Euro Bund Future March 2019
Trading Metrics calculated at close of trading on 14-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2019 |
14-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
164.25 |
164.51 |
0.26 |
0.2% |
163.93 |
High |
164.64 |
164.88 |
0.24 |
0.1% |
164.64 |
Low |
164.16 |
164.43 |
0.27 |
0.2% |
163.48 |
Close |
164.41 |
164.57 |
0.16 |
0.1% |
164.41 |
Range |
0.48 |
0.45 |
-0.03 |
-6.3% |
1.16 |
ATR |
0.61 |
0.60 |
-0.01 |
-1.6% |
0.00 |
Volume |
540,338 |
706,551 |
166,213 |
30.8% |
3,065,686 |
|
Daily Pivots for day following 14-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.98 |
165.72 |
164.82 |
|
R3 |
165.53 |
165.27 |
164.69 |
|
R2 |
165.08 |
165.08 |
164.65 |
|
R1 |
164.82 |
164.82 |
164.61 |
164.95 |
PP |
164.63 |
164.63 |
164.63 |
164.69 |
S1 |
164.37 |
164.37 |
164.53 |
164.50 |
S2 |
164.18 |
164.18 |
164.49 |
|
S3 |
163.73 |
163.92 |
164.45 |
|
S4 |
163.28 |
163.47 |
164.32 |
|
|
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 |
164.88 |
163.48 |
1.40 |
0.9% |
0.48 |
0.3% |
78% |
True |
False |
622,713 |
10 |
165.10 |
163.42 |
1.68 |
1.0% |
0.66 |
0.4% |
68% |
False |
False |
636,002 |
20 |
165.10 |
162.51 |
2.59 |
1.6% |
0.61 |
0.4% |
80% |
False |
False |
580,317 |
40 |
165.10 |
160.72 |
4.38 |
2.7% |
0.56 |
0.3% |
88% |
False |
False |
492,321 |
60 |
165.10 |
159.08 |
6.02 |
3.7% |
0.55 |
0.3% |
91% |
False |
False |
331,840 |
80 |
165.10 |
157.96 |
7.14 |
4.3% |
0.55 |
0.3% |
93% |
False |
False |
249,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.79 |
2.618 |
166.06 |
1.618 |
165.61 |
1.000 |
165.33 |
0.618 |
165.16 |
HIGH |
164.88 |
0.618 |
164.71 |
0.500 |
164.66 |
0.382 |
164.60 |
LOW |
164.43 |
0.618 |
164.15 |
1.000 |
163.98 |
1.618 |
163.70 |
2.618 |
163.25 |
4.250 |
162.52 |
|
|
Fisher Pivots for day following 14-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
164.66 |
164.52 |
PP |
164.63 |
164.46 |
S1 |
164.60 |
164.41 |
|