Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 23-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2018 |
23-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
158.24 |
158.68 |
0.44 |
0.3% |
158.17 |
High |
158.85 |
159.66 |
0.81 |
0.5% |
159.66 |
Low |
158.18 |
158.68 |
0.50 |
0.3% |
157.90 |
Close |
158.76 |
159.48 |
0.72 |
0.5% |
159.48 |
Range |
0.67 |
0.98 |
0.31 |
46.3% |
1.76 |
ATR |
0.76 |
0.78 |
0.02 |
2.0% |
0.00 |
Volume |
777,960 |
678,750 |
-99,210 |
-12.8% |
2,762,721 |
|
Daily Pivots for day following 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.21 |
161.83 |
160.02 |
|
R3 |
161.23 |
160.85 |
159.75 |
|
R2 |
160.25 |
160.25 |
159.66 |
|
R1 |
159.87 |
159.87 |
159.57 |
160.06 |
PP |
159.27 |
159.27 |
159.27 |
159.37 |
S1 |
158.89 |
158.89 |
159.39 |
159.08 |
S2 |
158.29 |
158.29 |
159.30 |
|
S3 |
157.31 |
157.91 |
159.21 |
|
S4 |
156.33 |
156.93 |
158.94 |
|
|
Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.29 |
163.65 |
160.45 |
|
R3 |
162.53 |
161.89 |
159.96 |
|
R2 |
160.77 |
160.77 |
159.80 |
|
R1 |
160.13 |
160.13 |
159.64 |
160.45 |
PP |
159.01 |
159.01 |
159.01 |
159.18 |
S1 |
158.37 |
158.37 |
159.32 |
158.69 |
S2 |
157.25 |
157.25 |
159.16 |
|
S3 |
155.49 |
156.61 |
159.00 |
|
S4 |
153.73 |
154.85 |
158.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
159.66 |
157.65 |
2.01 |
1.3% |
0.82 |
0.5% |
91% |
True |
False |
667,723 |
10 |
159.66 |
157.42 |
2.24 |
1.4% |
0.75 |
0.5% |
92% |
True |
False |
671,809 |
20 |
160.36 |
157.26 |
3.10 |
1.9% |
0.81 |
0.5% |
72% |
False |
False |
837,851 |
40 |
162.37 |
157.26 |
5.11 |
3.2% |
0.70 |
0.4% |
43% |
False |
False |
720,534 |
60 |
163.78 |
157.26 |
6.52 |
4.1% |
0.65 |
0.4% |
34% |
False |
False |
660,637 |
80 |
163.78 |
157.26 |
6.52 |
4.1% |
0.60 |
0.4% |
34% |
False |
False |
501,836 |
100 |
163.78 |
157.26 |
6.52 |
4.1% |
0.59 |
0.4% |
34% |
False |
False |
402,452 |
120 |
163.78 |
157.26 |
6.52 |
4.1% |
0.57 |
0.4% |
34% |
False |
False |
335,605 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.83 |
2.618 |
162.23 |
1.618 |
161.25 |
1.000 |
160.64 |
0.618 |
160.27 |
HIGH |
159.66 |
0.618 |
159.29 |
0.500 |
159.17 |
0.382 |
159.05 |
LOW |
158.68 |
0.618 |
158.07 |
1.000 |
157.70 |
1.618 |
157.09 |
2.618 |
156.11 |
4.250 |
154.52 |
|
|
Fisher Pivots for day following 23-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
159.38 |
159.29 |
PP |
159.27 |
159.10 |
S1 |
159.17 |
158.92 |
|