Euro Bund Future March 2019
| Trading Metrics calculated at close of trading on 11-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2018 |
11-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
163.49 |
163.24 |
-0.25 |
-0.2% |
161.90 |
| High |
163.64 |
163.59 |
-0.05 |
0.0% |
163.61 |
| Low |
162.98 |
162.83 |
-0.15 |
-0.1% |
161.88 |
| Close |
163.40 |
163.48 |
0.08 |
0.0% |
163.17 |
| Range |
0.66 |
0.76 |
0.10 |
15.2% |
1.73 |
| ATR |
0.57 |
0.58 |
0.01 |
2.4% |
0.00 |
| Volume |
741,273 |
708,400 |
-32,873 |
-4.4% |
4,608,514 |
|
| Daily Pivots for day following 11-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.58 |
165.29 |
163.90 |
|
| R3 |
164.82 |
164.53 |
163.69 |
|
| R2 |
164.06 |
164.06 |
163.62 |
|
| R1 |
163.77 |
163.77 |
163.55 |
163.92 |
| PP |
163.30 |
163.30 |
163.30 |
163.37 |
| S1 |
163.01 |
163.01 |
163.41 |
163.16 |
| S2 |
162.54 |
162.54 |
163.34 |
|
| S3 |
161.78 |
162.25 |
163.27 |
|
| S4 |
161.02 |
161.49 |
163.06 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168.08 |
167.35 |
164.12 |
|
| R3 |
166.35 |
165.62 |
163.65 |
|
| R2 |
164.62 |
164.62 |
163.49 |
|
| R1 |
163.89 |
163.89 |
163.33 |
164.26 |
| PP |
162.89 |
162.89 |
162.89 |
163.07 |
| S1 |
162.16 |
162.16 |
163.01 |
162.53 |
| S2 |
161.16 |
161.16 |
162.85 |
|
| S3 |
159.43 |
160.43 |
162.69 |
|
| S4 |
157.70 |
158.70 |
162.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163.64 |
162.82 |
0.82 |
0.5% |
0.63 |
0.4% |
80% |
False |
False |
724,355 |
| 10 |
163.64 |
161.66 |
1.98 |
1.2% |
0.58 |
0.4% |
92% |
False |
False |
790,759 |
| 20 |
163.64 |
160.72 |
2.92 |
1.8% |
0.52 |
0.3% |
95% |
False |
False |
439,339 |
| 40 |
163.64 |
159.42 |
4.22 |
2.6% |
0.53 |
0.3% |
96% |
False |
False |
225,100 |
| 60 |
163.64 |
157.96 |
5.68 |
3.5% |
0.53 |
0.3% |
97% |
False |
False |
151,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.82 |
|
2.618 |
165.58 |
|
1.618 |
164.82 |
|
1.000 |
164.35 |
|
0.618 |
164.06 |
|
HIGH |
163.59 |
|
0.618 |
163.30 |
|
0.500 |
163.21 |
|
0.382 |
163.12 |
|
LOW |
162.83 |
|
0.618 |
162.36 |
|
1.000 |
162.07 |
|
1.618 |
161.60 |
|
2.618 |
160.84 |
|
4.250 |
159.60 |
|
|
| Fisher Pivots for day following 11-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
163.39 |
163.40 |
| PP |
163.30 |
163.32 |
| S1 |
163.21 |
163.24 |
|