Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 04-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2018 |
04-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
161.26 |
161.44 |
0.18 |
0.1% |
161.63 |
High |
161.82 |
161.75 |
-0.07 |
0.0% |
162.37 |
Low |
161.20 |
161.26 |
0.06 |
0.0% |
161.46 |
Close |
161.58 |
161.59 |
0.01 |
0.0% |
161.68 |
Range |
0.62 |
0.49 |
-0.13 |
-21.0% |
0.91 |
ATR |
0.57 |
0.57 |
-0.01 |
-1.0% |
0.00 |
Volume |
640,608 |
467,090 |
-173,518 |
-27.1% |
1,002,735 |
|
Daily Pivots for day following 04-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.00 |
162.79 |
161.86 |
|
R3 |
162.51 |
162.30 |
161.72 |
|
R2 |
162.02 |
162.02 |
161.68 |
|
R1 |
161.81 |
161.81 |
161.63 |
161.92 |
PP |
161.53 |
161.53 |
161.53 |
161.59 |
S1 |
161.32 |
161.32 |
161.55 |
161.43 |
S2 |
161.04 |
161.04 |
161.50 |
|
S3 |
160.55 |
160.83 |
161.46 |
|
S4 |
160.06 |
160.34 |
161.32 |
|
|
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 |
162.28 |
161.18 |
1.10 |
0.7% |
0.54 |
0.3% |
37% |
False |
False |
489,773 |
10 |
163.37 |
161.18 |
2.19 |
1.4% |
0.62 |
0.4% |
19% |
False |
False |
424,305 |
20 |
163.78 |
161.18 |
2.60 |
1.6% |
0.54 |
0.3% |
16% |
False |
False |
497,422 |
40 |
163.78 |
161.18 |
2.60 |
1.6% |
0.53 |
0.3% |
16% |
False |
False |
348,983 |
60 |
163.78 |
160.26 |
3.52 |
2.2% |
0.52 |
0.3% |
38% |
False |
False |
235,518 |
80 |
163.78 |
159.78 |
4.00 |
2.5% |
0.51 |
0.3% |
45% |
False |
False |
177,086 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.83 |
2.618 |
163.03 |
1.618 |
162.54 |
1.000 |
162.24 |
0.618 |
162.05 |
HIGH |
161.75 |
0.618 |
161.56 |
0.500 |
161.51 |
0.382 |
161.45 |
LOW |
161.26 |
0.618 |
160.96 |
1.000 |
160.77 |
1.618 |
160.47 |
2.618 |
159.98 |
4.250 |
159.18 |
|
|
Fisher Pivots for day following 04-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
161.56 |
161.56 |
PP |
161.53 |
161.53 |
S1 |
161.51 |
161.50 |
|