Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 07-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2018 |
07-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
158.96 |
158.68 |
-0.28 |
-0.2% |
159.59 |
High |
159.24 |
158.92 |
-0.32 |
-0.2% |
159.64 |
Low |
158.48 |
157.92 |
-0.56 |
-0.4% |
157.71 |
Close |
158.86 |
158.23 |
-0.63 |
-0.4% |
157.87 |
Range |
0.76 |
1.00 |
0.24 |
31.6% |
1.93 |
ATR |
0.76 |
0.78 |
0.02 |
2.2% |
0.00 |
Volume |
928,938 |
1,156,905 |
227,967 |
24.5% |
4,740,716 |
|
Daily Pivots for day following 07-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.36 |
160.79 |
158.78 |
|
R3 |
160.36 |
159.79 |
158.51 |
|
R2 |
159.36 |
159.36 |
158.41 |
|
R1 |
158.79 |
158.79 |
158.32 |
158.58 |
PP |
158.36 |
158.36 |
158.36 |
158.25 |
S1 |
157.79 |
157.79 |
158.14 |
157.58 |
S2 |
157.36 |
157.36 |
158.05 |
|
S3 |
156.36 |
156.79 |
157.96 |
|
S4 |
155.36 |
155.79 |
157.68 |
|
|
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 |
159.30 |
157.62 |
1.68 |
1.1% |
0.95 |
0.6% |
36% |
False |
False |
1,052,998 |
10 |
160.75 |
157.62 |
3.13 |
2.0% |
0.87 |
0.6% |
19% |
False |
False |
986,914 |
20 |
161.55 |
157.62 |
3.93 |
2.5% |
0.71 |
0.4% |
16% |
False |
False |
820,842 |
40 |
163.78 |
157.62 |
6.16 |
3.9% |
0.63 |
0.4% |
10% |
False |
False |
656,508 |
60 |
163.78 |
157.62 |
6.16 |
3.9% |
0.59 |
0.4% |
10% |
False |
False |
539,027 |
80 |
163.78 |
157.62 |
6.16 |
3.9% |
0.58 |
0.4% |
10% |
False |
False |
407,377 |
100 |
163.78 |
157.62 |
6.16 |
3.9% |
0.55 |
0.4% |
10% |
False |
False |
326,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.17 |
2.618 |
161.54 |
1.618 |
160.54 |
1.000 |
159.92 |
0.618 |
159.54 |
HIGH |
158.92 |
0.618 |
158.54 |
0.500 |
158.42 |
0.382 |
158.30 |
LOW |
157.92 |
0.618 |
157.30 |
1.000 |
156.92 |
1.618 |
156.30 |
2.618 |
155.30 |
4.250 |
153.67 |
|
|
Fisher Pivots for day following 07-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
158.42 |
158.46 |
PP |
158.36 |
158.38 |
S1 |
158.29 |
158.31 |
|