Euro Bund Future March 2019
Trading Metrics calculated at close of trading on 24-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2019 |
24-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
164.65 |
164.72 |
0.07 |
0.0% |
164.51 |
High |
164.77 |
165.54 |
0.77 |
0.5% |
164.98 |
Low |
164.34 |
164.59 |
0.25 |
0.2% |
163.84 |
Close |
164.57 |
165.32 |
0.75 |
0.5% |
164.07 |
Range |
0.43 |
0.95 |
0.52 |
120.9% |
1.14 |
ATR |
0.59 |
0.62 |
0.03 |
4.6% |
0.00 |
Volume |
890,974 |
603,232 |
-287,742 |
-32.3% |
2,896,134 |
|
Daily Pivots for day following 24-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.00 |
167.61 |
165.84 |
|
R3 |
167.05 |
166.66 |
165.58 |
|
R2 |
166.10 |
166.10 |
165.49 |
|
R1 |
165.71 |
165.71 |
165.41 |
165.91 |
PP |
165.15 |
165.15 |
165.15 |
165.25 |
S1 |
164.76 |
164.76 |
165.23 |
164.96 |
S2 |
164.20 |
164.20 |
165.15 |
|
S3 |
163.25 |
163.81 |
165.06 |
|
S4 |
162.30 |
162.86 |
164.80 |
|
|
Weekly Pivots for week ending 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.72 |
167.03 |
164.70 |
|
R3 |
166.58 |
165.89 |
164.38 |
|
R2 |
165.44 |
165.44 |
164.28 |
|
R1 |
164.75 |
164.75 |
164.17 |
164.53 |
PP |
164.30 |
164.30 |
164.30 |
164.18 |
S1 |
163.61 |
163.61 |
163.97 |
163.39 |
S2 |
163.16 |
163.16 |
163.86 |
|
S3 |
162.02 |
162.47 |
163.76 |
|
S4 |
160.88 |
161.33 |
163.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
165.54 |
163.84 |
1.70 |
1.0% |
0.63 |
0.4% |
87% |
True |
False |
615,829 |
10 |
165.54 |
163.84 |
1.70 |
1.0% |
0.57 |
0.3% |
87% |
True |
False |
609,443 |
20 |
165.54 |
163.15 |
2.39 |
1.4% |
0.62 |
0.4% |
91% |
True |
False |
585,009 |
40 |
165.54 |
161.32 |
4.22 |
2.6% |
0.58 |
0.4% |
95% |
True |
False |
593,949 |
60 |
165.54 |
159.93 |
5.61 |
3.4% |
0.55 |
0.3% |
96% |
True |
False |
402,350 |
80 |
165.54 |
157.96 |
7.58 |
4.6% |
0.57 |
0.3% |
97% |
True |
False |
302,736 |
100 |
165.54 |
157.96 |
7.58 |
4.6% |
0.53 |
0.3% |
97% |
True |
False |
242,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.58 |
2.618 |
168.03 |
1.618 |
167.08 |
1.000 |
166.49 |
0.618 |
166.13 |
HIGH |
165.54 |
0.618 |
165.18 |
0.500 |
165.07 |
0.382 |
164.95 |
LOW |
164.59 |
0.618 |
164.00 |
1.000 |
163.64 |
1.618 |
163.05 |
2.618 |
162.10 |
4.250 |
160.55 |
|
|
Fisher Pivots for day following 24-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
165.24 |
165.16 |
PP |
165.15 |
164.99 |
S1 |
165.07 |
164.83 |
|