Euro Bund Future March 2019
Trading Metrics calculated at close of trading on 04-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2019 |
04-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
164.91 |
165.01 |
0.10 |
0.1% |
163.70 |
High |
165.10 |
165.04 |
-0.06 |
0.0% |
165.10 |
Low |
164.38 |
163.88 |
-0.50 |
-0.3% |
163.58 |
Close |
164.82 |
163.97 |
-0.85 |
-0.5% |
163.97 |
Range |
0.72 |
1.16 |
0.44 |
61.1% |
1.52 |
ATR |
0.62 |
0.65 |
0.04 |
6.3% |
0.00 |
Volume |
649,416 |
541,364 |
-108,052 |
-16.6% |
1,874,456 |
|
Daily Pivots for day following 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.78 |
167.03 |
164.61 |
|
R3 |
166.62 |
165.87 |
164.29 |
|
R2 |
165.46 |
165.46 |
164.18 |
|
R1 |
164.71 |
164.71 |
164.08 |
164.51 |
PP |
164.30 |
164.30 |
164.30 |
164.19 |
S1 |
163.55 |
163.55 |
163.86 |
163.35 |
S2 |
163.14 |
163.14 |
163.76 |
|
S3 |
161.98 |
162.39 |
163.65 |
|
S4 |
160.82 |
161.23 |
163.33 |
|
|
Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.78 |
167.89 |
164.81 |
|
R3 |
167.26 |
166.37 |
164.39 |
|
R2 |
165.74 |
165.74 |
164.25 |
|
R1 |
164.85 |
164.85 |
164.11 |
165.30 |
PP |
164.22 |
164.22 |
164.22 |
164.44 |
S1 |
163.33 |
163.33 |
163.83 |
163.78 |
S2 |
162.70 |
162.70 |
163.69 |
|
S3 |
161.18 |
161.81 |
163.55 |
|
S4 |
159.66 |
160.29 |
163.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
165.10 |
163.15 |
1.95 |
1.2% |
0.84 |
0.5% |
42% |
False |
False |
584,629 |
10 |
165.10 |
162.96 |
2.14 |
1.3% |
0.64 |
0.4% |
47% |
False |
False |
536,618 |
20 |
165.10 |
161.88 |
3.22 |
2.0% |
0.65 |
0.4% |
65% |
False |
False |
659,195 |
40 |
165.10 |
159.93 |
5.17 |
3.2% |
0.55 |
0.3% |
78% |
False |
False |
400,222 |
60 |
165.10 |
158.10 |
7.00 |
4.3% |
0.55 |
0.3% |
84% |
False |
False |
269,149 |
80 |
165.10 |
157.96 |
7.14 |
4.4% |
0.53 |
0.3% |
84% |
False |
False |
203,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.97 |
2.618 |
168.08 |
1.618 |
166.92 |
1.000 |
166.20 |
0.618 |
165.76 |
HIGH |
165.04 |
0.618 |
164.60 |
0.500 |
164.46 |
0.382 |
164.32 |
LOW |
163.88 |
0.618 |
163.16 |
1.000 |
162.72 |
1.618 |
162.00 |
2.618 |
160.84 |
4.250 |
158.95 |
|
|
Fisher Pivots for day following 04-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
164.46 |
164.34 |
PP |
164.30 |
164.22 |
S1 |
164.13 |
164.09 |
|