Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 05-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2018 |
05-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
159.90 |
160.00 |
0.10 |
0.1% |
159.65 |
High |
160.21 |
160.38 |
0.17 |
0.1% |
160.21 |
Low |
159.58 |
159.41 |
-0.17 |
-0.1% |
159.03 |
Close |
159.77 |
159.88 |
0.11 |
0.1% |
159.77 |
Range |
0.63 |
0.97 |
0.34 |
54.0% |
1.18 |
ATR |
0.71 |
0.73 |
0.02 |
2.7% |
0.00 |
Volume |
1,503,345 |
1,503,345 |
0 |
0.0% |
4,890,223 |
|
Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.80 |
162.31 |
160.41 |
|
R3 |
161.83 |
161.34 |
160.15 |
|
R2 |
160.86 |
160.86 |
160.06 |
|
R1 |
160.37 |
160.37 |
159.97 |
160.13 |
PP |
159.89 |
159.89 |
159.89 |
159.77 |
S1 |
159.40 |
159.40 |
159.79 |
159.16 |
S2 |
158.92 |
158.92 |
159.70 |
|
S3 |
157.95 |
158.43 |
159.61 |
|
S4 |
156.98 |
157.46 |
159.35 |
|
|
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 |
160.38 |
159.03 |
1.35 |
0.8% |
0.64 |
0.4% |
63% |
True |
False |
1,115,981 |
10 |
160.38 |
157.90 |
2.48 |
1.6% |
0.66 |
0.4% |
80% |
True |
False |
915,628 |
20 |
160.38 |
157.26 |
3.12 |
2.0% |
0.78 |
0.5% |
84% |
True |
False |
869,605 |
40 |
162.04 |
157.26 |
4.78 |
3.0% |
0.70 |
0.4% |
55% |
False |
False |
812,474 |
60 |
163.78 |
157.26 |
6.52 |
4.1% |
0.65 |
0.4% |
40% |
False |
False |
707,457 |
80 |
163.78 |
157.26 |
6.52 |
4.1% |
0.62 |
0.4% |
40% |
False |
False |
580,729 |
100 |
163.78 |
157.26 |
6.52 |
4.1% |
0.59 |
0.4% |
40% |
False |
False |
466,300 |
120 |
163.78 |
157.26 |
6.52 |
4.1% |
0.58 |
0.4% |
40% |
False |
False |
388,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.50 |
2.618 |
162.92 |
1.618 |
161.95 |
1.000 |
161.35 |
0.618 |
160.98 |
HIGH |
160.38 |
0.618 |
160.01 |
0.500 |
159.90 |
0.382 |
159.78 |
LOW |
159.41 |
0.618 |
158.81 |
1.000 |
158.44 |
1.618 |
157.84 |
2.618 |
156.87 |
4.250 |
155.29 |
|
|
Fisher Pivots for day following 05-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
159.90 |
159.90 |
PP |
159.89 |
159.89 |
S1 |
159.89 |
159.89 |
|