Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 02-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2017 |
02-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
161.76 |
161.78 |
0.02 |
0.0% |
161.63 |
High |
161.86 |
161.78 |
-0.08 |
0.0% |
162.37 |
Low |
161.46 |
161.18 |
-0.28 |
-0.2% |
161.46 |
Close |
161.68 |
161.28 |
-0.40 |
-0.2% |
161.68 |
Range |
0.40 |
0.60 |
0.20 |
50.0% |
0.91 |
ATR |
0.57 |
0.57 |
0.00 |
0.4% |
0.00 |
Volume |
485,599 |
605,530 |
119,931 |
24.7% |
1,002,735 |
|
Daily Pivots for day following 02-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.21 |
162.85 |
161.61 |
|
R3 |
162.61 |
162.25 |
161.45 |
|
R2 |
162.01 |
162.01 |
161.39 |
|
R1 |
161.65 |
161.65 |
161.34 |
161.53 |
PP |
161.41 |
161.41 |
161.41 |
161.36 |
S1 |
161.05 |
161.05 |
161.23 |
160.93 |
S2 |
160.81 |
160.81 |
161.17 |
|
S3 |
160.21 |
160.45 |
161.12 |
|
S4 |
159.61 |
159.85 |
160.95 |
|
|
Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.57 |
164.03 |
162.18 |
|
R3 |
163.66 |
163.12 |
161.93 |
|
R2 |
162.75 |
162.75 |
161.85 |
|
R1 |
162.21 |
162.21 |
161.76 |
162.48 |
PP |
161.84 |
161.84 |
161.84 |
161.97 |
S1 |
161.30 |
161.30 |
161.60 |
161.57 |
S2 |
160.93 |
160.93 |
161.51 |
|
S3 |
160.02 |
160.39 |
161.43 |
|
S4 |
159.11 |
159.48 |
161.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.37 |
161.18 |
1.19 |
0.7% |
0.53 |
0.3% |
8% |
False |
True |
371,384 |
10 |
163.69 |
161.18 |
2.51 |
1.6% |
0.57 |
0.4% |
4% |
False |
True |
413,832 |
20 |
163.78 |
161.18 |
2.60 |
1.6% |
0.56 |
0.3% |
4% |
False |
True |
569,207 |
40 |
163.78 |
161.18 |
2.60 |
1.6% |
0.53 |
0.3% |
4% |
False |
True |
322,311 |
60 |
163.78 |
160.24 |
3.54 |
2.2% |
0.52 |
0.3% |
29% |
False |
False |
217,101 |
80 |
163.78 |
159.78 |
4.00 |
2.5% |
0.51 |
0.3% |
38% |
False |
False |
163,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.33 |
2.618 |
163.35 |
1.618 |
162.75 |
1.000 |
162.38 |
0.618 |
162.15 |
HIGH |
161.78 |
0.618 |
161.55 |
0.500 |
161.48 |
0.382 |
161.41 |
LOW |
161.18 |
0.618 |
160.81 |
1.000 |
160.58 |
1.618 |
160.21 |
2.618 |
159.61 |
4.250 |
158.63 |
|
|
Fisher Pivots for day following 02-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
161.48 |
161.73 |
PP |
161.41 |
161.58 |
S1 |
161.35 |
161.43 |
|