Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 07-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2018 |
07-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
156.82 |
156.75 |
-0.07 |
0.0% |
156.93 |
High |
157.05 |
156.99 |
-0.06 |
0.0% |
157.53 |
Low |
156.24 |
156.59 |
0.35 |
0.2% |
156.37 |
Close |
156.57 |
156.81 |
0.24 |
0.2% |
157.09 |
Range |
0.81 |
0.40 |
-0.41 |
-50.6% |
1.16 |
ATR |
0.70 |
0.68 |
-0.02 |
-2.8% |
0.00 |
Volume |
936,499 |
814,860 |
-121,639 |
-13.0% |
1,986,148 |
|
Daily Pivots for day following 07-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.00 |
157.80 |
157.03 |
|
R3 |
157.60 |
157.40 |
156.92 |
|
R2 |
157.20 |
157.20 |
156.88 |
|
R1 |
157.00 |
157.00 |
156.85 |
157.10 |
PP |
156.80 |
156.80 |
156.80 |
156.85 |
S1 |
156.60 |
156.60 |
156.77 |
156.70 |
S2 |
156.40 |
156.40 |
156.74 |
|
S3 |
156.00 |
156.20 |
156.70 |
|
S4 |
155.60 |
155.80 |
156.59 |
|
|
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% |
0.69 |
0.4% |
39% |
False |
False |
913,685 |
10 |
157.69 |
155.55 |
2.14 |
1.4% |
0.63 |
0.4% |
59% |
False |
False |
537,785 |
20 |
157.69 |
154.62 |
3.07 |
2.0% |
0.65 |
0.4% |
71% |
False |
False |
279,948 |
40 |
158.82 |
154.62 |
4.20 |
2.7% |
0.65 |
0.4% |
52% |
False |
False |
143,377 |
60 |
160.98 |
154.62 |
6.36 |
4.1% |
0.55 |
0.3% |
34% |
False |
False |
96,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.69 |
2.618 |
158.04 |
1.618 |
157.64 |
1.000 |
157.39 |
0.618 |
157.24 |
HIGH |
156.99 |
0.618 |
156.84 |
0.500 |
156.79 |
0.382 |
156.74 |
LOW |
156.59 |
0.618 |
156.34 |
1.000 |
156.19 |
1.618 |
155.94 |
2.618 |
155.54 |
4.250 |
154.89 |
|
|
Fisher Pivots for day following 07-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
156.80 |
156.97 |
PP |
156.80 |
156.91 |
S1 |
156.79 |
156.86 |
|