Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 19-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2018 |
19-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
160.62 |
160.42 |
-0.20 |
-0.1% |
160.46 |
High |
160.70 |
160.85 |
0.15 |
0.1% |
160.97 |
Low |
160.30 |
160.31 |
0.01 |
0.0% |
160.30 |
Close |
160.58 |
160.66 |
0.08 |
0.0% |
160.66 |
Range |
0.40 |
0.54 |
0.14 |
35.0% |
0.67 |
ATR |
0.59 |
0.58 |
0.00 |
-0.6% |
0.00 |
Volume |
530,114 |
432,972 |
-97,142 |
-18.3% |
2,090,575 |
|
Daily Pivots for day following 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.23 |
161.98 |
160.96 |
|
R3 |
161.69 |
161.44 |
160.81 |
|
R2 |
161.15 |
161.15 |
160.76 |
|
R1 |
160.90 |
160.90 |
160.71 |
161.03 |
PP |
160.61 |
160.61 |
160.61 |
160.67 |
S1 |
160.36 |
160.36 |
160.61 |
160.49 |
S2 |
160.07 |
160.07 |
160.56 |
|
S3 |
159.53 |
159.82 |
160.51 |
|
S4 |
158.99 |
159.28 |
160.36 |
|
|
Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.65 |
162.33 |
161.03 |
|
R3 |
161.98 |
161.66 |
160.84 |
|
R2 |
161.31 |
161.31 |
160.78 |
|
R1 |
160.99 |
160.99 |
160.72 |
161.15 |
PP |
160.64 |
160.64 |
160.64 |
160.73 |
S1 |
160.32 |
160.32 |
160.60 |
160.48 |
S2 |
159.97 |
159.97 |
160.54 |
|
S3 |
159.30 |
159.65 |
160.48 |
|
S4 |
158.63 |
158.98 |
160.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
160.97 |
160.11 |
0.86 |
0.5% |
0.47 |
0.3% |
64% |
False |
False |
483,735 |
10 |
162.04 |
160.11 |
1.93 |
1.2% |
0.59 |
0.4% |
28% |
False |
False |
630,538 |
20 |
163.37 |
160.11 |
3.26 |
2.0% |
0.61 |
0.4% |
17% |
False |
False |
527,421 |
40 |
163.78 |
160.11 |
3.67 |
2.3% |
0.55 |
0.3% |
15% |
False |
False |
500,483 |
60 |
163.78 |
160.11 |
3.67 |
2.3% |
0.54 |
0.3% |
15% |
False |
False |
339,571 |
80 |
163.78 |
159.78 |
4.00 |
2.5% |
0.53 |
0.3% |
22% |
False |
False |
255,836 |
100 |
163.78 |
159.78 |
4.00 |
2.5% |
0.50 |
0.3% |
22% |
False |
False |
204,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.15 |
2.618 |
162.26 |
1.618 |
161.72 |
1.000 |
161.39 |
0.618 |
161.18 |
HIGH |
160.85 |
0.618 |
160.64 |
0.500 |
160.58 |
0.382 |
160.52 |
LOW |
160.31 |
0.618 |
159.98 |
1.000 |
159.77 |
1.618 |
159.44 |
2.618 |
158.90 |
4.250 |
158.02 |
|
|
Fisher Pivots for day following 19-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
160.63 |
160.65 |
PP |
160.61 |
160.64 |
S1 |
160.58 |
160.64 |
|