Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 29-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2018 |
29-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
160.15 |
159.59 |
-0.56 |
-0.3% |
160.55 |
High |
160.36 |
159.64 |
-0.72 |
-0.4% |
161.13 |
Low |
159.74 |
158.66 |
-1.08 |
-0.7% |
159.66 |
Close |
159.79 |
158.71 |
-1.08 |
-0.7% |
159.79 |
Range |
0.62 |
0.98 |
0.36 |
58.1% |
1.47 |
ATR |
0.60 |
0.64 |
0.04 |
6.3% |
0.00 |
Volume |
1,017,774 |
840,357 |
-177,417 |
-17.4% |
4,060,789 |
|
Daily Pivots for day following 29-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.94 |
161.31 |
159.25 |
|
R3 |
160.96 |
160.33 |
158.98 |
|
R2 |
159.98 |
159.98 |
158.89 |
|
R1 |
159.35 |
159.35 |
158.80 |
159.18 |
PP |
159.00 |
159.00 |
159.00 |
158.92 |
S1 |
158.37 |
158.37 |
158.62 |
158.20 |
S2 |
158.02 |
158.02 |
158.53 |
|
S3 |
157.04 |
157.39 |
158.44 |
|
S4 |
156.06 |
156.41 |
158.17 |
|
|
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 |
158.66 |
2.47 |
1.6% |
0.73 |
0.5% |
2% |
False |
True |
859,065 |
10 |
161.13 |
158.66 |
2.47 |
1.6% |
0.59 |
0.4% |
2% |
False |
True |
699,172 |
20 |
162.04 |
158.66 |
3.38 |
2.1% |
0.61 |
0.4% |
1% |
False |
True |
670,267 |
40 |
163.78 |
158.66 |
5.12 |
3.2% |
0.59 |
0.4% |
1% |
False |
True |
610,969 |
60 |
163.78 |
158.66 |
5.12 |
3.2% |
0.55 |
0.3% |
1% |
False |
True |
420,496 |
80 |
163.78 |
158.66 |
5.12 |
3.2% |
0.54 |
0.3% |
1% |
False |
True |
316,774 |
100 |
163.78 |
158.66 |
5.12 |
3.2% |
0.53 |
0.3% |
1% |
False |
True |
253,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.81 |
2.618 |
162.21 |
1.618 |
161.23 |
1.000 |
160.62 |
0.618 |
160.25 |
HIGH |
159.64 |
0.618 |
159.27 |
0.500 |
159.15 |
0.382 |
159.03 |
LOW |
158.66 |
0.618 |
158.05 |
1.000 |
157.68 |
1.618 |
157.07 |
2.618 |
156.09 |
4.250 |
154.50 |
|
|
Fisher Pivots for day following 29-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
159.15 |
159.71 |
PP |
159.00 |
159.37 |
S1 |
158.86 |
159.04 |
|