Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 02-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2018 |
02-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
159.45 |
159.90 |
0.45 |
0.3% |
159.65 |
High |
160.09 |
160.21 |
0.12 |
0.1% |
160.21 |
Low |
159.44 |
159.58 |
0.14 |
0.1% |
159.03 |
Close |
159.70 |
159.77 |
0.07 |
0.0% |
159.77 |
Range |
0.65 |
0.63 |
-0.02 |
-3.1% |
1.18 |
ATR |
0.71 |
0.71 |
-0.01 |
-0.8% |
0.00 |
Volume |
912,660 |
1,503,345 |
590,685 |
64.7% |
4,890,223 |
|
Daily Pivots for day following 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.74 |
161.39 |
160.12 |
|
R3 |
161.11 |
160.76 |
159.94 |
|
R2 |
160.48 |
160.48 |
159.89 |
|
R1 |
160.13 |
160.13 |
159.83 |
159.99 |
PP |
159.85 |
159.85 |
159.85 |
159.79 |
S1 |
159.50 |
159.50 |
159.71 |
159.36 |
S2 |
159.22 |
159.22 |
159.65 |
|
S3 |
158.59 |
158.87 |
159.60 |
|
S4 |
157.96 |
158.24 |
159.42 |
|
|
Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.21 |
162.67 |
160.42 |
|
R3 |
162.03 |
161.49 |
160.09 |
|
R2 |
160.85 |
160.85 |
159.99 |
|
R1 |
160.31 |
160.31 |
159.88 |
160.58 |
PP |
159.67 |
159.67 |
159.67 |
159.81 |
S1 |
159.13 |
159.13 |
159.66 |
159.40 |
S2 |
158.49 |
158.49 |
159.55 |
|
S3 |
157.31 |
157.95 |
159.45 |
|
S4 |
156.13 |
156.77 |
159.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
160.21 |
159.03 |
1.18 |
0.7% |
0.53 |
0.3% |
63% |
True |
False |
978,044 |
10 |
160.21 |
157.65 |
2.56 |
1.6% |
0.68 |
0.4% |
83% |
True |
False |
822,883 |
20 |
160.21 |
157.26 |
2.95 |
1.8% |
0.76 |
0.5% |
85% |
True |
False |
838,021 |
40 |
162.04 |
157.26 |
4.78 |
3.0% |
0.69 |
0.4% |
53% |
False |
False |
786,568 |
60 |
163.78 |
157.26 |
6.52 |
4.1% |
0.64 |
0.4% |
38% |
False |
False |
705,897 |
80 |
163.78 |
157.26 |
6.52 |
4.1% |
0.61 |
0.4% |
38% |
False |
False |
562,280 |
100 |
163.78 |
157.26 |
6.52 |
4.1% |
0.59 |
0.4% |
38% |
False |
False |
451,293 |
120 |
163.78 |
157.26 |
6.52 |
4.1% |
0.57 |
0.4% |
38% |
False |
False |
376,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.89 |
2.618 |
161.86 |
1.618 |
161.23 |
1.000 |
160.84 |
0.618 |
160.60 |
HIGH |
160.21 |
0.618 |
159.97 |
0.500 |
159.90 |
0.382 |
159.82 |
LOW |
159.58 |
0.618 |
159.19 |
1.000 |
158.95 |
1.618 |
158.56 |
2.618 |
157.93 |
4.250 |
156.90 |
|
|
Fisher Pivots for day following 02-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
159.90 |
159.72 |
PP |
159.85 |
159.67 |
S1 |
159.81 |
159.62 |
|