Euro Bund Future March 2019
Trading Metrics calculated at close of trading on 20-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2018 |
20-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
163.48 |
163.74 |
0.26 |
0.2% |
163.49 |
High |
163.85 |
164.01 |
0.16 |
0.1% |
163.64 |
Low |
163.24 |
163.41 |
0.17 |
0.1% |
162.51 |
Close |
163.38 |
163.56 |
0.18 |
0.1% |
163.20 |
Range |
0.61 |
0.60 |
-0.01 |
-1.6% |
1.13 |
ATR |
0.57 |
0.58 |
0.00 |
0.7% |
0.00 |
Volume |
696,497 |
385,743 |
-310,754 |
-44.6% |
3,209,205 |
|
Daily Pivots for day following 20-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.46 |
165.11 |
163.89 |
|
R3 |
164.86 |
164.51 |
163.73 |
|
R2 |
164.26 |
164.26 |
163.67 |
|
R1 |
163.91 |
163.91 |
163.62 |
163.79 |
PP |
163.66 |
163.66 |
163.66 |
163.60 |
S1 |
163.31 |
163.31 |
163.51 |
163.19 |
S2 |
163.06 |
163.06 |
163.45 |
|
S3 |
162.46 |
162.71 |
163.40 |
|
S4 |
161.86 |
162.11 |
163.23 |
|
|
Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.51 |
165.98 |
163.82 |
|
R3 |
165.38 |
164.85 |
163.51 |
|
R2 |
164.25 |
164.25 |
163.41 |
|
R1 |
163.72 |
163.72 |
163.30 |
163.42 |
PP |
163.12 |
163.12 |
163.12 |
162.97 |
S1 |
162.59 |
162.59 |
163.10 |
162.29 |
S2 |
161.99 |
161.99 |
162.99 |
|
S3 |
160.86 |
161.46 |
162.89 |
|
S4 |
159.73 |
160.33 |
162.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
164.01 |
162.81 |
1.20 |
0.7% |
0.47 |
0.3% |
63% |
True |
False |
501,349 |
10 |
164.01 |
162.51 |
1.50 |
0.9% |
0.59 |
0.4% |
70% |
True |
False |
598,862 |
20 |
164.01 |
161.32 |
2.69 |
1.6% |
0.56 |
0.3% |
83% |
True |
False |
618,675 |
40 |
164.01 |
159.93 |
4.08 |
2.5% |
0.51 |
0.3% |
89% |
True |
False |
320,369 |
60 |
164.01 |
157.96 |
6.05 |
3.7% |
0.55 |
0.3% |
93% |
True |
False |
215,069 |
80 |
164.01 |
157.96 |
6.05 |
3.7% |
0.51 |
0.3% |
93% |
True |
False |
162,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.56 |
2.618 |
165.58 |
1.618 |
164.98 |
1.000 |
164.61 |
0.618 |
164.38 |
HIGH |
164.01 |
0.618 |
163.78 |
0.500 |
163.71 |
0.382 |
163.64 |
LOW |
163.41 |
0.618 |
163.04 |
1.000 |
162.81 |
1.618 |
162.44 |
2.618 |
161.84 |
4.250 |
160.86 |
|
|
Fisher Pivots for day following 20-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
163.71 |
163.62 |
PP |
163.66 |
163.60 |
S1 |
163.61 |
163.58 |
|