Euro Bund Future March 2019
Trading Metrics calculated at close of trading on 10-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2019 |
10-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
163.71 |
163.93 |
0.22 |
0.1% |
163.70 |
High |
164.11 |
164.38 |
0.27 |
0.2% |
165.10 |
Low |
163.48 |
163.93 |
0.45 |
0.3% |
163.58 |
Close |
163.96 |
164.21 |
0.25 |
0.2% |
163.97 |
Range |
0.63 |
0.45 |
-0.18 |
-28.6% |
1.52 |
ATR |
0.63 |
0.62 |
-0.01 |
-2.1% |
0.00 |
Volume |
647,105 |
563,194 |
-83,911 |
-13.0% |
1,874,456 |
|
Daily Pivots for day following 10-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.52 |
165.32 |
164.46 |
|
R3 |
165.07 |
164.87 |
164.33 |
|
R2 |
164.62 |
164.62 |
164.29 |
|
R1 |
164.42 |
164.42 |
164.25 |
164.52 |
PP |
164.17 |
164.17 |
164.17 |
164.23 |
S1 |
163.97 |
163.97 |
164.17 |
164.07 |
S2 |
163.72 |
163.72 |
164.13 |
|
S3 |
163.27 |
163.52 |
164.09 |
|
S4 |
162.82 |
163.07 |
163.96 |
|
|
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 |
165.04 |
163.48 |
1.56 |
1.0% |
0.64 |
0.4% |
47% |
False |
False |
613,342 |
10 |
165.10 |
163.15 |
1.95 |
1.2% |
0.65 |
0.4% |
54% |
False |
False |
578,321 |
20 |
165.10 |
162.51 |
2.59 |
1.6% |
0.62 |
0.4% |
66% |
False |
False |
588,591 |
40 |
165.10 |
160.10 |
5.00 |
3.0% |
0.56 |
0.3% |
82% |
False |
False |
462,549 |
60 |
165.10 |
158.75 |
6.35 |
3.9% |
0.55 |
0.3% |
86% |
False |
False |
311,147 |
80 |
165.10 |
157.96 |
7.14 |
4.3% |
0.55 |
0.3% |
88% |
False |
False |
234,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.29 |
2.618 |
165.56 |
1.618 |
165.11 |
1.000 |
164.83 |
0.618 |
164.66 |
HIGH |
164.38 |
0.618 |
164.21 |
0.500 |
164.16 |
0.382 |
164.10 |
LOW |
163.93 |
0.618 |
163.65 |
1.000 |
163.48 |
1.618 |
163.20 |
2.618 |
162.75 |
4.250 |
162.02 |
|
|
Fisher Pivots for day following 10-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
164.19 |
164.12 |
PP |
164.17 |
164.02 |
S1 |
164.16 |
163.93 |
|