Euro Bund Future March 2019
Trading Metrics calculated at close of trading on 31-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2019 |
31-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
165.24 |
165.52 |
0.28 |
0.2% |
164.25 |
High |
165.53 |
165.87 |
0.34 |
0.2% |
165.54 |
Low |
164.99 |
165.30 |
0.31 |
0.2% |
164.12 |
Close |
165.18 |
165.67 |
0.49 |
0.3% |
165.07 |
Range |
0.54 |
0.57 |
0.03 |
5.6% |
1.42 |
ATR |
0.59 |
0.60 |
0.01 |
1.2% |
0.00 |
Volume |
801,430 |
711,766 |
-89,664 |
-11.2% |
2,742,588 |
|
Daily Pivots for day following 31-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.32 |
167.07 |
165.98 |
|
R3 |
166.75 |
166.50 |
165.83 |
|
R2 |
166.18 |
166.18 |
165.77 |
|
R1 |
165.93 |
165.93 |
165.72 |
166.06 |
PP |
165.61 |
165.61 |
165.61 |
165.68 |
S1 |
165.36 |
165.36 |
165.62 |
165.49 |
S2 |
165.04 |
165.04 |
165.57 |
|
S3 |
164.47 |
164.79 |
165.51 |
|
S4 |
163.90 |
164.22 |
165.36 |
|
|
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 |
165.87 |
164.69 |
1.18 |
0.7% |
0.52 |
0.3% |
83% |
True |
False |
659,660 |
10 |
165.87 |
163.84 |
2.03 |
1.2% |
0.58 |
0.3% |
90% |
True |
False |
637,744 |
20 |
165.87 |
163.48 |
2.39 |
1.4% |
0.59 |
0.4% |
92% |
True |
False |
627,283 |
40 |
165.87 |
161.80 |
4.07 |
2.5% |
0.59 |
0.4% |
95% |
True |
False |
652,380 |
60 |
165.87 |
159.93 |
5.94 |
3.6% |
0.55 |
0.3% |
97% |
True |
False |
456,677 |
80 |
165.87 |
157.96 |
7.91 |
4.8% |
0.55 |
0.3% |
97% |
True |
False |
343,871 |
100 |
165.87 |
157.96 |
7.91 |
4.8% |
0.54 |
0.3% |
97% |
True |
False |
275,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.29 |
2.618 |
167.36 |
1.618 |
166.79 |
1.000 |
166.44 |
0.618 |
166.22 |
HIGH |
165.87 |
0.618 |
165.65 |
0.500 |
165.59 |
0.382 |
165.52 |
LOW |
165.30 |
0.618 |
164.95 |
1.000 |
164.73 |
1.618 |
164.38 |
2.618 |
163.81 |
4.250 |
162.88 |
|
|
Fisher Pivots for day following 31-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
165.64 |
165.57 |
PP |
165.61 |
165.46 |
S1 |
165.59 |
165.36 |
|