Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 12-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2018 |
12-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
158.05 |
157.75 |
-0.30 |
-0.2% |
157.67 |
High |
158.65 |
158.17 |
-0.48 |
-0.3% |
159.30 |
Low |
157.70 |
157.54 |
-0.16 |
-0.1% |
157.26 |
Close |
158.04 |
157.97 |
-0.07 |
0.0% |
158.04 |
Range |
0.95 |
0.63 |
-0.32 |
-33.7% |
2.04 |
ATR |
0.80 |
0.79 |
-0.01 |
-1.6% |
0.00 |
Volume |
636,997 |
664,396 |
27,399 |
4.3% |
4,917,432 |
|
Daily Pivots for day following 12-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.78 |
159.51 |
158.32 |
|
R3 |
159.15 |
158.88 |
158.14 |
|
R2 |
158.52 |
158.52 |
158.09 |
|
R1 |
158.25 |
158.25 |
158.03 |
158.39 |
PP |
157.89 |
157.89 |
157.89 |
157.96 |
S1 |
157.62 |
157.62 |
157.91 |
157.76 |
S2 |
157.26 |
157.26 |
157.85 |
|
S3 |
156.63 |
156.99 |
157.80 |
|
S4 |
156.00 |
156.36 |
157.62 |
|
|
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 |
159.24 |
157.26 |
1.98 |
1.3% |
0.86 |
0.5% |
36% |
False |
False |
861,608 |
10 |
159.33 |
157.26 |
2.07 |
1.3% |
0.86 |
0.5% |
34% |
False |
False |
948,218 |
20 |
161.13 |
157.26 |
3.87 |
2.4% |
0.73 |
0.5% |
18% |
False |
False |
823,695 |
40 |
163.69 |
157.26 |
6.43 |
4.1% |
0.67 |
0.4% |
11% |
False |
False |
674,394 |
60 |
163.78 |
157.26 |
6.52 |
4.1% |
0.61 |
0.4% |
11% |
False |
False |
575,142 |
80 |
163.78 |
157.26 |
6.52 |
4.1% |
0.59 |
0.4% |
11% |
False |
False |
435,067 |
100 |
163.78 |
157.26 |
6.52 |
4.1% |
0.57 |
0.4% |
11% |
False |
False |
348,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.85 |
2.618 |
159.82 |
1.618 |
159.19 |
1.000 |
158.80 |
0.618 |
158.56 |
HIGH |
158.17 |
0.618 |
157.93 |
0.500 |
157.86 |
0.382 |
157.78 |
LOW |
157.54 |
0.618 |
157.15 |
1.000 |
156.91 |
1.618 |
156.52 |
2.618 |
155.89 |
4.250 |
154.86 |
|
|
Fisher Pivots for day following 12-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
157.93 |
157.97 |
PP |
157.89 |
157.96 |
S1 |
157.86 |
157.96 |
|