Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 08-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2018 |
08-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
156.75 |
156.72 |
-0.03 |
0.0% |
156.93 |
High |
156.99 |
157.36 |
0.37 |
0.2% |
157.53 |
Low |
156.59 |
156.22 |
-0.37 |
-0.2% |
156.37 |
Close |
156.81 |
157.21 |
0.40 |
0.3% |
157.09 |
Range |
0.40 |
1.14 |
0.74 |
185.0% |
1.16 |
ATR |
0.68 |
0.71 |
0.03 |
4.9% |
0.00 |
Volume |
814,860 |
527,884 |
-286,976 |
-35.2% |
1,986,148 |
|
Daily Pivots for day following 08-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.35 |
159.92 |
157.84 |
|
R3 |
159.21 |
158.78 |
157.52 |
|
R2 |
158.07 |
158.07 |
157.42 |
|
R1 |
157.64 |
157.64 |
157.31 |
157.86 |
PP |
156.93 |
156.93 |
156.93 |
157.04 |
S1 |
156.50 |
156.50 |
157.11 |
156.72 |
S2 |
155.79 |
155.79 |
157.00 |
|
S3 |
154.65 |
155.36 |
156.90 |
|
S4 |
153.51 |
154.22 |
156.58 |
|
|
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 |
156.22 |
1.47 |
0.9% |
0.79 |
0.5% |
67% |
False |
True |
945,828 |
10 |
157.69 |
156.03 |
1.66 |
1.1% |
0.68 |
0.4% |
71% |
False |
False |
577,845 |
20 |
157.69 |
154.77 |
2.92 |
1.9% |
0.66 |
0.4% |
84% |
False |
False |
306,238 |
40 |
158.39 |
154.62 |
3.77 |
2.4% |
0.64 |
0.4% |
69% |
False |
False |
156,541 |
60 |
160.92 |
154.62 |
6.30 |
4.0% |
0.56 |
0.4% |
41% |
False |
False |
104,875 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.21 |
2.618 |
160.34 |
1.618 |
159.20 |
1.000 |
158.50 |
0.618 |
158.06 |
HIGH |
157.36 |
0.618 |
156.92 |
0.500 |
156.79 |
0.382 |
156.66 |
LOW |
156.22 |
0.618 |
155.52 |
1.000 |
155.08 |
1.618 |
154.38 |
2.618 |
153.24 |
4.250 |
151.38 |
|
|
Fisher Pivots for day following 08-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
157.07 |
157.07 |
PP |
156.93 |
156.93 |
S1 |
156.79 |
156.79 |
|