Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 01-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2018 |
01-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
158.96 |
158.55 |
-0.41 |
-0.3% |
160.55 |
High |
159.33 |
158.81 |
-0.52 |
-0.3% |
161.13 |
Low |
158.50 |
158.15 |
-0.35 |
-0.2% |
159.66 |
Close |
158.82 |
158.60 |
-0.22 |
-0.1% |
159.79 |
Range |
0.83 |
0.66 |
-0.17 |
-20.5% |
1.47 |
ATR |
0.64 |
0.64 |
0.00 |
0.3% |
0.00 |
Volume |
1,077,614 |
1,033,697 |
-43,917 |
-4.1% |
4,060,789 |
|
Daily Pivots for day following 01-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.50 |
160.21 |
158.96 |
|
R3 |
159.84 |
159.55 |
158.78 |
|
R2 |
159.18 |
159.18 |
158.72 |
|
R1 |
158.89 |
158.89 |
158.66 |
159.04 |
PP |
158.52 |
158.52 |
158.52 |
158.59 |
S1 |
158.23 |
158.23 |
158.54 |
158.38 |
S2 |
157.86 |
157.86 |
158.48 |
|
S3 |
157.20 |
157.57 |
158.42 |
|
S4 |
156.54 |
156.91 |
158.24 |
|
|
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 |
160.36 |
158.15 |
2.21 |
1.4% |
0.71 |
0.4% |
20% |
False |
True |
977,364 |
10 |
161.13 |
158.15 |
2.98 |
1.9% |
0.66 |
0.4% |
15% |
False |
True |
836,280 |
20 |
162.04 |
158.15 |
3.89 |
2.5% |
0.62 |
0.4% |
12% |
False |
True |
735,115 |
40 |
163.78 |
158.15 |
5.63 |
3.5% |
0.57 |
0.4% |
8% |
False |
True |
639,835 |
60 |
163.78 |
158.15 |
5.63 |
3.5% |
0.56 |
0.4% |
8% |
False |
True |
470,366 |
80 |
163.78 |
158.15 |
5.63 |
3.5% |
0.55 |
0.3% |
8% |
False |
True |
354,611 |
100 |
163.78 |
158.15 |
5.63 |
3.5% |
0.53 |
0.3% |
8% |
False |
True |
284,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.62 |
2.618 |
160.54 |
1.618 |
159.88 |
1.000 |
159.47 |
0.618 |
159.22 |
HIGH |
158.81 |
0.618 |
158.56 |
0.500 |
158.48 |
0.382 |
158.40 |
LOW |
158.15 |
0.618 |
157.74 |
1.000 |
157.49 |
1.618 |
157.08 |
2.618 |
156.42 |
4.250 |
155.35 |
|
|
Fisher Pivots for day following 01-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
158.56 |
158.74 |
PP |
158.52 |
158.69 |
S1 |
158.48 |
158.65 |
|