Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 01-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2018 |
01-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
156.58 |
156.84 |
0.26 |
0.2% |
155.84 |
High |
156.85 |
157.41 |
0.56 |
0.4% |
156.98 |
Low |
156.37 |
156.79 |
0.42 |
0.3% |
155.25 |
Close |
156.77 |
157.03 |
0.26 |
0.2% |
156.81 |
Range |
0.48 |
0.62 |
0.14 |
29.2% |
1.73 |
ATR |
0.66 |
0.66 |
0.00 |
-0.2% |
0.00 |
Volume |
273,281 |
367,171 |
93,890 |
34.4% |
380,036 |
|
Daily Pivots for day following 01-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.94 |
158.60 |
157.37 |
|
R3 |
158.32 |
157.98 |
157.20 |
|
R2 |
157.70 |
157.70 |
157.14 |
|
R1 |
157.36 |
157.36 |
157.09 |
157.53 |
PP |
157.08 |
157.08 |
157.08 |
157.16 |
S1 |
156.74 |
156.74 |
156.97 |
156.91 |
S2 |
156.46 |
156.46 |
156.92 |
|
S3 |
155.84 |
156.12 |
156.86 |
|
S4 |
155.22 |
155.50 |
156.69 |
|
|
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 |
157.41 |
156.03 |
1.38 |
0.9% |
0.57 |
0.4% |
72% |
True |
False |
209,862 |
10 |
157.41 |
155.01 |
2.40 |
1.5% |
0.61 |
0.4% |
84% |
True |
False |
131,433 |
20 |
157.41 |
154.62 |
2.79 |
1.8% |
0.70 |
0.4% |
86% |
True |
False |
71,237 |
40 |
159.27 |
154.62 |
4.65 |
3.0% |
0.62 |
0.4% |
52% |
False |
False |
38,734 |
60 |
160.98 |
154.62 |
6.36 |
4.1% |
0.51 |
0.3% |
38% |
False |
False |
26,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.05 |
2.618 |
159.03 |
1.618 |
158.41 |
1.000 |
158.03 |
0.618 |
157.79 |
HIGH |
157.41 |
0.618 |
157.17 |
0.500 |
157.10 |
0.382 |
157.03 |
LOW |
156.79 |
0.618 |
156.41 |
1.000 |
156.17 |
1.618 |
155.79 |
2.618 |
155.17 |
4.250 |
154.16 |
|
|
Fisher Pivots for day following 01-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
157.10 |
156.98 |
PP |
157.08 |
156.94 |
S1 |
157.05 |
156.89 |
|