Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 16-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2018 |
16-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
160.42 |
160.46 |
0.04 |
0.0% |
161.64 |
High |
160.65 |
160.97 |
0.32 |
0.2% |
162.04 |
Low |
160.11 |
160.41 |
0.30 |
0.2% |
160.11 |
Close |
160.38 |
160.77 |
0.39 |
0.2% |
160.38 |
Range |
0.54 |
0.56 |
0.02 |
3.7% |
1.93 |
ATR |
0.61 |
0.61 |
0.00 |
-0.3% |
0.00 |
Volume |
328,101 |
514,175 |
186,074 |
56.7% |
3,760,121 |
|
Daily Pivots for day following 16-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.40 |
162.14 |
161.08 |
|
R3 |
161.84 |
161.58 |
160.92 |
|
R2 |
161.28 |
161.28 |
160.87 |
|
R1 |
161.02 |
161.02 |
160.82 |
161.15 |
PP |
160.72 |
160.72 |
160.72 |
160.78 |
S1 |
160.46 |
160.46 |
160.72 |
160.59 |
S2 |
160.16 |
160.16 |
160.67 |
|
S3 |
159.60 |
159.90 |
160.62 |
|
S4 |
159.04 |
159.34 |
160.46 |
|
|
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 |
162.00 |
160.11 |
1.89 |
1.2% |
0.73 |
0.5% |
35% |
False |
False |
709,985 |
10 |
162.04 |
160.11 |
1.93 |
1.2% |
0.64 |
0.4% |
34% |
False |
False |
644,221 |
20 |
163.69 |
160.11 |
3.58 |
2.2% |
0.60 |
0.4% |
18% |
False |
False |
521,250 |
40 |
163.78 |
160.11 |
3.67 |
2.3% |
0.55 |
0.3% |
18% |
False |
False |
463,408 |
60 |
163.78 |
160.11 |
3.67 |
2.3% |
0.55 |
0.3% |
18% |
False |
False |
314,073 |
80 |
163.78 |
159.78 |
4.00 |
2.5% |
0.53 |
0.3% |
25% |
False |
False |
236,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.35 |
2.618 |
162.44 |
1.618 |
161.88 |
1.000 |
161.53 |
0.618 |
161.32 |
HIGH |
160.97 |
0.618 |
160.76 |
0.500 |
160.69 |
0.382 |
160.62 |
LOW |
160.41 |
0.618 |
160.06 |
1.000 |
159.85 |
1.618 |
159.50 |
2.618 |
158.94 |
4.250 |
158.03 |
|
|
Fisher Pivots for day following 16-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
160.74 |
160.83 |
PP |
160.72 |
160.81 |
S1 |
160.69 |
160.79 |
|