Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 05-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2018 |
05-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
158.17 |
157.67 |
-0.50 |
-0.3% |
159.59 |
High |
158.36 |
159.30 |
0.94 |
0.6% |
159.64 |
Low |
157.71 |
157.62 |
-0.09 |
-0.1% |
157.71 |
Close |
157.87 |
158.09 |
0.22 |
0.1% |
157.87 |
Range |
0.65 |
1.68 |
1.03 |
158.5% |
1.93 |
ATR |
0.66 |
0.73 |
0.07 |
11.0% |
0.00 |
Volume |
871,668 |
1,273,786 |
402,118 |
46.1% |
4,740,716 |
|
Daily Pivots for day following 05-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.38 |
162.41 |
159.01 |
|
R3 |
161.70 |
160.73 |
158.55 |
|
R2 |
160.02 |
160.02 |
158.40 |
|
R1 |
159.05 |
159.05 |
158.24 |
159.54 |
PP |
158.34 |
158.34 |
158.34 |
158.58 |
S1 |
157.37 |
157.37 |
157.94 |
157.86 |
S2 |
156.66 |
156.66 |
157.78 |
|
S3 |
154.98 |
155.69 |
157.63 |
|
S4 |
153.30 |
154.01 |
157.17 |
|
|
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 |
159.33 |
157.62 |
1.71 |
1.1% |
0.85 |
0.5% |
27% |
False |
True |
1,034,829 |
10 |
161.13 |
157.62 |
3.51 |
2.2% |
0.79 |
0.5% |
13% |
False |
True |
946,947 |
20 |
162.04 |
157.62 |
4.42 |
2.8% |
0.70 |
0.4% |
11% |
False |
True |
796,299 |
40 |
163.78 |
157.62 |
6.16 |
3.9% |
0.61 |
0.4% |
8% |
False |
True |
632,597 |
60 |
163.78 |
157.62 |
6.16 |
3.9% |
0.59 |
0.4% |
8% |
False |
True |
505,182 |
80 |
163.78 |
157.62 |
6.16 |
3.9% |
0.57 |
0.4% |
8% |
False |
True |
381,326 |
100 |
163.78 |
157.62 |
6.16 |
3.9% |
0.55 |
0.3% |
8% |
False |
True |
305,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.44 |
2.618 |
163.70 |
1.618 |
162.02 |
1.000 |
160.98 |
0.618 |
160.34 |
HIGH |
159.30 |
0.618 |
158.66 |
0.500 |
158.46 |
0.382 |
158.26 |
LOW |
157.62 |
0.618 |
156.58 |
1.000 |
155.94 |
1.618 |
154.90 |
2.618 |
153.22 |
4.250 |
150.48 |
|
|
Fisher Pivots for day following 05-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
158.46 |
158.46 |
PP |
158.34 |
158.34 |
S1 |
158.21 |
158.21 |
|