Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 26-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2018 |
26-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
160.57 |
160.15 |
-0.42 |
-0.3% |
160.55 |
High |
160.75 |
160.36 |
-0.39 |
-0.2% |
161.13 |
Low |
159.66 |
159.74 |
0.08 |
0.1% |
159.66 |
Close |
160.05 |
159.79 |
-0.26 |
-0.2% |
159.79 |
Range |
1.09 |
0.62 |
-0.47 |
-43.1% |
1.47 |
ATR |
0.60 |
0.60 |
0.00 |
0.3% |
0.00 |
Volume |
751,023 |
1,017,774 |
266,751 |
35.5% |
4,060,789 |
|
Daily Pivots for day following 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.82 |
161.43 |
160.13 |
|
R3 |
161.20 |
160.81 |
159.96 |
|
R2 |
160.58 |
160.58 |
159.90 |
|
R1 |
160.19 |
160.19 |
159.85 |
160.08 |
PP |
159.96 |
159.96 |
159.96 |
159.91 |
S1 |
159.57 |
159.57 |
159.73 |
159.46 |
S2 |
159.34 |
159.34 |
159.68 |
|
S3 |
158.72 |
158.95 |
159.62 |
|
S4 |
158.10 |
158.33 |
159.45 |
|
|
Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.60 |
163.67 |
160.60 |
|
R3 |
163.13 |
162.20 |
160.19 |
|
R2 |
161.66 |
161.66 |
160.06 |
|
R1 |
160.73 |
160.73 |
159.92 |
160.46 |
PP |
160.19 |
160.19 |
160.19 |
160.06 |
S1 |
159.26 |
159.26 |
159.66 |
158.99 |
S2 |
158.72 |
158.72 |
159.52 |
|
S3 |
157.25 |
157.79 |
159.39 |
|
S4 |
155.78 |
156.32 |
158.98 |
|
|
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% |
0.63 |
0.4% |
9% |
False |
False |
812,157 |
10 |
161.13 |
159.66 |
1.47 |
0.9% |
0.55 |
0.3% |
9% |
False |
False |
647,946 |
20 |
162.28 |
159.66 |
2.62 |
1.6% |
0.59 |
0.4% |
5% |
False |
False |
640,752 |
40 |
163.78 |
159.66 |
4.12 |
2.6% |
0.58 |
0.4% |
3% |
False |
False |
594,036 |
60 |
163.78 |
159.66 |
4.12 |
2.6% |
0.54 |
0.3% |
3% |
False |
False |
406,633 |
80 |
163.78 |
159.66 |
4.12 |
2.6% |
0.54 |
0.3% |
3% |
False |
False |
306,287 |
100 |
163.78 |
159.66 |
4.12 |
2.6% |
0.53 |
0.3% |
3% |
False |
False |
245,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.00 |
2.618 |
161.98 |
1.618 |
161.36 |
1.000 |
160.98 |
0.618 |
160.74 |
HIGH |
160.36 |
0.618 |
160.12 |
0.500 |
160.05 |
0.382 |
159.98 |
LOW |
159.74 |
0.618 |
159.36 |
1.000 |
159.12 |
1.618 |
158.74 |
2.618 |
158.12 |
4.250 |
157.11 |
|
|
Fisher Pivots for day following 26-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
160.05 |
160.26 |
PP |
159.96 |
160.10 |
S1 |
159.88 |
159.95 |
|