Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 25-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2018 |
25-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
160.85 |
160.57 |
-0.28 |
-0.2% |
160.46 |
High |
160.85 |
160.75 |
-0.10 |
-0.1% |
160.97 |
Low |
160.32 |
159.66 |
-0.66 |
-0.4% |
160.30 |
Close |
160.40 |
160.05 |
-0.35 |
-0.2% |
160.66 |
Range |
0.53 |
1.09 |
0.56 |
105.7% |
0.67 |
ATR |
0.56 |
0.60 |
0.04 |
6.7% |
0.00 |
Volume |
1,010,414 |
751,023 |
-259,391 |
-25.7% |
2,090,575 |
|
Daily Pivots for day following 25-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.42 |
162.83 |
160.65 |
|
R3 |
162.33 |
161.74 |
160.35 |
|
R2 |
161.24 |
161.24 |
160.25 |
|
R1 |
160.65 |
160.65 |
160.15 |
160.40 |
PP |
160.15 |
160.15 |
160.15 |
160.03 |
S1 |
159.56 |
159.56 |
159.95 |
159.31 |
S2 |
159.06 |
159.06 |
159.85 |
|
S3 |
157.97 |
158.47 |
159.75 |
|
S4 |
156.88 |
157.38 |
159.45 |
|
|
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 |
159.66 |
1.47 |
0.9% |
0.61 |
0.4% |
27% |
False |
True |
695,197 |
10 |
161.55 |
159.66 |
1.89 |
1.2% |
0.62 |
0.4% |
21% |
False |
True |
624,286 |
20 |
162.37 |
159.66 |
2.71 |
1.7% |
0.59 |
0.4% |
14% |
False |
True |
603,218 |
40 |
163.78 |
159.66 |
4.12 |
2.6% |
0.57 |
0.4% |
9% |
False |
True |
572,029 |
60 |
163.78 |
159.66 |
4.12 |
2.6% |
0.54 |
0.3% |
9% |
False |
True |
389,831 |
80 |
163.78 |
159.66 |
4.12 |
2.6% |
0.54 |
0.3% |
9% |
False |
True |
293,603 |
100 |
163.78 |
159.66 |
4.12 |
2.6% |
0.52 |
0.3% |
9% |
False |
True |
235,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.38 |
2.618 |
163.60 |
1.618 |
162.51 |
1.000 |
161.84 |
0.618 |
161.42 |
HIGH |
160.75 |
0.618 |
160.33 |
0.500 |
160.21 |
0.382 |
160.08 |
LOW |
159.66 |
0.618 |
158.99 |
1.000 |
158.57 |
1.618 |
157.90 |
2.618 |
156.81 |
4.250 |
155.03 |
|
|
Fisher Pivots for day following 25-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
160.21 |
160.40 |
PP |
160.15 |
160.28 |
S1 |
160.10 |
160.17 |
|