Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 14-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2018 |
14-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
158.03 |
158.25 |
0.22 |
0.1% |
157.67 |
High |
158.44 |
158.38 |
-0.06 |
0.0% |
159.30 |
Low |
157.95 |
157.65 |
-0.30 |
-0.2% |
157.26 |
Close |
158.11 |
157.98 |
-0.13 |
-0.1% |
158.04 |
Range |
0.49 |
0.73 |
0.24 |
49.0% |
2.04 |
ATR |
0.77 |
0.77 |
0.00 |
-0.4% |
0.00 |
Volume |
782,147 |
720,047 |
-62,100 |
-7.9% |
4,917,432 |
|
Daily Pivots for day following 14-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.19 |
159.82 |
158.38 |
|
R3 |
159.46 |
159.09 |
158.18 |
|
R2 |
158.73 |
158.73 |
158.11 |
|
R1 |
158.36 |
158.36 |
158.05 |
158.18 |
PP |
158.00 |
158.00 |
158.00 |
157.92 |
S1 |
157.63 |
157.63 |
157.91 |
157.45 |
S2 |
157.27 |
157.27 |
157.85 |
|
S3 |
156.54 |
156.90 |
157.78 |
|
S4 |
155.81 |
156.17 |
157.58 |
|
|
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 |
158.65 |
157.26 |
1.39 |
0.9% |
0.75 |
0.5% |
52% |
False |
False |
744,878 |
10 |
159.30 |
157.26 |
2.04 |
1.3% |
0.85 |
0.5% |
35% |
False |
False |
898,938 |
20 |
161.13 |
157.26 |
3.87 |
2.4% |
0.74 |
0.5% |
19% |
False |
False |
842,430 |
40 |
163.69 |
157.26 |
6.43 |
4.1% |
0.67 |
0.4% |
11% |
False |
False |
685,923 |
60 |
163.78 |
157.26 |
6.52 |
4.1% |
0.61 |
0.4% |
11% |
False |
False |
599,804 |
80 |
163.78 |
157.26 |
6.52 |
4.1% |
0.59 |
0.4% |
11% |
False |
False |
453,686 |
100 |
163.78 |
157.26 |
6.52 |
4.1% |
0.57 |
0.4% |
11% |
False |
False |
363,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.48 |
2.618 |
160.29 |
1.618 |
159.56 |
1.000 |
159.11 |
0.618 |
158.83 |
HIGH |
158.38 |
0.618 |
158.10 |
0.500 |
158.02 |
0.382 |
157.93 |
LOW |
157.65 |
0.618 |
157.20 |
1.000 |
156.92 |
1.618 |
156.47 |
2.618 |
155.74 |
4.250 |
154.55 |
|
|
Fisher Pivots for day following 14-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
158.02 |
157.99 |
PP |
158.00 |
157.99 |
S1 |
157.99 |
157.98 |
|