Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 18-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2018 |
18-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
160.78 |
160.62 |
-0.16 |
-0.1% |
161.64 |
High |
160.97 |
160.70 |
-0.27 |
-0.2% |
162.04 |
Low |
160.65 |
160.30 |
-0.35 |
-0.2% |
160.11 |
Close |
160.82 |
160.58 |
-0.24 |
-0.1% |
160.38 |
Range |
0.32 |
0.40 |
0.08 |
25.0% |
1.93 |
ATR |
0.59 |
0.59 |
-0.01 |
-0.9% |
0.00 |
Volume |
613,314 |
530,114 |
-83,200 |
-13.6% |
3,760,121 |
|
Daily Pivots for day following 18-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.73 |
161.55 |
160.80 |
|
R3 |
161.33 |
161.15 |
160.69 |
|
R2 |
160.93 |
160.93 |
160.65 |
|
R1 |
160.75 |
160.75 |
160.62 |
160.64 |
PP |
160.53 |
160.53 |
160.53 |
160.47 |
S1 |
160.35 |
160.35 |
160.54 |
160.24 |
S2 |
160.13 |
160.13 |
160.51 |
|
S3 |
159.73 |
159.95 |
160.47 |
|
S4 |
159.33 |
159.55 |
160.36 |
|
|
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% |
0.62 |
0.4% |
33% |
False |
False |
553,375 |
10 |
162.04 |
160.11 |
1.93 |
1.2% |
0.59 |
0.4% |
24% |
False |
False |
633,950 |
20 |
163.57 |
160.11 |
3.46 |
2.2% |
0.59 |
0.4% |
14% |
False |
False |
536,629 |
40 |
163.78 |
160.11 |
3.67 |
2.3% |
0.55 |
0.3% |
13% |
False |
False |
491,196 |
60 |
163.78 |
160.11 |
3.67 |
2.3% |
0.54 |
0.3% |
13% |
False |
False |
332,512 |
80 |
163.78 |
159.78 |
4.00 |
2.5% |
0.53 |
0.3% |
20% |
False |
False |
250,429 |
100 |
163.78 |
159.78 |
4.00 |
2.5% |
0.50 |
0.3% |
20% |
False |
False |
200,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.40 |
2.618 |
161.75 |
1.618 |
161.35 |
1.000 |
161.10 |
0.618 |
160.95 |
HIGH |
160.70 |
0.618 |
160.55 |
0.500 |
160.50 |
0.382 |
160.45 |
LOW |
160.30 |
0.618 |
160.05 |
1.000 |
159.90 |
1.618 |
159.65 |
2.618 |
159.25 |
4.250 |
158.60 |
|
|
Fisher Pivots for day following 18-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
160.55 |
160.64 |
PP |
160.53 |
160.62 |
S1 |
160.50 |
160.60 |
|