Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 26-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2018 |
26-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
158.68 |
159.65 |
0.97 |
0.6% |
158.17 |
High |
159.66 |
159.67 |
0.01 |
0.0% |
159.66 |
Low |
158.68 |
159.25 |
0.57 |
0.4% |
157.90 |
Close |
159.48 |
159.56 |
0.08 |
0.1% |
159.48 |
Range |
0.98 |
0.42 |
-0.56 |
-57.1% |
1.76 |
ATR |
0.78 |
0.75 |
-0.03 |
-3.3% |
0.00 |
Volume |
678,750 |
813,659 |
134,909 |
19.9% |
2,762,721 |
|
Daily Pivots for day following 26-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.75 |
160.58 |
159.79 |
|
R3 |
160.33 |
160.16 |
159.68 |
|
R2 |
159.91 |
159.91 |
159.64 |
|
R1 |
159.74 |
159.74 |
159.60 |
159.62 |
PP |
159.49 |
159.49 |
159.49 |
159.43 |
S1 |
159.32 |
159.32 |
159.52 |
159.20 |
S2 |
159.07 |
159.07 |
159.48 |
|
S3 |
158.65 |
158.90 |
159.44 |
|
S4 |
158.23 |
158.48 |
159.33 |
|
|
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 |
159.67 |
157.90 |
1.77 |
1.1% |
0.68 |
0.4% |
94% |
True |
False |
715,276 |
10 |
159.67 |
157.42 |
2.25 |
1.4% |
0.70 |
0.4% |
95% |
True |
False |
689,476 |
20 |
159.67 |
157.26 |
2.41 |
1.5% |
0.80 |
0.5% |
95% |
True |
False |
827,645 |
40 |
162.28 |
157.26 |
5.02 |
3.1% |
0.69 |
0.4% |
46% |
False |
False |
734,198 |
60 |
163.78 |
157.26 |
6.52 |
4.1% |
0.65 |
0.4% |
35% |
False |
False |
671,906 |
80 |
163.78 |
157.26 |
6.52 |
4.1% |
0.60 |
0.4% |
35% |
False |
False |
511,886 |
100 |
163.78 |
157.26 |
6.52 |
4.1% |
0.59 |
0.4% |
35% |
False |
False |
410,559 |
120 |
163.78 |
157.26 |
6.52 |
4.1% |
0.57 |
0.4% |
35% |
False |
False |
342,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.46 |
2.618 |
160.77 |
1.618 |
160.35 |
1.000 |
160.09 |
0.618 |
159.93 |
HIGH |
159.67 |
0.618 |
159.51 |
0.500 |
159.46 |
0.382 |
159.41 |
LOW |
159.25 |
0.618 |
158.99 |
1.000 |
158.83 |
1.618 |
158.57 |
2.618 |
158.15 |
4.250 |
157.47 |
|
|
Fisher Pivots for day following 26-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
159.53 |
159.35 |
PP |
159.49 |
159.14 |
S1 |
159.46 |
158.93 |
|