Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 15-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2018 |
15-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
157.62 |
157.85 |
0.23 |
0.1% |
157.35 |
High |
157.97 |
158.24 |
0.27 |
0.2% |
157.69 |
Low |
157.34 |
157.81 |
0.47 |
0.3% |
156.22 |
Close |
157.94 |
158.14 |
0.20 |
0.1% |
156.98 |
Range |
0.63 |
0.43 |
-0.20 |
-31.7% |
1.47 |
ATR |
0.65 |
0.64 |
-0.02 |
-2.4% |
0.00 |
Volume |
674,070 |
466,021 |
-208,049 |
-30.9% |
4,107,018 |
|
Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.35 |
159.18 |
158.38 |
|
R3 |
158.92 |
158.75 |
158.26 |
|
R2 |
158.49 |
158.49 |
158.22 |
|
R1 |
158.32 |
158.32 |
158.18 |
158.41 |
PP |
158.06 |
158.06 |
158.06 |
158.11 |
S1 |
157.89 |
157.89 |
158.10 |
157.98 |
S2 |
157.63 |
157.63 |
158.06 |
|
S3 |
157.20 |
157.46 |
158.02 |
|
S4 |
156.77 |
157.03 |
157.90 |
|
|
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 |
158.24 |
156.88 |
1.36 |
0.9% |
0.46 |
0.3% |
93% |
True |
False |
587,354 |
10 |
158.24 |
156.22 |
2.02 |
1.3% |
0.63 |
0.4% |
95% |
True |
False |
766,591 |
20 |
158.24 |
155.01 |
3.23 |
2.0% |
0.62 |
0.4% |
97% |
True |
False |
449,012 |
40 |
158.39 |
154.62 |
3.77 |
2.4% |
0.65 |
0.4% |
93% |
False |
False |
229,135 |
60 |
160.62 |
154.62 |
6.00 |
3.8% |
0.58 |
0.4% |
59% |
False |
False |
153,804 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.07 |
2.618 |
159.37 |
1.618 |
158.94 |
1.000 |
158.67 |
0.618 |
158.51 |
HIGH |
158.24 |
0.618 |
158.08 |
0.500 |
158.03 |
0.382 |
157.97 |
LOW |
157.81 |
0.618 |
157.54 |
1.000 |
157.38 |
1.618 |
157.11 |
2.618 |
156.68 |
4.250 |
155.98 |
|
|
Fisher Pivots for day following 15-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
158.10 |
158.00 |
PP |
158.06 |
157.85 |
S1 |
158.03 |
157.71 |
|