Euro Bund Future March 2019
Trading Metrics calculated at close of trading on 03-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2018 |
03-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
162.15 |
161.90 |
-0.25 |
-0.2% |
161.78 |
High |
162.45 |
162.58 |
0.13 |
0.1% |
162.45 |
Low |
162.14 |
161.88 |
-0.26 |
-0.2% |
161.46 |
Close |
162.42 |
162.38 |
-0.04 |
0.0% |
162.42 |
Range |
0.31 |
0.70 |
0.39 |
125.8% |
0.99 |
ATR |
0.50 |
0.52 |
0.01 |
2.8% |
0.00 |
Volume |
1,197,607 |
1,561,907 |
364,300 |
30.4% |
2,332,735 |
|
Daily Pivots for day following 03-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.38 |
164.08 |
162.77 |
|
R3 |
163.68 |
163.38 |
162.57 |
|
R2 |
162.98 |
162.98 |
162.51 |
|
R1 |
162.68 |
162.68 |
162.44 |
162.83 |
PP |
162.28 |
162.28 |
162.28 |
162.36 |
S1 |
161.98 |
161.98 |
162.32 |
162.13 |
S2 |
161.58 |
161.58 |
162.25 |
|
S3 |
160.88 |
161.28 |
162.19 |
|
S4 |
160.18 |
160.58 |
162.00 |
|
|
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 |
162.58 |
161.66 |
0.92 |
0.6% |
0.45 |
0.3% |
78% |
True |
False |
759,998 |
10 |
162.58 |
161.29 |
1.29 |
0.8% |
0.44 |
0.3% |
84% |
True |
False |
415,893 |
20 |
162.58 |
159.93 |
2.65 |
1.6% |
0.46 |
0.3% |
92% |
True |
False |
218,748 |
40 |
162.58 |
158.10 |
4.48 |
2.8% |
0.50 |
0.3% |
96% |
True |
False |
113,131 |
60 |
162.58 |
157.96 |
4.62 |
2.8% |
0.50 |
0.3% |
96% |
True |
False |
76,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.56 |
2.618 |
164.41 |
1.618 |
163.71 |
1.000 |
163.28 |
0.618 |
163.01 |
HIGH |
162.58 |
0.618 |
162.31 |
0.500 |
162.23 |
0.382 |
162.15 |
LOW |
161.88 |
0.618 |
161.45 |
1.000 |
161.18 |
1.618 |
160.75 |
2.618 |
160.05 |
4.250 |
158.91 |
|
|
Fisher Pivots for day following 03-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
162.33 |
162.32 |
PP |
162.28 |
162.25 |
S1 |
162.23 |
162.19 |
|