Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 22-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2018 |
22-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
158.41 |
158.24 |
-0.17 |
-0.1% |
157.75 |
High |
158.85 |
158.85 |
0.00 |
0.0% |
158.78 |
Low |
158.17 |
158.18 |
0.01 |
0.0% |
157.42 |
Close |
158.51 |
158.76 |
0.25 |
0.2% |
158.61 |
Range |
0.68 |
0.67 |
-0.01 |
-1.5% |
1.36 |
ATR |
0.77 |
0.76 |
-0.01 |
-0.9% |
0.00 |
Volume |
630,339 |
777,960 |
147,621 |
23.4% |
3,318,380 |
|
Daily Pivots for day following 22-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.61 |
160.35 |
159.13 |
|
R3 |
159.94 |
159.68 |
158.94 |
|
R2 |
159.27 |
159.27 |
158.88 |
|
R1 |
159.01 |
159.01 |
158.82 |
159.14 |
PP |
158.60 |
158.60 |
158.60 |
158.66 |
S1 |
158.34 |
158.34 |
158.70 |
158.47 |
S2 |
157.93 |
157.93 |
158.64 |
|
S3 |
157.26 |
157.67 |
158.58 |
|
S4 |
156.59 |
157.00 |
158.39 |
|
|
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% |
0.74 |
0.5% |
94% |
True |
False |
647,152 |
10 |
158.85 |
157.26 |
1.59 |
1.0% |
0.75 |
0.5% |
94% |
True |
False |
696,015 |
20 |
160.75 |
157.26 |
3.49 |
2.2% |
0.81 |
0.5% |
43% |
False |
False |
841,464 |
40 |
162.37 |
157.26 |
5.11 |
3.2% |
0.68 |
0.4% |
29% |
False |
False |
709,782 |
60 |
163.78 |
157.26 |
6.52 |
4.1% |
0.64 |
0.4% |
23% |
False |
False |
650,635 |
80 |
163.78 |
157.26 |
6.52 |
4.1% |
0.60 |
0.4% |
23% |
False |
False |
493,398 |
100 |
163.78 |
157.26 |
6.52 |
4.1% |
0.58 |
0.4% |
23% |
False |
False |
395,669 |
120 |
163.78 |
157.26 |
6.52 |
4.1% |
0.56 |
0.4% |
23% |
False |
False |
329,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.70 |
2.618 |
160.60 |
1.618 |
159.93 |
1.000 |
159.52 |
0.618 |
159.26 |
HIGH |
158.85 |
0.618 |
158.59 |
0.500 |
158.52 |
0.382 |
158.44 |
LOW |
158.18 |
0.618 |
157.77 |
1.000 |
157.51 |
1.618 |
157.10 |
2.618 |
156.43 |
4.250 |
155.33 |
|
|
Fisher Pivots for day following 22-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
158.68 |
158.63 |
PP |
158.60 |
158.50 |
S1 |
158.52 |
158.38 |
|