Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 13-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
157.00 |
157.25 |
0.25 |
0.2% |
157.35 |
High |
157.36 |
157.61 |
0.25 |
0.2% |
157.69 |
Low |
156.91 |
157.17 |
0.26 |
0.2% |
156.22 |
Close |
157.27 |
157.47 |
0.20 |
0.1% |
156.98 |
Range |
0.45 |
0.44 |
-0.01 |
-2.2% |
1.47 |
ATR |
0.67 |
0.65 |
-0.02 |
-2.4% |
0.00 |
Volume |
682,426 |
674,070 |
-8,356 |
-1.2% |
4,107,018 |
|
Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.74 |
158.54 |
157.71 |
|
R3 |
158.30 |
158.10 |
157.59 |
|
R2 |
157.86 |
157.86 |
157.55 |
|
R1 |
157.66 |
157.66 |
157.51 |
157.76 |
PP |
157.42 |
157.42 |
157.42 |
157.47 |
S1 |
157.22 |
157.22 |
157.43 |
157.32 |
S2 |
156.98 |
156.98 |
157.39 |
|
S3 |
156.54 |
156.78 |
157.35 |
|
S4 |
156.10 |
156.34 |
157.23 |
|
|
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 |
157.61 |
156.22 |
1.39 |
0.9% |
0.56 |
0.4% |
90% |
True |
False |
627,885 |
10 |
157.69 |
156.22 |
1.47 |
0.9% |
0.63 |
0.4% |
85% |
False |
False |
716,627 |
20 |
157.69 |
154.77 |
2.92 |
1.9% |
0.63 |
0.4% |
92% |
False |
False |
393,905 |
40 |
158.39 |
154.62 |
3.77 |
2.4% |
0.64 |
0.4% |
76% |
False |
False |
200,873 |
60 |
160.92 |
154.62 |
6.30 |
4.0% |
0.57 |
0.4% |
45% |
False |
False |
134,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.48 |
2.618 |
158.76 |
1.618 |
158.32 |
1.000 |
158.05 |
0.618 |
157.88 |
HIGH |
157.61 |
0.618 |
157.44 |
0.500 |
157.39 |
0.382 |
157.34 |
LOW |
157.17 |
0.618 |
156.90 |
1.000 |
156.73 |
1.618 |
156.46 |
2.618 |
156.02 |
4.250 |
155.30 |
|
|
Fisher Pivots for day following 13-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
157.44 |
157.40 |
PP |
157.42 |
157.32 |
S1 |
157.39 |
157.25 |
|