Euro Bund Future March 2019
Trading Metrics calculated at close of trading on 06-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2018 |
06-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
163.15 |
163.14 |
-0.01 |
0.0% |
161.78 |
High |
163.34 |
163.61 |
0.27 |
0.2% |
162.45 |
Low |
162.82 |
162.94 |
0.12 |
0.1% |
161.46 |
Close |
162.85 |
163.55 |
0.70 |
0.4% |
162.42 |
Range |
0.52 |
0.67 |
0.15 |
28.8% |
0.99 |
ATR |
0.54 |
0.56 |
0.02 |
2.9% |
0.00 |
Volume |
881,066 |
619,944 |
-261,122 |
-29.6% |
2,332,735 |
|
Daily Pivots for day following 06-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.38 |
165.13 |
163.92 |
|
R3 |
164.71 |
164.46 |
163.73 |
|
R2 |
164.04 |
164.04 |
163.67 |
|
R1 |
163.79 |
163.79 |
163.61 |
163.92 |
PP |
163.37 |
163.37 |
163.37 |
163.43 |
S1 |
163.12 |
163.12 |
163.49 |
163.25 |
S2 |
162.70 |
162.70 |
163.43 |
|
S3 |
162.03 |
162.45 |
163.37 |
|
S4 |
161.36 |
161.78 |
163.18 |
|
|
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 |
163.61 |
161.88 |
1.73 |
1.1% |
0.60 |
0.4% |
97% |
True |
False |
1,027,005 |
10 |
163.61 |
161.32 |
2.29 |
1.4% |
0.53 |
0.3% |
97% |
True |
False |
638,489 |
20 |
163.61 |
160.10 |
3.51 |
2.1% |
0.50 |
0.3% |
98% |
True |
False |
336,507 |
40 |
163.61 |
158.75 |
4.86 |
3.0% |
0.52 |
0.3% |
99% |
True |
False |
172,424 |
60 |
163.61 |
157.96 |
5.65 |
3.5% |
0.52 |
0.3% |
99% |
True |
False |
116,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.46 |
2.618 |
165.36 |
1.618 |
164.69 |
1.000 |
164.28 |
0.618 |
164.02 |
HIGH |
163.61 |
0.618 |
163.35 |
0.500 |
163.28 |
0.382 |
163.20 |
LOW |
162.94 |
0.618 |
162.53 |
1.000 |
162.27 |
1.618 |
161.86 |
2.618 |
161.19 |
4.250 |
160.09 |
|
|
Fisher Pivots for day following 06-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
163.46 |
163.39 |
PP |
163.37 |
163.22 |
S1 |
163.28 |
163.06 |
|