Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 06-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2018 |
06-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
157.35 |
156.82 |
-0.53 |
-0.3% |
156.93 |
High |
157.69 |
157.05 |
-0.64 |
-0.4% |
157.53 |
Low |
156.72 |
156.24 |
-0.48 |
-0.3% |
156.37 |
Close |
157.19 |
156.57 |
-0.62 |
-0.4% |
157.09 |
Range |
0.97 |
0.81 |
-0.16 |
-16.5% |
1.16 |
ATR |
0.68 |
0.70 |
0.02 |
2.9% |
0.00 |
Volume |
1,387,588 |
936,499 |
-451,089 |
-32.5% |
1,986,148 |
|
Daily Pivots for day following 06-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.05 |
158.62 |
157.02 |
|
R3 |
158.24 |
157.81 |
156.79 |
|
R2 |
157.43 |
157.43 |
156.72 |
|
R1 |
157.00 |
157.00 |
156.64 |
156.81 |
PP |
156.62 |
156.62 |
156.62 |
156.53 |
S1 |
156.19 |
156.19 |
156.50 |
156.00 |
S2 |
155.81 |
155.81 |
156.42 |
|
S3 |
155.00 |
155.38 |
156.35 |
|
S4 |
154.19 |
154.57 |
156.12 |
|
|
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 |
156.24 |
1.45 |
0.9% |
0.70 |
0.4% |
23% |
False |
True |
805,369 |
10 |
157.69 |
155.53 |
2.16 |
1.4% |
0.66 |
0.4% |
48% |
False |
False |
460,687 |
20 |
157.69 |
154.62 |
3.07 |
2.0% |
0.68 |
0.4% |
64% |
False |
False |
239,476 |
40 |
158.82 |
154.62 |
4.20 |
2.7% |
0.64 |
0.4% |
46% |
False |
False |
123,240 |
60 |
160.98 |
154.62 |
6.36 |
4.1% |
0.54 |
0.3% |
31% |
False |
False |
82,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.49 |
2.618 |
159.17 |
1.618 |
158.36 |
1.000 |
157.86 |
0.618 |
157.55 |
HIGH |
157.05 |
0.618 |
156.74 |
0.500 |
156.65 |
0.382 |
156.55 |
LOW |
156.24 |
0.618 |
155.74 |
1.000 |
155.43 |
1.618 |
154.93 |
2.618 |
154.12 |
4.250 |
152.80 |
|
|
Fisher Pivots for day following 06-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
156.65 |
156.97 |
PP |
156.62 |
156.83 |
S1 |
156.60 |
156.70 |
|