Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 06-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2018 |
06-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
160.00 |
159.54 |
-0.46 |
-0.3% |
159.65 |
High |
160.38 |
159.74 |
-0.64 |
-0.4% |
160.21 |
Low |
159.41 |
158.89 |
-0.52 |
-0.3% |
159.03 |
Close |
159.88 |
159.25 |
-0.63 |
-0.4% |
159.77 |
Range |
0.97 |
0.85 |
-0.12 |
-12.4% |
1.18 |
ATR |
0.73 |
0.74 |
0.02 |
2.6% |
0.00 |
Volume |
1,503,345 |
357,290 |
-1,146,055 |
-76.2% |
4,890,223 |
|
Daily Pivots for day following 06-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.84 |
161.40 |
159.72 |
|
R3 |
160.99 |
160.55 |
159.48 |
|
R2 |
160.14 |
160.14 |
159.41 |
|
R1 |
159.70 |
159.70 |
159.33 |
159.50 |
PP |
159.29 |
159.29 |
159.29 |
159.19 |
S1 |
158.85 |
158.85 |
159.17 |
158.65 |
S2 |
158.44 |
158.44 |
159.09 |
|
S3 |
157.59 |
158.00 |
159.02 |
|
S4 |
156.74 |
157.15 |
158.78 |
|
|
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 |
158.89 |
1.49 |
0.9% |
0.72 |
0.5% |
24% |
False |
True |
1,047,142 |
10 |
160.38 |
158.17 |
2.21 |
1.4% |
0.68 |
0.4% |
49% |
False |
False |
883,790 |
20 |
160.38 |
157.26 |
3.12 |
2.0% |
0.74 |
0.5% |
64% |
False |
False |
823,780 |
40 |
162.04 |
157.26 |
4.78 |
3.0% |
0.72 |
0.4% |
42% |
False |
False |
810,039 |
60 |
163.78 |
157.26 |
6.52 |
4.1% |
0.65 |
0.4% |
31% |
False |
False |
696,325 |
80 |
163.78 |
157.26 |
6.52 |
4.1% |
0.62 |
0.4% |
31% |
False |
False |
584,831 |
100 |
163.78 |
157.26 |
6.52 |
4.1% |
0.60 |
0.4% |
31% |
False |
False |
469,817 |
120 |
163.78 |
157.26 |
6.52 |
4.1% |
0.58 |
0.4% |
31% |
False |
False |
391,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.35 |
2.618 |
161.97 |
1.618 |
161.12 |
1.000 |
160.59 |
0.618 |
160.27 |
HIGH |
159.74 |
0.618 |
159.42 |
0.500 |
159.32 |
0.382 |
159.21 |
LOW |
158.89 |
0.618 |
158.36 |
1.000 |
158.04 |
1.618 |
157.51 |
2.618 |
156.66 |
4.250 |
155.28 |
|
|
Fisher Pivots for day following 06-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
159.32 |
159.64 |
PP |
159.29 |
159.51 |
S1 |
159.27 |
159.38 |
|