Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 16-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2018 |
16-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
157.65 |
157.76 |
0.11 |
0.1% |
157.75 |
High |
158.01 |
158.78 |
0.77 |
0.5% |
158.78 |
Low |
157.42 |
157.65 |
0.23 |
0.1% |
157.42 |
Close |
157.88 |
158.61 |
0.73 |
0.5% |
158.61 |
Range |
0.59 |
1.13 |
0.54 |
91.5% |
1.36 |
ATR |
0.76 |
0.78 |
0.03 |
3.5% |
0.00 |
Volume |
575,895 |
575,895 |
0 |
0.0% |
3,318,380 |
|
Daily Pivots for day following 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.74 |
161.30 |
159.23 |
|
R3 |
160.61 |
160.17 |
158.92 |
|
R2 |
159.48 |
159.48 |
158.82 |
|
R1 |
159.04 |
159.04 |
158.71 |
159.26 |
PP |
158.35 |
158.35 |
158.35 |
158.46 |
S1 |
157.91 |
157.91 |
158.51 |
158.13 |
S2 |
157.22 |
157.22 |
158.40 |
|
S3 |
156.09 |
156.78 |
158.30 |
|
S4 |
154.96 |
155.65 |
157.99 |
|
|
Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.35 |
161.84 |
159.36 |
|
R3 |
160.99 |
160.48 |
158.98 |
|
R2 |
159.63 |
159.63 |
158.86 |
|
R1 |
159.12 |
159.12 |
158.73 |
159.38 |
PP |
158.27 |
158.27 |
158.27 |
158.40 |
S1 |
157.76 |
157.76 |
158.49 |
158.02 |
S2 |
156.91 |
156.91 |
158.36 |
|
S3 |
155.55 |
156.40 |
158.24 |
|
S4 |
154.19 |
155.04 |
157.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
158.78 |
157.42 |
1.36 |
0.9% |
0.71 |
0.5% |
88% |
True |
False |
663,676 |
10 |
159.30 |
157.26 |
2.04 |
1.3% |
0.89 |
0.6% |
66% |
False |
False |
823,581 |
20 |
161.13 |
157.26 |
3.87 |
2.4% |
0.78 |
0.5% |
35% |
False |
False |
851,865 |
40 |
163.37 |
157.26 |
6.11 |
3.9% |
0.69 |
0.4% |
22% |
False |
False |
689,643 |
60 |
163.78 |
157.26 |
6.52 |
4.1% |
0.63 |
0.4% |
21% |
False |
False |
617,610 |
80 |
163.78 |
157.26 |
6.52 |
4.1% |
0.60 |
0.4% |
21% |
False |
False |
467,645 |
100 |
163.78 |
157.26 |
6.52 |
4.1% |
0.58 |
0.4% |
21% |
False |
False |
375,042 |
120 |
163.78 |
157.26 |
6.52 |
4.1% |
0.55 |
0.3% |
21% |
False |
False |
312,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.58 |
2.618 |
161.74 |
1.618 |
160.61 |
1.000 |
159.91 |
0.618 |
159.48 |
HIGH |
158.78 |
0.618 |
158.35 |
0.500 |
158.22 |
0.382 |
158.08 |
LOW |
157.65 |
0.618 |
156.95 |
1.000 |
156.52 |
1.618 |
155.82 |
2.618 |
154.69 |
4.250 |
152.85 |
|
|
Fisher Pivots for day following 16-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
158.48 |
158.44 |
PP |
158.35 |
158.27 |
S1 |
158.22 |
158.10 |
|