Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 27-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2018 |
27-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
159.65 |
159.45 |
-0.20 |
-0.1% |
158.17 |
High |
159.67 |
159.51 |
-0.16 |
-0.1% |
159.66 |
Low |
159.25 |
159.05 |
-0.20 |
-0.1% |
157.90 |
Close |
159.56 |
159.20 |
-0.36 |
-0.2% |
159.48 |
Range |
0.42 |
0.46 |
0.04 |
9.5% |
1.76 |
ATR |
0.75 |
0.74 |
-0.02 |
-2.3% |
0.00 |
Volume |
813,659 |
701,486 |
-112,173 |
-13.8% |
2,762,721 |
|
Daily Pivots for day following 27-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.63 |
160.38 |
159.45 |
|
R3 |
160.17 |
159.92 |
159.33 |
|
R2 |
159.71 |
159.71 |
159.28 |
|
R1 |
159.46 |
159.46 |
159.24 |
159.36 |
PP |
159.25 |
159.25 |
159.25 |
159.20 |
S1 |
159.00 |
159.00 |
159.16 |
158.90 |
S2 |
158.79 |
158.79 |
159.12 |
|
S3 |
158.33 |
158.54 |
159.07 |
|
S4 |
157.87 |
158.08 |
158.95 |
|
|
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 |
158.17 |
1.50 |
0.9% |
0.64 |
0.4% |
69% |
False |
False |
720,438 |
10 |
159.67 |
157.42 |
2.25 |
1.4% |
0.68 |
0.4% |
79% |
False |
False |
693,185 |
20 |
159.67 |
157.26 |
2.41 |
1.5% |
0.77 |
0.5% |
80% |
False |
False |
820,701 |
40 |
162.04 |
157.26 |
4.78 |
3.0% |
0.69 |
0.4% |
41% |
False |
False |
745,484 |
60 |
163.78 |
157.26 |
6.52 |
4.1% |
0.65 |
0.4% |
30% |
False |
False |
680,880 |
80 |
163.78 |
157.26 |
6.52 |
4.1% |
0.60 |
0.4% |
30% |
False |
False |
520,547 |
100 |
163.78 |
157.26 |
6.52 |
4.1% |
0.59 |
0.4% |
30% |
False |
False |
417,559 |
120 |
163.78 |
157.26 |
6.52 |
4.1% |
0.57 |
0.4% |
30% |
False |
False |
348,231 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.47 |
2.618 |
160.71 |
1.618 |
160.25 |
1.000 |
159.97 |
0.618 |
159.79 |
HIGH |
159.51 |
0.618 |
159.33 |
0.500 |
159.28 |
0.382 |
159.23 |
LOW |
159.05 |
0.618 |
158.77 |
1.000 |
158.59 |
1.618 |
158.31 |
2.618 |
157.85 |
4.250 |
157.10 |
|
|
Fisher Pivots for day following 27-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
159.28 |
159.19 |
PP |
159.25 |
159.18 |
S1 |
159.23 |
159.18 |
|