160.64 |
160.64 |
161.75 |
|
S3 |
159.62 |
160.27 |
161.66 |
|
S4 |
158.60 |
159.25 |
161.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.03 |
161.01 |
1.02 |
0.6% |
0.46 |
0.3% |
91% |
True |
False |
60,513 |
10 |
162.03 |
160.71 |
1.32 |
0.8% |
0.48 |
0.3% |
93% |
True |
False |
42,919 |
20 |
162.03 |
159.93 |
2.10 |
1.3% |
0.47 |
0.3% |
96% |
True |
False |
27,465 |
40 |
162.03 |
157.96 |
4.07 |
2.5% |
0.54 |
0.3% |
98% |
True |
False |
16,103 |
60 |
162.03 |
157.96 |
4.07 |
2.5% |
0.50 |
0.3% |
98% |
True |
False |
12,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.05 |
2.618 |
163.89 |
1.618 |
163.18 |
1.000 |
162.74 |
0.618 |
162.47 |
HIGH |
162.03 |
0.618 |
161.76 |
0.500 |
161.68 |
0.382 |
161.59 |
LOW |
161.32 |
0.618 |
160.88 |
1.000 |
160.61 |
1.618 |
160.17 |
2.618 |
159.46 |
4.250 |
158.30 |
|
|
Fisher Pivots for day following 23-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
161.85 |
161.85 |
PP |
161.76 |
161.75 |
S1 |
161.68 |
161.66 |
|