Euro Bund Future March 2018
Trading Metrics calculated at close of trading on 08-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2018 |
08-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
159.43 |
159.40 |
-0.03 |
0.0% |
159.65 |
High |
159.63 |
159.56 |
-0.07 |
0.0% |
160.21 |
Low |
159.26 |
159.32 |
0.06 |
0.0% |
159.03 |
Close |
159.43 |
159.36 |
-0.07 |
0.0% |
159.77 |
Range |
0.37 |
0.24 |
-0.13 |
-35.1% |
1.18 |
ATR |
0.72 |
0.68 |
-0.03 |
-4.8% |
0.00 |
Volume |
357,290 |
12,676 |
-344,614 |
-96.5% |
4,890,223 |
|
Daily Pivots for day following 08-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.13 |
159.99 |
159.49 |
|
R3 |
159.89 |
159.75 |
159.43 |
|
R2 |
159.65 |
159.65 |
159.40 |
|
R1 |
159.51 |
159.51 |
159.38 |
159.46 |
PP |
159.41 |
159.41 |
159.41 |
159.39 |
S1 |
159.27 |
159.27 |
159.34 |
159.22 |
S2 |
159.17 |
159.17 |
159.32 |
|
S3 |
158.93 |
159.03 |
159.29 |
|
S4 |
158.69 |
158.79 |
159.23 |
|
|
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% |
0.61 |
0.4% |
32% |
False |
False |
746,789 |
10 |
160.38 |
158.68 |
1.70 |
1.1% |
0.61 |
0.4% |
40% |
False |
False |
779,957 |
20 |
160.38 |
157.26 |
3.12 |
2.0% |
0.68 |
0.4% |
67% |
False |
False |
737,986 |
40 |
161.55 |
157.26 |
4.29 |
2.7% |
0.69 |
0.4% |
49% |
False |
False |
779,414 |
60 |
163.78 |
157.26 |
6.52 |
4.1% |
0.65 |
0.4% |
32% |
False |
False |
683,667 |
80 |
163.78 |
157.26 |
6.52 |
4.1% |
0.62 |
0.4% |
32% |
False |
False |
588,767 |
100 |
163.78 |
157.26 |
6.52 |
4.1% |
0.60 |
0.4% |
32% |
False |
False |
473,499 |
120 |
163.78 |
157.26 |
6.52 |
4.1% |
0.58 |
0.4% |
32% |
False |
False |
394,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.58 |
2.618 |
160.19 |
1.618 |
159.95 |
1.000 |
159.80 |
0.618 |
159.71 |
HIGH |
159.56 |
0.618 |
159.47 |
0.500 |
159.44 |
0.382 |
159.41 |
LOW |
159.32 |
0.618 |
159.17 |
1.000 |
159.08 |
1.618 |
158.93 |
2.618 |
158.69 |
4.250 |
158.30 |
|
|
Fisher Pivots for day following 08-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
159.44 |
159.35 |
PP |
159.41 |
159.33 |
S1 |
159.39 |
159.32 |
|