Euro Bund Future March 2019
| Trading Metrics calculated at close of trading on 05-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2018 |
05-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
162.83 |
163.15 |
0.32 |
0.2% |
161.78 |
| High |
163.31 |
163.34 |
0.03 |
0.0% |
162.45 |
| Low |
162.50 |
162.82 |
0.32 |
0.2% |
161.46 |
| Close |
162.96 |
162.85 |
-0.11 |
-0.1% |
162.42 |
| Range |
0.81 |
0.52 |
-0.29 |
-35.8% |
0.99 |
| ATR |
0.54 |
0.54 |
0.00 |
-0.3% |
0.00 |
| Volume |
874,501 |
881,066 |
6,565 |
0.8% |
2,332,735 |
|
| Daily Pivots for day following 05-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.56 |
164.23 |
163.14 |
|
| R3 |
164.04 |
163.71 |
162.99 |
|
| R2 |
163.52 |
163.52 |
162.95 |
|
| R1 |
163.19 |
163.19 |
162.90 |
163.10 |
| PP |
163.00 |
163.00 |
163.00 |
162.96 |
| S1 |
162.67 |
162.67 |
162.80 |
162.58 |
| S2 |
162.48 |
162.48 |
162.75 |
|
| S3 |
161.96 |
162.15 |
162.71 |
|
| S4 |
161.44 |
161.63 |
162.56 |
|
|
| 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 |
163.34 |
161.80 |
1.54 |
0.9% |
0.56 |
0.3% |
68% |
True |
False |
974,776 |
| 10 |
163.34 |
161.32 |
2.02 |
1.2% |
0.50 |
0.3% |
76% |
True |
False |
583,496 |
| 20 |
163.34 |
159.93 |
3.41 |
2.1% |
0.49 |
0.3% |
86% |
True |
False |
305,895 |
| 40 |
163.34 |
158.75 |
4.59 |
2.8% |
0.51 |
0.3% |
89% |
True |
False |
156,948 |
| 60 |
163.34 |
157.96 |
5.38 |
3.3% |
0.52 |
0.3% |
91% |
True |
False |
105,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.55 |
|
2.618 |
164.70 |
|
1.618 |
164.18 |
|
1.000 |
163.86 |
|
0.618 |
163.66 |
|
HIGH |
163.34 |
|
0.618 |
163.14 |
|
0.500 |
163.08 |
|
0.382 |
163.02 |
|
LOW |
162.82 |
|
0.618 |
162.50 |
|
1.000 |
162.30 |
|
1.618 |
161.98 |
|
2.618 |
161.46 |
|
4.250 |
160.61 |
|
|
| Fisher Pivots for day following 05-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
163.08 |
162.77 |
| PP |
163.00 |
162.69 |
| S1 |
162.93 |
162.61 |
|