Euro Bund Future March 2019
| Trading Metrics calculated at close of trading on 30-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2018 |
30-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
161.80 |
162.15 |
0.35 |
0.2% |
161.78 |
| High |
162.28 |
162.45 |
0.17 |
0.1% |
162.45 |
| Low |
161.80 |
162.14 |
0.34 |
0.2% |
161.46 |
| Close |
162.27 |
162.42 |
0.15 |
0.1% |
162.42 |
| Range |
0.48 |
0.31 |
-0.17 |
-35.4% |
0.99 |
| ATR |
0.52 |
0.50 |
-0.01 |
-2.8% |
0.00 |
| Volume |
358,803 |
1,197,607 |
838,804 |
233.8% |
2,332,735 |
|
| Daily Pivots for day following 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.27 |
163.15 |
162.59 |
|
| R3 |
162.96 |
162.84 |
162.51 |
|
| R2 |
162.65 |
162.65 |
162.48 |
|
| R1 |
162.53 |
162.53 |
162.45 |
162.59 |
| PP |
162.34 |
162.34 |
162.34 |
162.37 |
| S1 |
162.22 |
162.22 |
162.39 |
162.28 |
| S2 |
162.03 |
162.03 |
162.36 |
|
| S3 |
161.72 |
161.91 |
162.33 |
|
| S4 |
161.41 |
161.60 |
162.25 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.08 |
164.74 |
162.96 |
|
| R3 |
164.09 |
163.75 |
162.69 |
|
| R2 |
163.10 |
163.10 |
162.60 |
|
| R1 |
162.76 |
162.76 |
162.51 |
162.93 |
| PP |
162.11 |
162.11 |
162.11 |
162.20 |
| S1 |
161.77 |
161.77 |
162.33 |
161.94 |
| S2 |
161.12 |
161.12 |
162.24 |
|
| S3 |
160.13 |
160.78 |
162.15 |
|
| S4 |
159.14 |
159.79 |
161.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
162.45 |
161.46 |
0.99 |
0.6% |
0.38 |
0.2% |
97% |
True |
False |
466,547 |
| 10 |
162.45 |
161.01 |
1.44 |
0.9% |
0.42 |
0.3% |
98% |
True |
False |
263,530 |
| 20 |
162.45 |
159.93 |
2.52 |
1.6% |
0.44 |
0.3% |
99% |
True |
False |
141,249 |
| 40 |
162.45 |
158.10 |
4.35 |
2.7% |
0.50 |
0.3% |
99% |
True |
False |
74,126 |
| 60 |
162.45 |
157.96 |
4.49 |
2.8% |
0.50 |
0.3% |
99% |
True |
False |
50,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163.77 |
|
2.618 |
163.26 |
|
1.618 |
162.95 |
|
1.000 |
162.76 |
|
0.618 |
162.64 |
|
HIGH |
162.45 |
|
0.618 |
162.33 |
|
0.500 |
162.30 |
|
0.382 |
162.26 |
|
LOW |
162.14 |
|
0.618 |
161.95 |
|
1.000 |
161.83 |
|
1.618 |
161.64 |
|
2.618 |
161.33 |
|
4.250 |
160.82 |
|
|
| Fisher Pivots for day following 30-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
162.38 |
162.30 |
| PP |
162.34 |
162.18 |
| S1 |
162.30 |
162.06 |
|