Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 21-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2018 |
21-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
158.12 |
158.00 |
-0.12 |
-0.1% |
157.00 |
High |
158.17 |
158.10 |
-0.07 |
0.0% |
158.35 |
Low |
157.91 |
157.75 |
-0.16 |
-0.1% |
156.91 |
Close |
158.06 |
157.88 |
-0.18 |
-0.1% |
158.19 |
Range |
0.26 |
0.35 |
0.09 |
34.6% |
1.44 |
ATR |
0.60 |
0.58 |
-0.02 |
-2.9% |
0.00 |
Volume |
490,662 |
948,815 |
458,153 |
93.4% |
3,151,946 |
|
Daily Pivots for day following 21-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.96 |
158.77 |
158.07 |
|
R3 |
158.61 |
158.42 |
157.98 |
|
R2 |
158.26 |
158.26 |
157.94 |
|
R1 |
158.07 |
158.07 |
157.91 |
157.99 |
PP |
157.91 |
157.91 |
157.91 |
157.87 |
S1 |
157.72 |
157.72 |
157.85 |
157.64 |
S2 |
157.56 |
157.56 |
157.82 |
|
S3 |
157.21 |
157.37 |
157.78 |
|
S4 |
156.86 |
157.02 |
157.69 |
|
|
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 |
157.67 |
0.68 |
0.4% |
0.41 |
0.3% |
31% |
False |
False |
612,483 |
10 |
158.35 |
156.22 |
2.13 |
1.3% |
0.51 |
0.3% |
78% |
False |
False |
606,105 |
20 |
158.35 |
155.55 |
2.80 |
1.8% |
0.57 |
0.4% |
83% |
False |
False |
571,945 |
40 |
158.35 |
154.62 |
3.73 |
2.4% |
0.65 |
0.4% |
87% |
False |
False |
293,300 |
60 |
159.60 |
154.62 |
4.98 |
3.2% |
0.58 |
0.4% |
65% |
False |
False |
197,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.59 |
2.618 |
159.02 |
1.618 |
158.67 |
1.000 |
158.45 |
0.618 |
158.32 |
HIGH |
158.10 |
0.618 |
157.97 |
0.500 |
157.93 |
0.382 |
157.88 |
LOW |
157.75 |
0.618 |
157.53 |
1.000 |
157.40 |
1.618 |
157.18 |
2.618 |
156.83 |
4.250 |
156.26 |
|
|
Fisher Pivots for day following 21-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
157.93 |
157.99 |
PP |
157.91 |
157.95 |
S1 |
157.90 |
157.92 |
|