Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 08-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2018 |
08-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
161.70 |
161.64 |
-0.06 |
0.0% |
161.78 |
High |
161.87 |
162.04 |
0.17 |
0.1% |
161.87 |
Low |
161.50 |
161.39 |
-0.11 |
-0.1% |
161.18 |
Close |
161.59 |
161.80 |
0.21 |
0.1% |
161.59 |
Range |
0.37 |
0.65 |
0.28 |
75.7% |
0.69 |
ATR |
0.55 |
0.56 |
0.01 |
1.3% |
0.00 |
Volume |
454,686 |
724,367 |
269,681 |
59.3% |
2,167,914 |
|
Daily Pivots for day following 08-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.69 |
163.40 |
162.16 |
|
R3 |
163.04 |
162.75 |
161.98 |
|
R2 |
162.39 |
162.39 |
161.92 |
|
R1 |
162.10 |
162.10 |
161.86 |
162.25 |
PP |
161.74 |
161.74 |
161.74 |
161.82 |
S1 |
161.45 |
161.45 |
161.74 |
161.60 |
S2 |
161.09 |
161.09 |
161.68 |
|
S3 |
160.44 |
160.80 |
161.62 |
|
S4 |
159.79 |
160.15 |
161.44 |
|
|
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 |
162.04 |
161.18 |
0.86 |
0.5% |
0.55 |
0.3% |
72% |
True |
False |
578,456 |
10 |
162.37 |
161.18 |
1.19 |
0.7% |
0.51 |
0.3% |
52% |
False |
False |
434,601 |
20 |
163.78 |
161.18 |
2.60 |
1.6% |
0.54 |
0.3% |
24% |
False |
False |
474,895 |
40 |
163.78 |
161.18 |
2.60 |
1.6% |
0.54 |
0.3% |
24% |
False |
False |
376,928 |
60 |
163.78 |
160.26 |
3.52 |
2.2% |
0.53 |
0.3% |
44% |
False |
False |
255,053 |
80 |
163.78 |
159.78 |
4.00 |
2.5% |
0.51 |
0.3% |
51% |
False |
False |
191,822 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.80 |
2.618 |
163.74 |
1.618 |
163.09 |
1.000 |
162.69 |
0.618 |
162.44 |
HIGH |
162.04 |
0.618 |
161.79 |
0.500 |
161.72 |
0.382 |
161.64 |
LOW |
161.39 |
0.618 |
160.99 |
1.000 |
160.74 |
1.618 |
160.34 |
2.618 |
159.69 |
4.250 |
158.63 |
|
|
Fisher Pivots for day following 08-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
161.77 |
161.75 |
PP |
161.74 |
161.70 |
S1 |
161.72 |
161.65 |
|