Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 31-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2018 |
31-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
158.74 |
158.96 |
0.22 |
0.1% |
160.55 |
High |
159.18 |
159.33 |
0.15 |
0.1% |
161.13 |
Low |
158.73 |
158.50 |
-0.23 |
-0.1% |
159.66 |
Close |
158.91 |
158.82 |
-0.09 |
-0.1% |
159.79 |
Range |
0.45 |
0.83 |
0.38 |
84.4% |
1.47 |
ATR |
0.63 |
0.64 |
0.01 |
2.3% |
0.00 |
Volume |
917,380 |
1,077,614 |
160,234 |
17.5% |
4,060,789 |
|
Daily Pivots for day following 31-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.37 |
160.93 |
159.28 |
|
R3 |
160.54 |
160.10 |
159.05 |
|
R2 |
159.71 |
159.71 |
158.97 |
|
R1 |
159.27 |
159.27 |
158.90 |
159.08 |
PP |
158.88 |
158.88 |
158.88 |
158.79 |
S1 |
158.44 |
158.44 |
158.74 |
158.25 |
S2 |
158.05 |
158.05 |
158.67 |
|
S3 |
157.22 |
157.61 |
158.59 |
|
S4 |
156.39 |
156.78 |
158.36 |
|
|
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 |
160.75 |
158.50 |
2.25 |
1.4% |
0.79 |
0.5% |
14% |
False |
True |
920,829 |
10 |
161.13 |
158.50 |
2.63 |
1.7% |
0.63 |
0.4% |
12% |
False |
True |
785,922 |
20 |
162.04 |
158.50 |
3.54 |
2.2% |
0.62 |
0.4% |
9% |
False |
True |
715,461 |
40 |
163.78 |
158.50 |
5.28 |
3.3% |
0.59 |
0.4% |
6% |
False |
True |
642,334 |
60 |
163.78 |
158.50 |
5.28 |
3.3% |
0.56 |
0.4% |
6% |
False |
True |
453,361 |
80 |
163.78 |
158.50 |
5.28 |
3.3% |
0.54 |
0.3% |
6% |
False |
True |
341,691 |
100 |
163.78 |
158.50 |
5.28 |
3.3% |
0.53 |
0.3% |
6% |
False |
True |
273,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.86 |
2.618 |
161.50 |
1.618 |
160.67 |
1.000 |
160.16 |
0.618 |
159.84 |
HIGH |
159.33 |
0.618 |
159.01 |
0.500 |
158.92 |
0.382 |
158.82 |
LOW |
158.50 |
0.618 |
157.99 |
1.000 |
157.67 |
1.618 |
157.16 |
2.618 |
156.33 |
4.250 |
154.97 |
|
|
Fisher Pivots for day following 31-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
158.92 |
159.07 |
PP |
158.88 |
158.99 |
S1 |
158.85 |
158.90 |
|