Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 22-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2018 |
22-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
160.42 |
160.55 |
0.13 |
0.1% |
160.46 |
High |
160.85 |
160.82 |
-0.03 |
0.0% |
160.97 |
Low |
160.31 |
160.38 |
0.07 |
0.0% |
160.30 |
Close |
160.66 |
160.74 |
0.08 |
0.0% |
160.66 |
Range |
0.54 |
0.44 |
-0.10 |
-18.5% |
0.67 |
ATR |
0.58 |
0.57 |
-0.01 |
-1.7% |
0.00 |
Volume |
432,972 |
605,821 |
172,849 |
39.9% |
2,090,575 |
|
Daily Pivots for day following 22-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.97 |
161.79 |
160.98 |
|
R3 |
161.53 |
161.35 |
160.86 |
|
R2 |
161.09 |
161.09 |
160.82 |
|
R1 |
160.91 |
160.91 |
160.78 |
161.00 |
PP |
160.65 |
160.65 |
160.65 |
160.69 |
S1 |
160.47 |
160.47 |
160.70 |
160.56 |
S2 |
160.21 |
160.21 |
160.66 |
|
S3 |
159.77 |
160.03 |
160.62 |
|
S4 |
159.33 |
159.59 |
160.50 |
|
|
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 |
160.30 |
0.67 |
0.4% |
0.45 |
0.3% |
66% |
False |
False |
539,279 |
10 |
162.04 |
160.11 |
1.93 |
1.2% |
0.60 |
0.4% |
33% |
False |
False |
645,651 |
20 |
162.48 |
160.11 |
2.37 |
1.5% |
0.57 |
0.4% |
27% |
False |
False |
523,671 |
40 |
163.78 |
160.11 |
3.67 |
2.3% |
0.55 |
0.3% |
17% |
False |
False |
514,430 |
60 |
163.78 |
160.11 |
3.67 |
2.3% |
0.54 |
0.3% |
17% |
False |
False |
349,550 |
80 |
163.78 |
159.78 |
4.00 |
2.5% |
0.53 |
0.3% |
24% |
False |
False |
263,315 |
100 |
163.78 |
159.78 |
4.00 |
2.5% |
0.50 |
0.3% |
24% |
False |
False |
210,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.69 |
2.618 |
161.97 |
1.618 |
161.53 |
1.000 |
161.26 |
0.618 |
161.09 |
HIGH |
160.82 |
0.618 |
160.65 |
0.500 |
160.60 |
0.382 |
160.55 |
LOW |
160.38 |
0.618 |
160.11 |
1.000 |
159.94 |
1.618 |
159.67 |
2.618 |
159.23 |
4.250 |
158.51 |
|
|
Fisher Pivots for day following 22-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
160.69 |
160.69 |
PP |
160.65 |
160.63 |
S1 |
160.60 |
160.58 |
|