Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 05-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2018 |
05-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
157.25 |
157.35 |
0.10 |
0.1% |
156.93 |
High |
157.53 |
157.69 |
0.16 |
0.1% |
157.53 |
Low |
156.90 |
156.72 |
-0.18 |
-0.1% |
156.37 |
Close |
157.09 |
157.19 |
0.10 |
0.1% |
157.09 |
Range |
0.63 |
0.97 |
0.34 |
54.0% |
1.16 |
ATR |
0.66 |
0.68 |
0.02 |
3.4% |
0.00 |
Volume |
1,062,310 |
1,387,588 |
325,278 |
30.6% |
1,986,148 |
|
Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.11 |
159.62 |
157.72 |
|
R3 |
159.14 |
158.65 |
157.46 |
|
R2 |
158.17 |
158.17 |
157.37 |
|
R1 |
157.68 |
157.68 |
157.28 |
157.44 |
PP |
157.20 |
157.20 |
157.20 |
157.08 |
S1 |
156.71 |
156.71 |
157.10 |
156.47 |
S2 |
156.23 |
156.23 |
157.01 |
|
S3 |
155.26 |
155.74 |
156.92 |
|
S4 |
154.29 |
154.77 |
156.66 |
|
|
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 |
157.69 |
156.37 |
1.32 |
0.8% |
0.62 |
0.4% |
62% |
True |
False |
645,847 |
10 |
157.69 |
155.25 |
2.44 |
1.6% |
0.64 |
0.4% |
80% |
True |
False |
374,087 |
20 |
157.69 |
154.62 |
3.07 |
2.0% |
0.67 |
0.4% |
84% |
True |
False |
193,043 |
40 |
159.27 |
154.62 |
4.65 |
3.0% |
0.64 |
0.4% |
55% |
False |
False |
99,837 |
60 |
160.98 |
154.62 |
6.36 |
4.0% |
0.53 |
0.3% |
40% |
False |
False |
66,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.81 |
2.618 |
160.23 |
1.618 |
159.26 |
1.000 |
158.66 |
0.618 |
158.29 |
HIGH |
157.69 |
0.618 |
157.32 |
0.500 |
157.21 |
0.382 |
157.09 |
LOW |
156.72 |
0.618 |
156.12 |
1.000 |
155.75 |
1.618 |
155.15 |
2.618 |
154.18 |
4.250 |
152.60 |
|
|
Fisher Pivots for day following 05-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
157.21 |
157.21 |
PP |
157.20 |
157.20 |
S1 |
157.20 |
157.20 |
|