Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 14-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2018 |
14-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
157.25 |
157.62 |
0.37 |
0.2% |
157.35 |
High |
157.61 |
157.97 |
0.36 |
0.2% |
157.69 |
Low |
157.17 |
157.34 |
0.17 |
0.1% |
156.22 |
Close |
157.47 |
157.94 |
0.47 |
0.3% |
156.98 |
Range |
0.44 |
0.63 |
0.19 |
43.2% |
1.47 |
ATR |
0.65 |
0.65 |
0.00 |
-0.2% |
0.00 |
Volume |
674,070 |
674,070 |
0 |
0.0% |
4,107,018 |
|
Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.64 |
159.42 |
158.29 |
|
R3 |
159.01 |
158.79 |
158.11 |
|
R2 |
158.38 |
158.38 |
158.06 |
|
R1 |
158.16 |
158.16 |
158.00 |
158.27 |
PP |
157.75 |
157.75 |
157.75 |
157.81 |
S1 |
157.53 |
157.53 |
157.88 |
157.64 |
S2 |
157.12 |
157.12 |
157.82 |
|
S3 |
156.49 |
156.90 |
157.77 |
|
S4 |
155.86 |
156.27 |
157.59 |
|
|
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 |
157.97 |
156.22 |
1.75 |
1.1% |
0.61 |
0.4% |
98% |
True |
False |
599,727 |
10 |
157.97 |
156.22 |
1.75 |
1.1% |
0.65 |
0.4% |
98% |
True |
False |
756,706 |
20 |
157.97 |
154.77 |
3.20 |
2.0% |
0.63 |
0.4% |
99% |
True |
False |
426,234 |
40 |
158.39 |
154.62 |
3.77 |
2.4% |
0.65 |
0.4% |
88% |
False |
False |
217,521 |
60 |
160.75 |
154.62 |
6.13 |
3.9% |
0.58 |
0.4% |
54% |
False |
False |
146,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.65 |
2.618 |
159.62 |
1.618 |
158.99 |
1.000 |
158.60 |
0.618 |
158.36 |
HIGH |
157.97 |
0.618 |
157.73 |
0.500 |
157.66 |
0.382 |
157.58 |
LOW |
157.34 |
0.618 |
156.95 |
1.000 |
156.71 |
1.618 |
156.32 |
2.618 |
155.69 |
4.250 |
154.66 |
|
|
Fisher Pivots for day following 14-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
157.85 |
157.77 |
PP |
157.75 |
157.61 |
S1 |
157.66 |
157.44 |
|