Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 09-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2018 |
09-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
157.92 |
158.05 |
0.13 |
0.1% |
157.67 |
High |
158.23 |
158.65 |
0.42 |
0.3% |
159.30 |
Low |
157.26 |
157.70 |
0.44 |
0.3% |
157.26 |
Close |
157.74 |
158.04 |
0.30 |
0.2% |
158.04 |
Range |
0.97 |
0.95 |
-0.02 |
-2.1% |
2.04 |
ATR |
0.79 |
0.80 |
0.01 |
1.4% |
0.00 |
Volume |
920,806 |
636,997 |
-283,809 |
-30.8% |
4,917,432 |
|
Daily Pivots for day following 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.98 |
160.46 |
158.56 |
|
R3 |
160.03 |
159.51 |
158.30 |
|
R2 |
159.08 |
159.08 |
158.21 |
|
R1 |
158.56 |
158.56 |
158.13 |
158.35 |
PP |
158.13 |
158.13 |
158.13 |
158.02 |
S1 |
157.61 |
157.61 |
157.95 |
157.40 |
S2 |
157.18 |
157.18 |
157.87 |
|
S3 |
156.23 |
156.66 |
157.78 |
|
S4 |
155.28 |
155.71 |
157.52 |
|
|
Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.32 |
163.22 |
159.16 |
|
R3 |
162.28 |
161.18 |
158.60 |
|
R2 |
160.24 |
160.24 |
158.41 |
|
R1 |
159.14 |
159.14 |
158.23 |
159.69 |
PP |
158.20 |
158.20 |
158.20 |
158.48 |
S1 |
157.10 |
157.10 |
157.85 |
157.65 |
S2 |
156.16 |
156.16 |
157.67 |
|
S3 |
154.12 |
155.06 |
157.48 |
|
S4 |
152.08 |
153.02 |
156.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
159.30 |
157.26 |
2.04 |
1.3% |
1.07 |
0.7% |
38% |
False |
False |
983,486 |
10 |
159.64 |
157.26 |
2.38 |
1.5% |
0.89 |
0.6% |
33% |
False |
False |
965,814 |
20 |
161.13 |
157.26 |
3.87 |
2.4% |
0.72 |
0.5% |
20% |
False |
False |
806,880 |
40 |
163.69 |
157.26 |
6.43 |
4.1% |
0.66 |
0.4% |
12% |
False |
False |
672,561 |
60 |
163.78 |
157.26 |
6.52 |
4.1% |
0.61 |
0.4% |
12% |
False |
False |
564,560 |
80 |
163.78 |
157.26 |
6.52 |
4.1% |
0.59 |
0.4% |
12% |
False |
False |
426,816 |
100 |
163.78 |
157.26 |
6.52 |
4.1% |
0.57 |
0.4% |
12% |
False |
False |
341,907 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.69 |
2.618 |
161.14 |
1.618 |
160.19 |
1.000 |
159.60 |
0.618 |
159.24 |
HIGH |
158.65 |
0.618 |
158.29 |
0.500 |
158.18 |
0.382 |
158.06 |
LOW |
157.70 |
0.618 |
157.11 |
1.000 |
156.75 |
1.618 |
156.16 |
2.618 |
155.21 |
4.250 |
153.66 |
|
|
Fisher Pivots for day following 09-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
158.18 |
158.09 |
PP |
158.13 |
158.07 |
S1 |
158.09 |
158.06 |
|