Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 11-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2018 |
11-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
161.00 |
161.38 |
0.38 |
0.2% |
161.78 |
High |
161.37 |
161.55 |
0.18 |
0.1% |
161.87 |
Low |
160.91 |
160.27 |
-0.64 |
-0.4% |
161.18 |
Close |
161.07 |
160.31 |
-0.76 |
-0.5% |
161.59 |
Range |
0.46 |
1.28 |
0.82 |
178.3% |
0.69 |
ATR |
0.57 |
0.62 |
0.05 |
9.0% |
0.00 |
Volume |
1,055,863 |
781,171 |
-274,692 |
-26.0% |
2,167,914 |
|
Daily Pivots for day following 11-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.55 |
163.71 |
161.01 |
|
R3 |
163.27 |
162.43 |
160.66 |
|
R2 |
161.99 |
161.99 |
160.54 |
|
R1 |
161.15 |
161.15 |
160.43 |
160.93 |
PP |
160.71 |
160.71 |
160.71 |
160.60 |
S1 |
159.87 |
159.87 |
160.19 |
159.65 |
S2 |
159.43 |
159.43 |
160.08 |
|
S3 |
158.15 |
158.59 |
159.96 |
|
S4 |
156.87 |
157.31 |
159.61 |
|
|
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 |
160.27 |
1.77 |
1.1% |
0.71 |
0.4% |
2% |
False |
True |
777,341 |
10 |
162.28 |
160.27 |
2.01 |
1.3% |
0.63 |
0.4% |
2% |
False |
True |
633,557 |
20 |
163.69 |
160.27 |
3.42 |
2.1% |
0.60 |
0.4% |
1% |
False |
True |
538,242 |
40 |
163.78 |
160.27 |
3.51 |
2.2% |
0.56 |
0.3% |
1% |
False |
True |
443,399 |
60 |
163.78 |
160.26 |
3.52 |
2.2% |
0.54 |
0.3% |
1% |
False |
False |
300,128 |
80 |
163.78 |
159.78 |
4.00 |
2.5% |
0.53 |
0.3% |
13% |
False |
False |
225,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.99 |
2.618 |
164.90 |
1.618 |
163.62 |
1.000 |
162.83 |
0.618 |
162.34 |
HIGH |
161.55 |
0.618 |
161.06 |
0.500 |
160.91 |
0.382 |
160.76 |
LOW |
160.27 |
0.618 |
159.48 |
1.000 |
158.99 |
1.618 |
158.20 |
2.618 |
156.92 |
4.250 |
154.83 |
|
|
Fisher Pivots for day following 11-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
160.91 |
161.14 |
PP |
160.71 |
160.86 |
S1 |
160.51 |
160.59 |
|