Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 05-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2018 |
05-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
161.44 |
161.70 |
0.26 |
0.2% |
161.78 |
High |
161.75 |
161.87 |
0.12 |
0.1% |
161.87 |
Low |
161.26 |
161.50 |
0.24 |
0.1% |
161.18 |
Close |
161.59 |
161.59 |
0.00 |
0.0% |
161.59 |
Range |
0.49 |
0.37 |
-0.12 |
-24.5% |
0.69 |
ATR |
0.57 |
0.55 |
-0.01 |
-2.5% |
0.00 |
Volume |
467,090 |
454,686 |
-12,404 |
-2.7% |
2,167,914 |
|
Daily Pivots for day following 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.76 |
162.55 |
161.79 |
|
R3 |
162.39 |
162.18 |
161.69 |
|
R2 |
162.02 |
162.02 |
161.66 |
|
R1 |
161.81 |
161.81 |
161.62 |
161.73 |
PP |
161.65 |
161.65 |
161.65 |
161.62 |
S1 |
161.44 |
161.44 |
161.56 |
161.36 |
S2 |
161.28 |
161.28 |
161.52 |
|
S3 |
160.91 |
161.07 |
161.49 |
|
S4 |
160.54 |
160.70 |
161.39 |
|
|
Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.62 |
163.29 |
161.97 |
|
R3 |
162.93 |
162.60 |
161.78 |
|
R2 |
162.24 |
162.24 |
161.72 |
|
R1 |
161.91 |
161.91 |
161.65 |
161.73 |
PP |
161.55 |
161.55 |
161.55 |
161.46 |
S1 |
161.22 |
161.22 |
161.53 |
161.04 |
S2 |
160.86 |
160.86 |
161.46 |
|
S3 |
160.17 |
160.53 |
161.40 |
|
S4 |
159.48 |
159.84 |
161.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
161.87 |
161.18 |
0.69 |
0.4% |
0.50 |
0.3% |
59% |
True |
False |
530,702 |
10 |
162.48 |
161.18 |
1.30 |
0.8% |
0.53 |
0.3% |
32% |
False |
False |
401,691 |
20 |
163.78 |
161.18 |
2.60 |
1.6% |
0.53 |
0.3% |
16% |
False |
False |
468,896 |
40 |
163.78 |
161.18 |
2.60 |
1.6% |
0.53 |
0.3% |
16% |
False |
False |
359,623 |
60 |
163.78 |
160.26 |
3.52 |
2.2% |
0.52 |
0.3% |
38% |
False |
False |
243,002 |
80 |
163.78 |
159.78 |
4.00 |
2.5% |
0.51 |
0.3% |
45% |
False |
False |
182,769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.44 |
2.618 |
162.84 |
1.618 |
162.47 |
1.000 |
162.24 |
0.618 |
162.10 |
HIGH |
161.87 |
0.618 |
161.73 |
0.500 |
161.69 |
0.382 |
161.64 |
LOW |
161.50 |
0.618 |
161.27 |
1.000 |
161.13 |
1.618 |
160.90 |
2.618 |
160.53 |
4.250 |
159.93 |
|
|
Fisher Pivots for day following 05-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
161.69 |
161.57 |
PP |
161.65 |
161.55 |
S1 |
161.62 |
161.54 |
|