Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 23-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2018 |
23-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
160.55 |
160.70 |
0.15 |
0.1% |
160.46 |
High |
160.82 |
161.13 |
0.31 |
0.2% |
160.97 |
Low |
160.38 |
160.68 |
0.30 |
0.2% |
160.30 |
Close |
160.74 |
160.80 |
0.06 |
0.0% |
160.66 |
Range |
0.44 |
0.45 |
0.01 |
2.3% |
0.67 |
ATR |
0.57 |
0.56 |
-0.01 |
-1.5% |
0.00 |
Volume |
605,821 |
675,757 |
69,936 |
11.5% |
2,090,575 |
|
Daily Pivots for day following 23-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.22 |
161.96 |
161.05 |
|
R3 |
161.77 |
161.51 |
160.92 |
|
R2 |
161.32 |
161.32 |
160.88 |
|
R1 |
161.06 |
161.06 |
160.84 |
161.19 |
PP |
160.87 |
160.87 |
160.87 |
160.94 |
S1 |
160.61 |
160.61 |
160.76 |
160.74 |
S2 |
160.42 |
160.42 |
160.72 |
|
S3 |
159.97 |
160.16 |
160.68 |
|
S4 |
159.52 |
159.71 |
160.55 |
|
|
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 |
161.13 |
160.30 |
0.83 |
0.5% |
0.43 |
0.3% |
60% |
True |
False |
571,595 |
10 |
162.00 |
160.11 |
1.89 |
1.2% |
0.58 |
0.4% |
37% |
False |
False |
640,790 |
20 |
162.37 |
160.11 |
2.26 |
1.4% |
0.54 |
0.3% |
31% |
False |
False |
537,696 |
40 |
163.78 |
160.11 |
3.67 |
2.3% |
0.55 |
0.3% |
19% |
False |
False |
531,011 |
60 |
163.78 |
160.11 |
3.67 |
2.3% |
0.54 |
0.3% |
19% |
False |
False |
360,637 |
80 |
163.78 |
159.78 |
4.00 |
2.5% |
0.53 |
0.3% |
26% |
False |
False |
271,676 |
100 |
163.78 |
159.78 |
4.00 |
2.5% |
0.51 |
0.3% |
26% |
False |
False |
217,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.04 |
2.618 |
162.31 |
1.618 |
161.86 |
1.000 |
161.58 |
0.618 |
161.41 |
HIGH |
161.13 |
0.618 |
160.96 |
0.500 |
160.91 |
0.382 |
160.85 |
LOW |
160.68 |
0.618 |
160.40 |
1.000 |
160.23 |
1.618 |
159.95 |
2.618 |
159.50 |
4.250 |
158.77 |
|
|
Fisher Pivots for day following 23-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
160.91 |
160.77 |
PP |
160.87 |
160.75 |
S1 |
160.84 |
160.72 |
|