Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 06-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2018 |
06-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
157.67 |
158.96 |
1.29 |
0.8% |
159.59 |
High |
159.30 |
159.24 |
-0.06 |
0.0% |
159.64 |
Low |
157.62 |
158.48 |
0.86 |
0.5% |
157.71 |
Close |
158.09 |
158.86 |
0.77 |
0.5% |
157.87 |
Range |
1.68 |
0.76 |
-0.92 |
-54.8% |
1.93 |
ATR |
0.73 |
0.76 |
0.03 |
4.1% |
0.00 |
Volume |
1,273,786 |
928,938 |
-344,848 |
-27.1% |
4,740,716 |
|
Daily Pivots for day following 06-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.14 |
160.76 |
159.28 |
|
R3 |
160.38 |
160.00 |
159.07 |
|
R2 |
159.62 |
159.62 |
159.00 |
|
R1 |
159.24 |
159.24 |
158.93 |
159.05 |
PP |
158.86 |
158.86 |
158.86 |
158.77 |
S1 |
158.48 |
158.48 |
158.79 |
158.29 |
S2 |
158.10 |
158.10 |
158.72 |
|
S3 |
157.34 |
157.72 |
158.65 |
|
S4 |
156.58 |
156.96 |
158.44 |
|
|
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% |
0.92 |
0.6% |
73% |
False |
False |
1,037,140 |
10 |
160.85 |
157.62 |
3.23 |
2.0% |
0.83 |
0.5% |
38% |
False |
False |
972,265 |
20 |
162.00 |
157.62 |
4.38 |
2.8% |
0.70 |
0.4% |
28% |
False |
False |
806,527 |
40 |
163.78 |
157.62 |
6.16 |
3.9% |
0.62 |
0.4% |
20% |
False |
False |
640,711 |
60 |
163.78 |
157.62 |
6.16 |
3.9% |
0.59 |
0.4% |
20% |
False |
False |
520,128 |
80 |
163.78 |
157.62 |
6.16 |
3.9% |
0.57 |
0.4% |
20% |
False |
False |
392,921 |
100 |
163.78 |
157.62 |
6.16 |
3.9% |
0.55 |
0.3% |
20% |
False |
False |
314,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.47 |
2.618 |
161.23 |
1.618 |
160.47 |
1.000 |
160.00 |
0.618 |
159.71 |
HIGH |
159.24 |
0.618 |
158.95 |
0.500 |
158.86 |
0.382 |
158.77 |
LOW |
158.48 |
0.618 |
158.01 |
1.000 |
157.72 |
1.618 |
157.25 |
2.618 |
156.49 |
4.250 |
155.25 |
|
|
Fisher Pivots for day following 06-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
158.86 |
158.73 |
PP |
158.86 |
158.59 |
S1 |
158.86 |
158.46 |
|