Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 09-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2018 |
09-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
156.72 |
157.15 |
0.43 |
0.3% |
157.35 |
High |
157.36 |
157.25 |
-0.11 |
-0.1% |
157.69 |
Low |
156.22 |
156.88 |
0.66 |
0.4% |
156.22 |
Close |
157.21 |
156.98 |
-0.23 |
-0.1% |
156.98 |
Range |
1.14 |
0.37 |
-0.77 |
-67.5% |
1.47 |
ATR |
0.71 |
0.69 |
-0.02 |
-3.4% |
0.00 |
Volume |
527,884 |
440,187 |
-87,697 |
-16.6% |
4,107,018 |
|
Daily Pivots for day following 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.15 |
157.93 |
157.18 |
|
R3 |
157.78 |
157.56 |
157.08 |
|
R2 |
157.41 |
157.41 |
157.05 |
|
R1 |
157.19 |
157.19 |
157.01 |
157.12 |
PP |
157.04 |
157.04 |
157.04 |
157.00 |
S1 |
156.82 |
156.82 |
156.95 |
156.75 |
S2 |
156.67 |
156.67 |
156.91 |
|
S3 |
156.30 |
156.45 |
156.88 |
|
S4 |
155.93 |
156.08 |
156.78 |
|
|
Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.37 |
160.65 |
157.79 |
|
R3 |
159.90 |
159.18 |
157.38 |
|
R2 |
158.43 |
158.43 |
157.25 |
|
R1 |
157.71 |
157.71 |
157.11 |
157.34 |
PP |
156.96 |
156.96 |
156.96 |
156.78 |
S1 |
156.24 |
156.24 |
156.85 |
155.87 |
S2 |
155.49 |
155.49 |
156.71 |
|
S3 |
154.02 |
154.77 |
156.58 |
|
S4 |
152.55 |
153.30 |
156.17 |
|
|
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% |
0.74 |
0.5% |
52% |
False |
False |
821,403 |
10 |
157.69 |
156.22 |
1.47 |
0.9% |
0.62 |
0.4% |
52% |
False |
False |
609,316 |
20 |
157.69 |
154.77 |
2.92 |
1.9% |
0.63 |
0.4% |
76% |
False |
False |
327,649 |
40 |
158.39 |
154.62 |
3.77 |
2.4% |
0.64 |
0.4% |
63% |
False |
False |
167,507 |
60 |
160.92 |
154.62 |
6.30 |
4.0% |
0.57 |
0.4% |
37% |
False |
False |
112,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
158.82 |
2.618 |
158.22 |
1.618 |
157.85 |
1.000 |
157.62 |
0.618 |
157.48 |
HIGH |
157.25 |
0.618 |
157.11 |
0.500 |
157.07 |
0.382 |
157.02 |
LOW |
156.88 |
0.618 |
156.65 |
1.000 |
156.51 |
1.618 |
156.28 |
2.618 |
155.91 |
4.250 |
155.31 |
|
|
Fisher Pivots for day following 09-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
157.07 |
156.92 |
PP |
157.04 |
156.85 |
S1 |
157.01 |
156.79 |
|