Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 28-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2018 |
28-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
159.45 |
159.24 |
-0.21 |
-0.1% |
158.17 |
High |
159.51 |
159.52 |
0.01 |
0.0% |
159.66 |
Low |
159.05 |
159.03 |
-0.02 |
0.0% |
157.90 |
Close |
159.20 |
159.44 |
0.24 |
0.2% |
159.48 |
Range |
0.46 |
0.49 |
0.03 |
6.5% |
1.76 |
ATR |
0.74 |
0.72 |
-0.02 |
-2.4% |
0.00 |
Volume |
701,486 |
959,073 |
257,587 |
36.7% |
2,762,721 |
|
Daily Pivots for day following 28-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.80 |
160.61 |
159.71 |
|
R3 |
160.31 |
160.12 |
159.57 |
|
R2 |
159.82 |
159.82 |
159.53 |
|
R1 |
159.63 |
159.63 |
159.48 |
159.73 |
PP |
159.33 |
159.33 |
159.33 |
159.38 |
S1 |
159.14 |
159.14 |
159.40 |
159.24 |
S2 |
158.84 |
158.84 |
159.35 |
|
S3 |
158.35 |
158.65 |
159.31 |
|
S4 |
157.86 |
158.16 |
159.17 |
|
|
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 |
158.18 |
1.49 |
0.9% |
0.60 |
0.4% |
85% |
False |
False |
786,185 |
10 |
159.67 |
157.42 |
2.25 |
1.4% |
0.68 |
0.4% |
90% |
False |
False |
710,877 |
20 |
159.67 |
157.26 |
2.41 |
1.5% |
0.77 |
0.5% |
90% |
False |
False |
822,786 |
40 |
162.04 |
157.26 |
4.78 |
3.0% |
0.69 |
0.4% |
46% |
False |
False |
757,321 |
60 |
163.78 |
157.26 |
6.52 |
4.1% |
0.65 |
0.4% |
33% |
False |
False |
693,144 |
80 |
163.78 |
157.26 |
6.52 |
4.1% |
0.61 |
0.4% |
33% |
False |
False |
532,425 |
100 |
163.78 |
157.26 |
6.52 |
4.1% |
0.59 |
0.4% |
33% |
False |
False |
427,135 |
120 |
163.78 |
157.26 |
6.52 |
4.1% |
0.57 |
0.4% |
33% |
False |
False |
356,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.60 |
2.618 |
160.80 |
1.618 |
160.31 |
1.000 |
160.01 |
0.618 |
159.82 |
HIGH |
159.52 |
0.618 |
159.33 |
0.500 |
159.28 |
0.382 |
159.22 |
LOW |
159.03 |
0.618 |
158.73 |
1.000 |
158.54 |
1.618 |
158.24 |
2.618 |
157.75 |
4.250 |
156.95 |
|
|
Fisher Pivots for day following 28-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
159.39 |
159.41 |
PP |
159.33 |
159.38 |
S1 |
159.28 |
159.35 |
|