Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 09-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2018 |
09-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
161.64 |
161.67 |
0.03 |
0.0% |
161.78 |
High |
162.04 |
162.00 |
-0.04 |
0.0% |
161.87 |
Low |
161.39 |
161.20 |
-0.19 |
-0.1% |
161.18 |
Close |
161.80 |
161.30 |
-0.50 |
-0.3% |
161.59 |
Range |
0.65 |
0.80 |
0.15 |
23.1% |
0.69 |
ATR |
0.56 |
0.58 |
0.02 |
3.1% |
0.00 |
Volume |
724,367 |
870,619 |
146,252 |
20.2% |
2,167,914 |
|
Daily Pivots for day following 09-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.90 |
163.40 |
161.74 |
|
R3 |
163.10 |
162.60 |
161.52 |
|
R2 |
162.30 |
162.30 |
161.45 |
|
R1 |
161.80 |
161.80 |
161.37 |
161.65 |
PP |
161.50 |
161.50 |
161.50 |
161.43 |
S1 |
161.00 |
161.00 |
161.23 |
160.85 |
S2 |
160.70 |
160.70 |
161.15 |
|
S3 |
159.90 |
160.20 |
161.08 |
|
S4 |
159.10 |
159.40 |
160.86 |
|
|
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 |
161.20 |
0.84 |
0.5% |
0.59 |
0.4% |
12% |
False |
True |
631,474 |
10 |
162.37 |
161.18 |
1.19 |
0.7% |
0.56 |
0.3% |
10% |
False |
False |
501,429 |
20 |
163.78 |
161.18 |
2.60 |
1.6% |
0.55 |
0.3% |
5% |
False |
False |
492,174 |
40 |
163.78 |
161.18 |
2.60 |
1.6% |
0.54 |
0.3% |
5% |
False |
False |
398,120 |
60 |
163.78 |
160.26 |
3.52 |
2.2% |
0.54 |
0.3% |
30% |
False |
False |
269,556 |
80 |
163.78 |
159.78 |
4.00 |
2.5% |
0.52 |
0.3% |
38% |
False |
False |
202,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.40 |
2.618 |
164.09 |
1.618 |
163.29 |
1.000 |
162.80 |
0.618 |
162.49 |
HIGH |
162.00 |
0.618 |
161.69 |
0.500 |
161.60 |
0.382 |
161.51 |
LOW |
161.20 |
0.618 |
160.71 |
1.000 |
160.40 |
1.618 |
159.91 |
2.618 |
159.11 |
4.250 |
157.80 |
|
|
Fisher Pivots for day following 09-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
161.60 |
161.62 |
PP |
161.50 |
161.51 |
S1 |
161.40 |
161.41 |
|