Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 16-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
157.85 |
158.24 |
0.39 |
0.2% |
157.00 |
High |
158.24 |
158.35 |
0.11 |
0.1% |
158.35 |
Low |
157.81 |
157.98 |
0.17 |
0.1% |
156.91 |
Close |
158.14 |
158.19 |
0.05 |
0.0% |
158.19 |
Range |
0.43 |
0.37 |
-0.06 |
-14.0% |
1.44 |
ATR |
0.64 |
0.62 |
-0.02 |
-3.0% |
0.00 |
Volume |
466,021 |
655,359 |
189,338 |
40.6% |
3,151,946 |
|
Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.28 |
159.11 |
158.39 |
|
R3 |
158.91 |
158.74 |
158.29 |
|
R2 |
158.54 |
158.54 |
158.26 |
|
R1 |
158.37 |
158.37 |
158.22 |
158.27 |
PP |
158.17 |
158.17 |
158.17 |
158.13 |
S1 |
158.00 |
158.00 |
158.16 |
157.90 |
S2 |
157.80 |
157.80 |
158.12 |
|
S3 |
157.43 |
157.63 |
158.09 |
|
S4 |
157.06 |
157.26 |
157.99 |
|
|
Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.14 |
161.60 |
158.98 |
|
R3 |
160.70 |
160.16 |
158.59 |
|
R2 |
159.26 |
159.26 |
158.45 |
|
R1 |
158.72 |
158.72 |
158.32 |
158.99 |
PP |
157.82 |
157.82 |
157.82 |
157.95 |
S1 |
157.28 |
157.28 |
158.06 |
157.55 |
S2 |
156.38 |
156.38 |
157.93 |
|
S3 |
154.94 |
155.84 |
157.79 |
|
S4 |
153.50 |
154.40 |
157.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
158.35 |
156.91 |
1.44 |
0.9% |
0.46 |
0.3% |
89% |
True |
False |
630,389 |
10 |
158.35 |
156.22 |
2.13 |
1.3% |
0.60 |
0.4% |
92% |
True |
False |
725,896 |
20 |
158.35 |
155.25 |
3.10 |
2.0% |
0.59 |
0.4% |
95% |
True |
False |
481,257 |
40 |
158.39 |
154.62 |
3.77 |
2.4% |
0.65 |
0.4% |
95% |
False |
False |
245,295 |
60 |
159.60 |
154.62 |
4.98 |
3.1% |
0.57 |
0.4% |
72% |
False |
False |
164,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.92 |
2.618 |
159.32 |
1.618 |
158.95 |
1.000 |
158.72 |
0.618 |
158.58 |
HIGH |
158.35 |
0.618 |
158.21 |
0.500 |
158.17 |
0.382 |
158.12 |
LOW |
157.98 |
0.618 |
157.75 |
1.000 |
157.61 |
1.618 |
157.38 |
2.618 |
157.01 |
4.250 |
156.41 |
|
|
Fisher Pivots for day following 16-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
158.18 |
158.08 |
PP |
158.17 |
157.96 |
S1 |
158.17 |
157.85 |
|