Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 20-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2018 |
20-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
158.16 |
158.12 |
-0.04 |
0.0% |
157.00 |
High |
158.30 |
158.17 |
-0.13 |
-0.1% |
158.35 |
Low |
157.67 |
157.91 |
0.24 |
0.2% |
156.91 |
Close |
158.23 |
158.06 |
-0.17 |
-0.1% |
158.19 |
Range |
0.63 |
0.26 |
-0.37 |
-58.7% |
1.44 |
ATR |
0.62 |
0.60 |
-0.02 |
-3.4% |
0.00 |
Volume |
501,560 |
490,662 |
-10,898 |
-2.2% |
3,151,946 |
|
Daily Pivots for day following 20-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.83 |
158.70 |
158.20 |
|
R3 |
158.57 |
158.44 |
158.13 |
|
R2 |
158.31 |
158.31 |
158.11 |
|
R1 |
158.18 |
158.18 |
158.08 |
158.12 |
PP |
158.05 |
158.05 |
158.05 |
158.01 |
S1 |
157.92 |
157.92 |
158.04 |
157.86 |
S2 |
157.79 |
157.79 |
158.01 |
|
S3 |
157.53 |
157.66 |
157.99 |
|
S4 |
157.27 |
157.40 |
157.92 |
|
|
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 |
157.34 |
1.01 |
0.6% |
0.46 |
0.3% |
71% |
False |
False |
557,534 |
10 |
158.35 |
156.22 |
2.13 |
1.3% |
0.51 |
0.3% |
86% |
False |
False |
592,709 |
20 |
158.35 |
155.53 |
2.82 |
1.8% |
0.59 |
0.4% |
90% |
False |
False |
526,698 |
40 |
158.35 |
154.62 |
3.73 |
2.4% |
0.65 |
0.4% |
92% |
False |
False |
269,914 |
60 |
159.60 |
154.62 |
4.98 |
3.2% |
0.57 |
0.4% |
69% |
False |
False |
181,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.28 |
2.618 |
158.85 |
1.618 |
158.59 |
1.000 |
158.43 |
0.618 |
158.33 |
HIGH |
158.17 |
0.618 |
158.07 |
0.500 |
158.04 |
0.382 |
158.01 |
LOW |
157.91 |
0.618 |
157.75 |
1.000 |
157.65 |
1.618 |
157.49 |
2.618 |
157.23 |
4.250 |
156.81 |
|
|
Fisher Pivots for day following 20-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
158.05 |
158.04 |
PP |
158.05 |
158.03 |
S1 |
158.04 |
158.01 |
|