Euro Bund Future March 2019
| Trading Metrics calculated at close of trading on 28-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2018 |
28-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
163.18 |
163.64 |
0.46 |
0.3% |
163.18 |
| High |
163.79 |
163.76 |
-0.03 |
0.0% |
163.79 |
| Low |
163.15 |
163.42 |
0.27 |
0.2% |
163.15 |
| Close |
163.73 |
163.54 |
-0.19 |
-0.1% |
163.54 |
| Range |
0.64 |
0.34 |
-0.30 |
-46.9% |
0.64 |
| ATR |
0.56 |
0.55 |
-0.02 |
-2.8% |
0.00 |
| Volume |
335,361 |
713,330 |
377,969 |
112.7% |
1,048,691 |
|
| Daily Pivots for day following 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.59 |
164.41 |
163.73 |
|
| R3 |
164.25 |
164.07 |
163.63 |
|
| R2 |
163.91 |
163.91 |
163.60 |
|
| R1 |
163.73 |
163.73 |
163.57 |
163.65 |
| PP |
163.57 |
163.57 |
163.57 |
163.54 |
| S1 |
163.39 |
163.39 |
163.51 |
163.31 |
| S2 |
163.23 |
163.23 |
163.48 |
|
| S3 |
162.89 |
163.05 |
163.45 |
|
| S4 |
162.55 |
162.71 |
163.35 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.41 |
165.12 |
163.89 |
|
| R3 |
164.77 |
164.48 |
163.72 |
|
| R2 |
164.13 |
164.13 |
163.66 |
|
| R1 |
163.84 |
163.84 |
163.60 |
163.99 |
| PP |
163.49 |
163.49 |
163.49 |
163.57 |
| S1 |
163.20 |
163.20 |
163.48 |
163.35 |
| S2 |
162.85 |
162.85 |
163.42 |
|
| S3 |
162.21 |
162.56 |
163.36 |
|
| S4 |
161.57 |
161.92 |
163.19 |
|
|
| 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% |
45% |
False |
False |
493,130 |
| 10 |
164.01 |
162.51 |
1.50 |
0.9% |
0.52 |
0.3% |
69% |
False |
False |
525,126 |
| 20 |
164.01 |
161.66 |
2.35 |
1.4% |
0.55 |
0.3% |
80% |
False |
False |
657,942 |
| 40 |
164.01 |
159.93 |
4.08 |
2.5% |
0.50 |
0.3% |
88% |
False |
False |
354,579 |
| 60 |
164.01 |
157.96 |
6.05 |
3.7% |
0.54 |
0.3% |
92% |
False |
False |
238,071 |
| 80 |
164.01 |
157.96 |
6.05 |
3.7% |
0.52 |
0.3% |
92% |
False |
False |
179,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.21 |
|
2.618 |
164.65 |
|
1.618 |
164.31 |
|
1.000 |
164.10 |
|
0.618 |
163.97 |
|
HIGH |
163.76 |
|
0.618 |
163.63 |
|
0.500 |
163.59 |
|
0.382 |
163.55 |
|
LOW |
163.42 |
|
0.618 |
163.21 |
|
1.000 |
163.08 |
|
1.618 |
162.87 |
|
2.618 |
162.53 |
|
4.250 |
161.98 |
|
|
| Fisher Pivots for day following 28-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
163.59 |
163.52 |
| PP |
163.57 |
163.49 |
| S1 |
163.56 |
163.47 |
|