Euro Bund Future March 2019
| Trading Metrics calculated at close of trading on 15-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2019 |
15-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
164.51 |
164.62 |
0.11 |
0.1% |
163.93 |
| High |
164.88 |
164.98 |
0.10 |
0.1% |
164.64 |
| Low |
164.43 |
164.38 |
-0.05 |
0.0% |
163.48 |
| Close |
164.57 |
164.89 |
0.32 |
0.2% |
164.41 |
| Range |
0.45 |
0.60 |
0.15 |
33.3% |
1.16 |
| ATR |
0.60 |
0.60 |
0.00 |
0.0% |
0.00 |
| Volume |
706,551 |
638,525 |
-68,026 |
-9.6% |
3,065,686 |
|
| Daily Pivots for day following 15-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.55 |
166.32 |
165.22 |
|
| R3 |
165.95 |
165.72 |
165.06 |
|
| R2 |
165.35 |
165.35 |
165.00 |
|
| R1 |
165.12 |
165.12 |
164.95 |
165.24 |
| PP |
164.75 |
164.75 |
164.75 |
164.81 |
| S1 |
164.52 |
164.52 |
164.84 |
164.64 |
| S2 |
164.15 |
164.15 |
164.78 |
|
| S3 |
163.55 |
163.92 |
164.73 |
|
| S4 |
162.95 |
163.32 |
164.56 |
|
|
| 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 |
164.98 |
163.48 |
1.50 |
0.9% |
0.52 |
0.3% |
94% |
True |
False |
619,142 |
| 10 |
165.10 |
163.48 |
1.62 |
1.0% |
0.68 |
0.4% |
87% |
False |
False |
628,521 |
| 20 |
165.10 |
162.51 |
2.59 |
1.6% |
0.60 |
0.4% |
92% |
False |
False |
576,824 |
| 40 |
165.10 |
160.72 |
4.38 |
2.7% |
0.56 |
0.3% |
95% |
False |
False |
508,081 |
| 60 |
165.10 |
159.42 |
5.68 |
3.4% |
0.55 |
0.3% |
96% |
False |
False |
342,342 |
| 80 |
165.10 |
157.96 |
7.14 |
4.3% |
0.55 |
0.3% |
97% |
False |
False |
257,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167.53 |
|
2.618 |
166.55 |
|
1.618 |
165.95 |
|
1.000 |
165.58 |
|
0.618 |
165.35 |
|
HIGH |
164.98 |
|
0.618 |
164.75 |
|
0.500 |
164.68 |
|
0.382 |
164.61 |
|
LOW |
164.38 |
|
0.618 |
164.01 |
|
1.000 |
163.78 |
|
1.618 |
163.41 |
|
2.618 |
162.81 |
|
4.250 |
161.83 |
|
|
| Fisher Pivots for day following 15-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
164.82 |
164.78 |
| PP |
164.75 |
164.68 |
| S1 |
164.68 |
164.57 |
|