Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 24-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2018 |
24-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
160.70 |
160.85 |
0.15 |
0.1% |
160.46 |
High |
161.13 |
160.85 |
-0.28 |
-0.2% |
160.97 |
Low |
160.68 |
160.32 |
-0.36 |
-0.2% |
160.30 |
Close |
160.80 |
160.40 |
-0.40 |
-0.2% |
160.66 |
Range |
0.45 |
0.53 |
0.08 |
17.8% |
0.67 |
ATR |
0.56 |
0.56 |
0.00 |
-0.4% |
0.00 |
Volume |
675,757 |
1,010,414 |
334,657 |
49.5% |
2,090,575 |
|
Daily Pivots for day following 24-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.11 |
161.79 |
160.69 |
|
R3 |
161.58 |
161.26 |
160.55 |
|
R2 |
161.05 |
161.05 |
160.50 |
|
R1 |
160.73 |
160.73 |
160.45 |
160.63 |
PP |
160.52 |
160.52 |
160.52 |
160.47 |
S1 |
160.20 |
160.20 |
160.35 |
160.10 |
S2 |
159.99 |
159.99 |
160.30 |
|
S3 |
159.46 |
159.67 |
160.25 |
|
S4 |
158.93 |
159.14 |
160.11 |
|
|
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% |
0.47 |
0.3% |
12% |
False |
False |
651,015 |
10 |
161.55 |
160.11 |
1.44 |
0.9% |
0.55 |
0.3% |
20% |
False |
False |
654,770 |
20 |
162.37 |
160.11 |
2.26 |
1.4% |
0.55 |
0.3% |
13% |
False |
False |
578,099 |
40 |
163.78 |
160.11 |
3.67 |
2.3% |
0.56 |
0.3% |
8% |
False |
False |
555,221 |
60 |
163.78 |
160.11 |
3.67 |
2.3% |
0.53 |
0.3% |
8% |
False |
False |
377,376 |
80 |
163.78 |
160.11 |
3.67 |
2.3% |
0.53 |
0.3% |
8% |
False |
False |
284,220 |
100 |
163.78 |
159.78 |
4.00 |
2.5% |
0.51 |
0.3% |
16% |
False |
False |
227,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.10 |
2.618 |
162.24 |
1.618 |
161.71 |
1.000 |
161.38 |
0.618 |
161.18 |
HIGH |
160.85 |
0.618 |
160.65 |
0.500 |
160.59 |
0.382 |
160.52 |
LOW |
160.32 |
0.618 |
159.99 |
1.000 |
159.79 |
1.618 |
159.46 |
2.618 |
158.93 |
4.250 |
158.07 |
|
|
Fisher Pivots for day following 24-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
160.59 |
160.73 |
PP |
160.52 |
160.62 |
S1 |
160.46 |
160.51 |
|