Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 02-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2018 |
02-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
158.55 |
158.17 |
-0.38 |
-0.2% |
159.59 |
High |
158.81 |
158.36 |
-0.45 |
-0.3% |
159.64 |
Low |
158.15 |
157.71 |
-0.44 |
-0.3% |
157.71 |
Close |
158.60 |
157.87 |
-0.73 |
-0.5% |
157.87 |
Range |
0.66 |
0.65 |
-0.01 |
-1.5% |
1.93 |
ATR |
0.64 |
0.66 |
0.02 |
2.7% |
0.00 |
Volume |
1,033,697 |
871,668 |
-162,029 |
-15.7% |
4,740,716 |
|
Daily Pivots for day following 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.93 |
159.55 |
158.23 |
|
R3 |
159.28 |
158.90 |
158.05 |
|
R2 |
158.63 |
158.63 |
157.99 |
|
R1 |
158.25 |
158.25 |
157.93 |
158.12 |
PP |
157.98 |
157.98 |
157.98 |
157.91 |
S1 |
157.60 |
157.60 |
157.81 |
157.47 |
S2 |
157.33 |
157.33 |
157.75 |
|
S3 |
156.68 |
156.95 |
157.69 |
|
S4 |
156.03 |
156.30 |
157.51 |
|
|
Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.20 |
162.96 |
158.93 |
|
R3 |
162.27 |
161.03 |
158.40 |
|
R2 |
160.34 |
160.34 |
158.22 |
|
R1 |
159.10 |
159.10 |
158.05 |
158.76 |
PP |
158.41 |
158.41 |
158.41 |
158.23 |
S1 |
157.17 |
157.17 |
157.69 |
156.83 |
S2 |
156.48 |
156.48 |
157.52 |
|
S3 |
154.55 |
155.24 |
157.34 |
|
S4 |
152.62 |
153.31 |
156.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
159.64 |
157.71 |
1.93 |
1.2% |
0.71 |
0.5% |
8% |
False |
True |
948,143 |
10 |
161.13 |
157.71 |
3.42 |
2.2% |
0.67 |
0.4% |
5% |
False |
True |
880,150 |
20 |
162.04 |
157.71 |
4.33 |
2.7% |
0.63 |
0.4% |
4% |
False |
True |
755,344 |
40 |
163.78 |
157.71 |
6.07 |
3.8% |
0.58 |
0.4% |
3% |
False |
True |
626,383 |
60 |
163.78 |
157.71 |
6.07 |
3.8% |
0.57 |
0.4% |
3% |
False |
True |
484,437 |
80 |
163.78 |
157.71 |
6.07 |
3.8% |
0.55 |
0.3% |
3% |
False |
True |
365,474 |
100 |
163.78 |
157.71 |
6.07 |
3.8% |
0.54 |
0.3% |
3% |
False |
True |
292,738 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.12 |
2.618 |
160.06 |
1.618 |
159.41 |
1.000 |
159.01 |
0.618 |
158.76 |
HIGH |
158.36 |
0.618 |
158.11 |
0.500 |
158.04 |
0.382 |
157.96 |
LOW |
157.71 |
0.618 |
157.31 |
1.000 |
157.06 |
1.618 |
156.66 |
2.618 |
156.01 |
4.250 |
154.95 |
|
|
Fisher Pivots for day following 02-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
158.04 |
158.52 |
PP |
157.98 |
158.30 |
S1 |
157.93 |
158.09 |
|