Euro Bund Future March 2019
| Trading Metrics calculated at close of trading on 28-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2019 |
28-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
165.35 |
165.19 |
-0.16 |
-0.1% |
164.25 |
| High |
165.43 |
165.30 |
-0.13 |
-0.1% |
165.54 |
| Low |
164.96 |
164.69 |
-0.27 |
-0.2% |
164.12 |
| Close |
165.07 |
164.91 |
-0.16 |
-0.1% |
165.07 |
| Range |
0.47 |
0.61 |
0.14 |
29.8% |
1.42 |
| ATR |
0.60 |
0.61 |
0.00 |
0.1% |
0.00 |
| Volume |
647,823 |
566,210 |
-81,613 |
-12.6% |
2,742,588 |
|
| Daily Pivots for day following 28-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.80 |
166.46 |
165.25 |
|
| R3 |
166.19 |
165.85 |
165.08 |
|
| R2 |
165.58 |
165.58 |
165.02 |
|
| R1 |
165.24 |
165.24 |
164.97 |
165.11 |
| PP |
164.97 |
164.97 |
164.97 |
164.90 |
| S1 |
164.63 |
164.63 |
164.85 |
164.50 |
| S2 |
164.36 |
164.36 |
164.80 |
|
| S3 |
163.75 |
164.02 |
164.74 |
|
| S4 |
163.14 |
163.41 |
164.57 |
|
|
| Weekly Pivots for week ending 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169.17 |
168.54 |
165.85 |
|
| R3 |
167.75 |
167.12 |
165.46 |
|
| R2 |
166.33 |
166.33 |
165.33 |
|
| R1 |
165.70 |
165.70 |
165.20 |
166.02 |
| PP |
164.91 |
164.91 |
164.91 |
165.07 |
| S1 |
164.28 |
164.28 |
164.94 |
164.60 |
| S2 |
163.49 |
163.49 |
164.81 |
|
| S3 |
162.07 |
162.86 |
164.68 |
|
| S4 |
160.65 |
161.44 |
164.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165.54 |
164.12 |
1.42 |
0.9% |
0.62 |
0.4% |
56% |
False |
False |
661,759 |
| 10 |
165.54 |
163.84 |
1.70 |
1.0% |
0.58 |
0.4% |
63% |
False |
False |
620,493 |
| 20 |
165.54 |
163.15 |
2.39 |
1.4% |
0.63 |
0.4% |
74% |
False |
False |
609,688 |
| 40 |
165.54 |
161.46 |
4.08 |
2.5% |
0.58 |
0.4% |
85% |
False |
False |
619,681 |
| 60 |
165.54 |
159.93 |
5.61 |
3.4% |
0.55 |
0.3% |
89% |
False |
False |
422,276 |
| 80 |
165.54 |
157.96 |
7.58 |
4.6% |
0.56 |
0.3% |
92% |
False |
False |
317,892 |
| 100 |
165.54 |
157.96 |
7.58 |
4.6% |
0.54 |
0.3% |
92% |
False |
False |
255,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167.89 |
|
2.618 |
166.90 |
|
1.618 |
166.29 |
|
1.000 |
165.91 |
|
0.618 |
165.68 |
|
HIGH |
165.30 |
|
0.618 |
165.07 |
|
0.500 |
165.00 |
|
0.382 |
164.92 |
|
LOW |
164.69 |
|
0.618 |
164.31 |
|
1.000 |
164.08 |
|
1.618 |
163.70 |
|
2.618 |
163.09 |
|
4.250 |
162.10 |
|
|
| Fisher Pivots for day following 28-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
165.00 |
165.07 |
| PP |
164.97 |
165.01 |
| S1 |
164.94 |
164.96 |
|