Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 27-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2018 |
27-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
156.93 |
156.80 |
-0.13 |
-0.1% |
155.84 |
High |
156.99 |
156.83 |
-0.16 |
-0.1% |
156.98 |
Low |
156.59 |
156.41 |
-0.18 |
-0.1% |
155.25 |
Close |
156.89 |
156.53 |
-0.36 |
-0.2% |
156.81 |
Range |
0.40 |
0.42 |
0.02 |
5.0% |
1.73 |
ATR |
0.69 |
0.67 |
-0.01 |
-2.2% |
0.00 |
Volume |
144,501 |
138,885 |
-5,616 |
-3.9% |
380,036 |
|
Daily Pivots for day following 27-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.85 |
157.61 |
156.76 |
|
R3 |
157.43 |
157.19 |
156.65 |
|
R2 |
157.01 |
157.01 |
156.61 |
|
R1 |
156.77 |
156.77 |
156.57 |
156.68 |
PP |
156.59 |
156.59 |
156.59 |
156.55 |
S1 |
156.35 |
156.35 |
156.49 |
156.26 |
S2 |
156.17 |
156.17 |
156.45 |
|
S3 |
155.75 |
155.93 |
156.41 |
|
S4 |
155.33 |
155.51 |
156.30 |
|
|
Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.54 |
160.90 |
157.76 |
|
R3 |
159.81 |
159.17 |
157.29 |
|
R2 |
158.08 |
158.08 |
157.13 |
|
R1 |
157.44 |
157.44 |
156.97 |
157.76 |
PP |
156.35 |
156.35 |
156.35 |
156.51 |
S1 |
155.71 |
155.71 |
156.65 |
156.03 |
S2 |
154.62 |
154.62 |
156.49 |
|
S3 |
152.89 |
153.98 |
156.33 |
|
S4 |
151.16 |
152.25 |
155.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
156.99 |
155.53 |
1.46 |
0.9% |
0.61 |
0.4% |
68% |
False |
False |
116,004 |
10 |
156.99 |
154.77 |
2.22 |
1.4% |
0.63 |
0.4% |
79% |
False |
False |
71,183 |
20 |
156.99 |
154.62 |
2.37 |
1.5% |
0.72 |
0.5% |
81% |
False |
False |
39,769 |
40 |
159.27 |
154.62 |
4.65 |
3.0% |
0.61 |
0.4% |
41% |
False |
False |
22,981 |
60 |
160.98 |
154.62 |
6.36 |
4.1% |
0.50 |
0.3% |
30% |
False |
False |
15,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.62 |
2.618 |
157.93 |
1.618 |
157.51 |
1.000 |
157.25 |
0.618 |
157.09 |
HIGH |
156.83 |
0.618 |
156.67 |
0.500 |
156.62 |
0.382 |
156.57 |
LOW |
156.41 |
0.618 |
156.15 |
1.000 |
155.99 |
1.618 |
155.73 |
2.618 |
155.31 |
4.250 |
154.63 |
|
|
Fisher Pivots for day following 27-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
156.62 |
156.52 |
PP |
156.59 |
156.52 |
S1 |
156.56 |
156.51 |
|