Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 02-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2018 |
02-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
156.84 |
157.25 |
0.41 |
0.3% |
156.93 |
High |
157.41 |
157.53 |
0.12 |
0.1% |
157.53 |
Low |
156.79 |
156.90 |
0.11 |
0.1% |
156.37 |
Close |
157.03 |
157.09 |
0.06 |
0.0% |
157.09 |
Range |
0.62 |
0.63 |
0.01 |
1.6% |
1.16 |
ATR |
0.66 |
0.66 |
0.00 |
-0.3% |
0.00 |
Volume |
367,171 |
1,062,310 |
695,139 |
189.3% |
1,986,148 |
|
Daily Pivots for day following 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.06 |
158.71 |
157.44 |
|
R3 |
158.43 |
158.08 |
157.26 |
|
R2 |
157.80 |
157.80 |
157.21 |
|
R1 |
157.45 |
157.45 |
157.15 |
157.31 |
PP |
157.17 |
157.17 |
157.17 |
157.11 |
S1 |
156.82 |
156.82 |
157.03 |
156.68 |
S2 |
156.54 |
156.54 |
156.97 |
|
S3 |
155.91 |
156.19 |
156.92 |
|
S4 |
155.28 |
155.56 |
156.74 |
|
|
Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.48 |
159.94 |
157.73 |
|
R3 |
159.32 |
158.78 |
157.41 |
|
R2 |
158.16 |
158.16 |
157.30 |
|
R1 |
157.62 |
157.62 |
157.20 |
157.89 |
PP |
157.00 |
157.00 |
157.00 |
157.13 |
S1 |
156.46 |
156.46 |
156.98 |
156.73 |
S2 |
155.84 |
155.84 |
156.88 |
|
S3 |
154.68 |
155.30 |
156.77 |
|
S4 |
153.52 |
154.14 |
156.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
157.53 |
156.37 |
1.16 |
0.7% |
0.51 |
0.3% |
62% |
True |
False |
397,229 |
10 |
157.53 |
155.25 |
2.28 |
1.5% |
0.57 |
0.4% |
81% |
True |
False |
236,618 |
20 |
157.53 |
154.62 |
2.91 |
1.9% |
0.70 |
0.4% |
85% |
True |
False |
123,910 |
40 |
159.27 |
154.62 |
4.65 |
3.0% |
0.63 |
0.4% |
53% |
False |
False |
65,239 |
60 |
160.98 |
154.62 |
6.36 |
4.0% |
0.52 |
0.3% |
39% |
False |
False |
43,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.21 |
2.618 |
159.18 |
1.618 |
158.55 |
1.000 |
158.16 |
0.618 |
157.92 |
HIGH |
157.53 |
0.618 |
157.29 |
0.500 |
157.22 |
0.382 |
157.14 |
LOW |
156.90 |
0.618 |
156.51 |
1.000 |
156.27 |
1.618 |
155.88 |
2.618 |
155.25 |
4.250 |
154.22 |
|
|
Fisher Pivots for day following 02-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
157.22 |
157.04 |
PP |
157.17 |
157.00 |
S1 |
157.13 |
156.95 |
|