Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 30-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2018 |
30-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
159.59 |
158.74 |
-0.85 |
-0.5% |
160.55 |
High |
159.64 |
159.18 |
-0.46 |
-0.3% |
161.13 |
Low |
158.66 |
158.73 |
0.07 |
0.0% |
159.66 |
Close |
158.71 |
158.91 |
0.20 |
0.1% |
159.79 |
Range |
0.98 |
0.45 |
-0.53 |
-54.1% |
1.47 |
ATR |
0.64 |
0.63 |
-0.01 |
-1.9% |
0.00 |
Volume |
840,357 |
917,380 |
77,023 |
9.2% |
4,060,789 |
|
Daily Pivots for day following 30-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.29 |
160.05 |
159.16 |
|
R3 |
159.84 |
159.60 |
159.03 |
|
R2 |
159.39 |
159.39 |
158.99 |
|
R1 |
159.15 |
159.15 |
158.95 |
159.27 |
PP |
158.94 |
158.94 |
158.94 |
159.00 |
S1 |
158.70 |
158.70 |
158.87 |
158.82 |
S2 |
158.49 |
158.49 |
158.83 |
|
S3 |
158.04 |
158.25 |
158.79 |
|
S4 |
157.59 |
157.80 |
158.66 |
|
|
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 |
160.85 |
158.66 |
2.19 |
1.4% |
0.73 |
0.5% |
11% |
False |
False |
907,389 |
10 |
161.13 |
158.66 |
2.47 |
1.6% |
0.58 |
0.4% |
10% |
False |
False |
739,492 |
20 |
162.04 |
158.66 |
3.38 |
2.1% |
0.61 |
0.4% |
7% |
False |
False |
691,856 |
40 |
163.78 |
158.66 |
5.12 |
3.2% |
0.59 |
0.4% |
5% |
False |
False |
628,324 |
60 |
163.78 |
158.66 |
5.12 |
3.2% |
0.55 |
0.3% |
5% |
False |
False |
435,638 |
80 |
163.78 |
158.66 |
5.12 |
3.2% |
0.54 |
0.3% |
5% |
False |
False |
328,222 |
100 |
163.78 |
158.66 |
5.12 |
3.2% |
0.53 |
0.3% |
5% |
False |
False |
262,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.09 |
2.618 |
160.36 |
1.618 |
159.91 |
1.000 |
159.63 |
0.618 |
159.46 |
HIGH |
159.18 |
0.618 |
159.01 |
0.500 |
158.96 |
0.382 |
158.90 |
LOW |
158.73 |
0.618 |
158.45 |
1.000 |
158.28 |
1.618 |
158.00 |
2.618 |
157.55 |
4.250 |
156.82 |
|
|
Fisher Pivots for day following 30-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
158.96 |
159.51 |
PP |
158.94 |
159.31 |
S1 |
158.93 |
159.11 |
|