Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 21-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2018 |
21-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
158.17 |
158.41 |
0.24 |
0.2% |
157.75 |
High |
158.55 |
158.85 |
0.30 |
0.2% |
158.78 |
Low |
157.90 |
158.17 |
0.27 |
0.2% |
157.42 |
Close |
158.39 |
158.51 |
0.12 |
0.1% |
158.61 |
Range |
0.65 |
0.68 |
0.03 |
4.6% |
1.36 |
ATR |
0.78 |
0.77 |
-0.01 |
-0.9% |
0.00 |
Volume |
675,672 |
630,339 |
-45,333 |
-6.7% |
3,318,380 |
|
Daily Pivots for day following 21-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.55 |
160.21 |
158.88 |
|
R3 |
159.87 |
159.53 |
158.70 |
|
R2 |
159.19 |
159.19 |
158.63 |
|
R1 |
158.85 |
158.85 |
158.57 |
159.02 |
PP |
158.51 |
158.51 |
158.51 |
158.60 |
S1 |
158.17 |
158.17 |
158.45 |
158.34 |
S2 |
157.83 |
157.83 |
158.39 |
|
S3 |
157.15 |
157.49 |
158.32 |
|
S4 |
156.47 |
156.81 |
158.14 |
|
|
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 |
158.85 |
157.42 |
1.43 |
0.9% |
0.76 |
0.5% |
76% |
True |
False |
635,569 |
10 |
158.92 |
157.26 |
1.66 |
1.0% |
0.78 |
0.5% |
75% |
False |
False |
733,909 |
20 |
160.85 |
157.26 |
3.59 |
2.3% |
0.80 |
0.5% |
35% |
False |
False |
853,087 |
40 |
162.37 |
157.26 |
5.11 |
3.2% |
0.67 |
0.4% |
24% |
False |
False |
695,391 |
60 |
163.78 |
157.26 |
6.52 |
4.1% |
0.63 |
0.4% |
19% |
False |
False |
638,370 |
80 |
163.78 |
157.26 |
6.52 |
4.1% |
0.61 |
0.4% |
19% |
False |
False |
483,749 |
100 |
163.78 |
157.26 |
6.52 |
4.1% |
0.58 |
0.4% |
19% |
False |
False |
387,958 |
120 |
163.78 |
157.26 |
6.52 |
4.1% |
0.56 |
0.4% |
19% |
False |
False |
323,466 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.74 |
2.618 |
160.63 |
1.618 |
159.95 |
1.000 |
159.53 |
0.618 |
159.27 |
HIGH |
158.85 |
0.618 |
158.59 |
0.500 |
158.51 |
0.382 |
158.43 |
LOW |
158.17 |
0.618 |
157.75 |
1.000 |
157.49 |
1.618 |
157.07 |
2.618 |
156.39 |
4.250 |
155.28 |
|
|
Fisher Pivots for day following 21-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
158.51 |
158.42 |
PP |
158.51 |
158.34 |
S1 |
158.51 |
158.25 |
|