Euro Bund Future March 2019
| Trading Metrics calculated at close of trading on 21-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2018 |
21-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
163.74 |
163.54 |
-0.20 |
-0.1% |
163.28 |
| High |
164.01 |
163.54 |
-0.47 |
-0.3% |
164.01 |
| Low |
163.41 |
163.27 |
-0.14 |
-0.1% |
162.96 |
| Close |
163.56 |
163.36 |
-0.20 |
-0.1% |
163.36 |
| Range |
0.60 |
0.27 |
-0.33 |
-55.0% |
1.05 |
| ATR |
0.58 |
0.56 |
-0.02 |
-3.6% |
0.00 |
| Volume |
385,743 |
334,721 |
-51,022 |
-13.2% |
2,443,042 |
|
| Daily Pivots for day following 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.20 |
164.05 |
163.51 |
|
| R3 |
163.93 |
163.78 |
163.43 |
|
| R2 |
163.66 |
163.66 |
163.41 |
|
| R1 |
163.51 |
163.51 |
163.38 |
163.45 |
| PP |
163.39 |
163.39 |
163.39 |
163.36 |
| S1 |
163.24 |
163.24 |
163.34 |
163.18 |
| S2 |
163.12 |
163.12 |
163.31 |
|
| S3 |
162.85 |
162.97 |
163.29 |
|
| S4 |
162.58 |
162.70 |
163.21 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.59 |
166.03 |
163.94 |
|
| R3 |
165.54 |
164.98 |
163.65 |
|
| R2 |
164.49 |
164.49 |
163.55 |
|
| R1 |
163.93 |
163.93 |
163.46 |
164.21 |
| PP |
163.44 |
163.44 |
163.44 |
163.59 |
| S1 |
162.88 |
162.88 |
163.26 |
163.16 |
| S2 |
162.39 |
162.39 |
163.17 |
|
| S3 |
161.34 |
161.83 |
163.07 |
|
| S4 |
160.29 |
160.78 |
162.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
164.01 |
162.96 |
1.05 |
0.6% |
0.43 |
0.3% |
38% |
False |
False |
488,608 |
| 10 |
164.01 |
162.51 |
1.50 |
0.9% |
0.56 |
0.3% |
57% |
False |
False |
565,224 |
| 20 |
164.01 |
161.46 |
2.55 |
1.6% |
0.54 |
0.3% |
75% |
False |
False |
629,674 |
| 40 |
164.01 |
159.93 |
4.08 |
2.5% |
0.51 |
0.3% |
84% |
False |
False |
328,569 |
| 60 |
164.01 |
157.96 |
6.05 |
3.7% |
0.54 |
0.3% |
89% |
False |
False |
220,627 |
| 80 |
164.01 |
157.96 |
6.05 |
3.7% |
0.51 |
0.3% |
89% |
False |
False |
166,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164.69 |
|
2.618 |
164.25 |
|
1.618 |
163.98 |
|
1.000 |
163.81 |
|
0.618 |
163.71 |
|
HIGH |
163.54 |
|
0.618 |
163.44 |
|
0.500 |
163.41 |
|
0.382 |
163.37 |
|
LOW |
163.27 |
|
0.618 |
163.10 |
|
1.000 |
163.00 |
|
1.618 |
162.83 |
|
2.618 |
162.56 |
|
4.250 |
162.12 |
|
|
| Fisher Pivots for day following 21-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
163.41 |
163.63 |
| PP |
163.39 |
163.54 |
| S1 |
163.38 |
163.45 |
|