Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 10-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2018 |
10-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
161.67 |
161.00 |
-0.67 |
-0.4% |
161.78 |
High |
162.00 |
161.37 |
-0.63 |
-0.4% |
161.87 |
Low |
161.20 |
160.91 |
-0.29 |
-0.2% |
161.18 |
Close |
161.30 |
161.07 |
-0.23 |
-0.1% |
161.59 |
Range |
0.80 |
0.46 |
-0.34 |
-42.5% |
0.69 |
ATR |
0.58 |
0.57 |
-0.01 |
-1.4% |
0.00 |
Volume |
870,619 |
1,055,863 |
185,244 |
21.3% |
2,167,914 |
|
Daily Pivots for day following 10-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.50 |
162.24 |
161.32 |
|
R3 |
162.04 |
161.78 |
161.20 |
|
R2 |
161.58 |
161.58 |
161.15 |
|
R1 |
161.32 |
161.32 |
161.11 |
161.45 |
PP |
161.12 |
161.12 |
161.12 |
161.18 |
S1 |
160.86 |
160.86 |
161.03 |
160.99 |
S2 |
160.66 |
160.66 |
160.99 |
|
S3 |
160.20 |
160.40 |
160.94 |
|
S4 |
159.74 |
159.94 |
160.82 |
|
|
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 |
160.91 |
1.13 |
0.7% |
0.55 |
0.3% |
14% |
False |
True |
714,525 |
10 |
162.37 |
160.91 |
1.46 |
0.9% |
0.57 |
0.4% |
11% |
False |
True |
582,149 |
20 |
163.78 |
160.91 |
2.87 |
1.8% |
0.56 |
0.3% |
6% |
False |
True |
522,842 |
40 |
163.78 |
160.91 |
2.87 |
1.8% |
0.54 |
0.3% |
6% |
False |
True |
424,187 |
60 |
163.78 |
160.26 |
3.52 |
2.2% |
0.53 |
0.3% |
23% |
False |
False |
287,146 |
80 |
163.78 |
159.78 |
4.00 |
2.5% |
0.52 |
0.3% |
32% |
False |
False |
215,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.33 |
2.618 |
162.57 |
1.618 |
162.11 |
1.000 |
161.83 |
0.618 |
161.65 |
HIGH |
161.37 |
0.618 |
161.19 |
0.500 |
161.14 |
0.382 |
161.09 |
LOW |
160.91 |
0.618 |
160.63 |
1.000 |
160.45 |
1.618 |
160.17 |
2.618 |
159.71 |
4.250 |
158.96 |
|
|
Fisher Pivots for day following 10-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
161.14 |
161.48 |
PP |
161.12 |
161.34 |
S1 |
161.09 |
161.21 |
|