Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 17-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2018 |
17-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
160.46 |
160.78 |
0.32 |
0.2% |
161.64 |
High |
160.97 |
160.97 |
0.00 |
0.0% |
162.04 |
Low |
160.41 |
160.65 |
0.24 |
0.1% |
160.11 |
Close |
160.77 |
160.82 |
0.05 |
0.0% |
160.38 |
Range |
0.56 |
0.32 |
-0.24 |
-42.9% |
1.93 |
ATR |
0.61 |
0.59 |
-0.02 |
-3.4% |
0.00 |
Volume |
514,175 |
613,314 |
99,139 |
19.3% |
3,760,121 |
|
Daily Pivots for day following 17-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.77 |
161.62 |
161.00 |
|
R3 |
161.45 |
161.30 |
160.91 |
|
R2 |
161.13 |
161.13 |
160.88 |
|
R1 |
160.98 |
160.98 |
160.85 |
161.06 |
PP |
160.81 |
160.81 |
160.81 |
160.85 |
S1 |
160.66 |
160.66 |
160.79 |
160.74 |
S2 |
160.49 |
160.49 |
160.76 |
|
S3 |
160.17 |
160.34 |
160.73 |
|
S4 |
159.85 |
160.02 |
160.64 |
|
|
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 |
161.55 |
160.11 |
1.44 |
0.9% |
0.63 |
0.4% |
49% |
False |
False |
658,524 |
10 |
162.04 |
160.11 |
1.93 |
1.2% |
0.61 |
0.4% |
37% |
False |
False |
644,999 |
20 |
163.69 |
160.11 |
3.58 |
2.2% |
0.59 |
0.4% |
20% |
False |
False |
529,416 |
40 |
163.78 |
160.11 |
3.67 |
2.3% |
0.55 |
0.3% |
19% |
False |
False |
478,490 |
60 |
163.78 |
160.11 |
3.67 |
2.3% |
0.54 |
0.3% |
19% |
False |
False |
324,104 |
80 |
163.78 |
159.78 |
4.00 |
2.5% |
0.53 |
0.3% |
26% |
False |
False |
243,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.33 |
2.618 |
161.81 |
1.618 |
161.49 |
1.000 |
161.29 |
0.618 |
161.17 |
HIGH |
160.97 |
0.618 |
160.85 |
0.500 |
160.81 |
0.382 |
160.77 |
LOW |
160.65 |
0.618 |
160.45 |
1.000 |
160.33 |
1.618 |
160.13 |
2.618 |
159.81 |
4.250 |
159.29 |
|
|
Fisher Pivots for day following 17-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
160.82 |
160.73 |
PP |
160.81 |
160.63 |
S1 |
160.81 |
160.54 |
|