Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 12-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2018 |
12-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
161.38 |
160.42 |
-0.96 |
-0.6% |
161.64 |
High |
161.55 |
160.65 |
-0.90 |
-0.6% |
162.04 |
Low |
160.27 |
160.11 |
-0.16 |
-0.1% |
160.11 |
Close |
160.31 |
160.38 |
0.07 |
0.0% |
160.38 |
Range |
1.28 |
0.54 |
-0.74 |
-57.8% |
1.93 |
ATR |
0.62 |
0.61 |
-0.01 |
-0.9% |
0.00 |
Volume |
781,171 |
328,101 |
-453,070 |
-58.0% |
3,760,121 |
|
Daily Pivots for day following 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.00 |
161.73 |
160.68 |
|
R3 |
161.46 |
161.19 |
160.53 |
|
R2 |
160.92 |
160.92 |
160.48 |
|
R1 |
160.65 |
160.65 |
160.43 |
160.52 |
PP |
160.38 |
160.38 |
160.38 |
160.31 |
S1 |
160.11 |
160.11 |
160.33 |
159.98 |
S2 |
159.84 |
159.84 |
160.28 |
|
S3 |
159.30 |
159.57 |
160.23 |
|
S4 |
158.76 |
159.03 |
160.08 |
|
|
Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.63 |
165.44 |
161.44 |
|
R3 |
164.70 |
163.51 |
160.91 |
|
R2 |
162.77 |
162.77 |
160.73 |
|
R1 |
161.58 |
161.58 |
160.56 |
161.21 |
PP |
160.84 |
160.84 |
160.84 |
160.66 |
S1 |
159.65 |
159.65 |
160.20 |
159.28 |
S2 |
158.91 |
158.91 |
160.03 |
|
S3 |
156.98 |
157.72 |
159.85 |
|
S4 |
155.05 |
155.79 |
159.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.04 |
160.11 |
1.93 |
1.2% |
0.75 |
0.5% |
14% |
False |
True |
752,024 |
10 |
162.04 |
160.11 |
1.93 |
1.2% |
0.62 |
0.4% |
14% |
False |
True |
641,363 |
20 |
163.69 |
160.11 |
3.58 |
2.2% |
0.61 |
0.4% |
8% |
False |
True |
525,094 |
40 |
163.78 |
160.11 |
3.67 |
2.3% |
0.55 |
0.3% |
7% |
False |
True |
450,865 |
60 |
163.78 |
160.11 |
3.67 |
2.3% |
0.55 |
0.3% |
7% |
False |
True |
305,524 |
80 |
163.78 |
159.78 |
4.00 |
2.5% |
0.53 |
0.3% |
15% |
False |
False |
229,753 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.95 |
2.618 |
162.06 |
1.618 |
161.52 |
1.000 |
161.19 |
0.618 |
160.98 |
HIGH |
160.65 |
0.618 |
160.44 |
0.500 |
160.38 |
0.382 |
160.32 |
LOW |
160.11 |
0.618 |
159.78 |
1.000 |
159.57 |
1.618 |
159.24 |
2.618 |
158.70 |
4.250 |
157.82 |
|
|
Fisher Pivots for day following 12-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
160.38 |
160.83 |
PP |
160.38 |
160.68 |
S1 |
160.38 |
160.53 |
|