Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 15-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2018 |
15-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
158.25 |
157.65 |
-0.60 |
-0.4% |
157.67 |
High |
158.38 |
158.01 |
-0.37 |
-0.2% |
159.30 |
Low |
157.65 |
157.42 |
-0.23 |
-0.1% |
157.26 |
Close |
157.98 |
157.88 |
-0.10 |
-0.1% |
158.04 |
Range |
0.73 |
0.59 |
-0.14 |
-19.2% |
2.04 |
ATR |
0.77 |
0.76 |
-0.01 |
-1.7% |
0.00 |
Volume |
720,047 |
575,895 |
-144,152 |
-20.0% |
4,917,432 |
|
Daily Pivots for day following 15-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.54 |
159.30 |
158.20 |
|
R3 |
158.95 |
158.71 |
158.04 |
|
R2 |
158.36 |
158.36 |
157.99 |
|
R1 |
158.12 |
158.12 |
157.93 |
158.24 |
PP |
157.77 |
157.77 |
157.77 |
157.83 |
S1 |
157.53 |
157.53 |
157.83 |
157.65 |
S2 |
157.18 |
157.18 |
157.77 |
|
S3 |
156.59 |
156.94 |
157.72 |
|
S4 |
156.00 |
156.35 |
157.56 |
|
|
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 |
157.42 |
1.23 |
0.8% |
0.68 |
0.4% |
37% |
False |
True |
675,896 |
10 |
159.30 |
157.26 |
2.04 |
1.3% |
0.85 |
0.5% |
30% |
False |
False |
853,158 |
20 |
161.13 |
157.26 |
3.87 |
2.5% |
0.75 |
0.5% |
16% |
False |
False |
844,719 |
40 |
163.57 |
157.26 |
6.31 |
4.0% |
0.67 |
0.4% |
10% |
False |
False |
690,674 |
60 |
163.78 |
157.26 |
6.52 |
4.1% |
0.62 |
0.4% |
10% |
False |
False |
609,037 |
80 |
163.78 |
157.26 |
6.52 |
4.1% |
0.59 |
0.4% |
10% |
False |
False |
460,564 |
100 |
163.78 |
157.26 |
6.52 |
4.1% |
0.58 |
0.4% |
10% |
False |
False |
369,287 |
120 |
163.78 |
157.26 |
6.52 |
4.1% |
0.54 |
0.3% |
10% |
False |
False |
307,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.52 |
2.618 |
159.55 |
1.618 |
158.96 |
1.000 |
158.60 |
0.618 |
158.37 |
HIGH |
158.01 |
0.618 |
157.78 |
0.500 |
157.72 |
0.382 |
157.65 |
LOW |
157.42 |
0.618 |
157.06 |
1.000 |
156.83 |
1.618 |
156.47 |
2.618 |
155.88 |
4.250 |
154.91 |
|
|
Fisher Pivots for day following 15-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
157.83 |
157.93 |
PP |
157.77 |
157.91 |
S1 |
157.72 |
157.90 |
|