Euro Bund Future March 2019
Trading Metrics calculated at close of trading on 11-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2019 |
11-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
163.93 |
164.25 |
0.32 |
0.2% |
163.93 |
High |
164.38 |
164.64 |
0.26 |
0.2% |
164.64 |
Low |
163.93 |
164.16 |
0.23 |
0.1% |
163.48 |
Close |
164.21 |
164.41 |
0.20 |
0.1% |
164.41 |
Range |
0.45 |
0.48 |
0.03 |
6.7% |
1.16 |
ATR |
0.62 |
0.61 |
-0.01 |
-1.6% |
0.00 |
Volume |
563,194 |
540,338 |
-22,856 |
-4.1% |
3,065,686 |
|
Daily Pivots for day following 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.84 |
165.61 |
164.67 |
|
R3 |
165.36 |
165.13 |
164.54 |
|
R2 |
164.88 |
164.88 |
164.50 |
|
R1 |
164.65 |
164.65 |
164.45 |
164.77 |
PP |
164.40 |
164.40 |
164.40 |
164.46 |
S1 |
164.17 |
164.17 |
164.37 |
164.29 |
S2 |
163.92 |
163.92 |
164.32 |
|
S3 |
163.44 |
163.69 |
164.28 |
|
S4 |
162.96 |
163.21 |
164.15 |
|
|
Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.66 |
167.19 |
165.05 |
|
R3 |
166.50 |
166.03 |
164.73 |
|
R2 |
165.34 |
165.34 |
164.62 |
|
R1 |
164.87 |
164.87 |
164.52 |
165.11 |
PP |
164.18 |
164.18 |
164.18 |
164.29 |
S1 |
163.71 |
163.71 |
164.30 |
163.95 |
S2 |
163.02 |
163.02 |
164.20 |
|
S3 |
161.86 |
162.55 |
164.09 |
|
S4 |
160.70 |
161.39 |
163.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
164.64 |
163.48 |
1.16 |
0.7% |
0.50 |
0.3% |
80% |
True |
False |
613,137 |
10 |
165.10 |
163.15 |
1.95 |
1.2% |
0.67 |
0.4% |
65% |
False |
False |
598,883 |
20 |
165.10 |
162.51 |
2.59 |
1.6% |
0.62 |
0.4% |
73% |
False |
False |
582,054 |
40 |
165.10 |
160.71 |
4.39 |
2.7% |
0.56 |
0.3% |
84% |
False |
False |
475,288 |
60 |
165.10 |
159.08 |
6.02 |
3.7% |
0.55 |
0.3% |
89% |
False |
False |
320,125 |
80 |
165.10 |
157.96 |
7.14 |
4.3% |
0.55 |
0.3% |
90% |
False |
False |
240,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.68 |
2.618 |
165.90 |
1.618 |
165.42 |
1.000 |
165.12 |
0.618 |
164.94 |
HIGH |
164.64 |
0.618 |
164.46 |
0.500 |
164.40 |
0.382 |
164.34 |
LOW |
164.16 |
0.618 |
163.86 |
1.000 |
163.68 |
1.618 |
163.38 |
2.618 |
162.90 |
4.250 |
162.12 |
|
|
Fisher Pivots for day following 11-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
164.41 |
164.29 |
PP |
164.40 |
164.18 |
S1 |
164.40 |
164.06 |
|