Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 01-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2018 |
01-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
159.24 |
159.45 |
0.21 |
0.1% |
158.17 |
High |
159.52 |
160.09 |
0.57 |
0.4% |
159.66 |
Low |
159.03 |
159.44 |
0.41 |
0.3% |
157.90 |
Close |
159.44 |
159.70 |
0.26 |
0.2% |
159.48 |
Range |
0.49 |
0.65 |
0.16 |
32.7% |
1.76 |
ATR |
0.72 |
0.71 |
0.00 |
-0.7% |
0.00 |
Volume |
959,073 |
912,660 |
-46,413 |
-4.8% |
2,762,721 |
|
Daily Pivots for day following 01-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.69 |
161.35 |
160.06 |
|
R3 |
161.04 |
160.70 |
159.88 |
|
R2 |
160.39 |
160.39 |
159.82 |
|
R1 |
160.05 |
160.05 |
159.76 |
160.22 |
PP |
159.74 |
159.74 |
159.74 |
159.83 |
S1 |
159.40 |
159.40 |
159.64 |
159.57 |
S2 |
159.09 |
159.09 |
159.58 |
|
S3 |
158.44 |
158.75 |
159.52 |
|
S4 |
157.79 |
158.10 |
159.34 |
|
|
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 |
160.09 |
158.68 |
1.41 |
0.9% |
0.60 |
0.4% |
72% |
True |
False |
813,125 |
10 |
160.09 |
157.42 |
2.67 |
1.7% |
0.67 |
0.4% |
85% |
True |
False |
730,138 |
20 |
160.09 |
157.26 |
2.83 |
1.8% |
0.76 |
0.5% |
86% |
True |
False |
814,538 |
40 |
162.04 |
157.26 |
4.78 |
3.0% |
0.69 |
0.4% |
51% |
False |
False |
764,999 |
60 |
163.78 |
157.26 |
6.52 |
4.1% |
0.65 |
0.4% |
37% |
False |
False |
699,735 |
80 |
163.78 |
157.26 |
6.52 |
4.1% |
0.61 |
0.4% |
37% |
False |
False |
543,655 |
100 |
163.78 |
157.26 |
6.52 |
4.1% |
0.59 |
0.4% |
37% |
False |
False |
436,260 |
120 |
163.78 |
157.26 |
6.52 |
4.1% |
0.57 |
0.4% |
37% |
False |
False |
363,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.85 |
2.618 |
161.79 |
1.618 |
161.14 |
1.000 |
160.74 |
0.618 |
160.49 |
HIGH |
160.09 |
0.618 |
159.84 |
0.500 |
159.77 |
0.382 |
159.69 |
LOW |
159.44 |
0.618 |
159.04 |
1.000 |
158.79 |
1.618 |
158.39 |
2.618 |
157.74 |
4.250 |
156.68 |
|
|
Fisher Pivots for day following 01-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
159.77 |
159.65 |
PP |
159.74 |
159.61 |
S1 |
159.72 |
159.56 |
|