Euro Bund Future March 2019
Trading Metrics calculated at close of trading on 27-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2018 |
27-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
163.54 |
163.18 |
-0.36 |
-0.2% |
163.28 |
High |
163.54 |
163.79 |
0.25 |
0.2% |
164.01 |
Low |
163.27 |
163.15 |
-0.12 |
-0.1% |
162.96 |
Close |
163.36 |
163.73 |
0.37 |
0.2% |
163.36 |
Range |
0.27 |
0.64 |
0.37 |
137.0% |
1.05 |
ATR |
0.56 |
0.56 |
0.01 |
1.1% |
0.00 |
Volume |
334,721 |
335,361 |
640 |
0.2% |
2,443,042 |
|
Daily Pivots for day following 27-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.48 |
165.24 |
164.08 |
|
R3 |
164.84 |
164.60 |
163.91 |
|
R2 |
164.20 |
164.20 |
163.85 |
|
R1 |
163.96 |
163.96 |
163.79 |
164.08 |
PP |
163.56 |
163.56 |
163.56 |
163.62 |
S1 |
163.32 |
163.32 |
163.67 |
163.44 |
S2 |
162.92 |
162.92 |
163.61 |
|
S3 |
162.28 |
162.68 |
163.55 |
|
S4 |
161.64 |
162.04 |
163.38 |
|
|
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 |
163.15 |
0.86 |
0.5% |
0.49 |
0.3% |
67% |
False |
True |
459,085 |
10 |
164.01 |
162.51 |
1.50 |
0.9% |
0.56 |
0.3% |
81% |
False |
False |
524,633 |
20 |
164.01 |
161.66 |
2.35 |
1.4% |
0.55 |
0.3% |
88% |
False |
False |
641,710 |
40 |
164.01 |
159.93 |
4.08 |
2.5% |
0.50 |
0.3% |
93% |
False |
False |
336,854 |
60 |
164.01 |
157.96 |
6.05 |
3.7% |
0.54 |
0.3% |
95% |
False |
False |
226,209 |
80 |
164.01 |
157.96 |
6.05 |
3.7% |
0.52 |
0.3% |
95% |
False |
False |
170,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.51 |
2.618 |
165.47 |
1.618 |
164.83 |
1.000 |
164.43 |
0.618 |
164.19 |
HIGH |
163.79 |
0.618 |
163.55 |
0.500 |
163.47 |
0.382 |
163.39 |
LOW |
163.15 |
0.618 |
162.75 |
1.000 |
162.51 |
1.618 |
162.11 |
2.618 |
161.47 |
4.250 |
160.43 |
|
|
Fisher Pivots for day following 27-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
163.64 |
163.68 |
PP |
163.56 |
163.63 |
S1 |
163.47 |
163.58 |
|