Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 22-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2018 |
22-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
158.00 |
158.09 |
0.09 |
0.1% |
157.00 |
High |
158.10 |
159.00 |
0.90 |
0.6% |
158.35 |
Low |
157.75 |
158.05 |
0.30 |
0.2% |
156.91 |
Close |
157.88 |
158.96 |
1.08 |
0.7% |
158.19 |
Range |
0.35 |
0.95 |
0.60 |
171.4% |
1.44 |
ATR |
0.58 |
0.62 |
0.04 |
6.7% |
0.00 |
Volume |
948,815 |
714,821 |
-233,994 |
-24.7% |
3,151,946 |
|
Daily Pivots for day following 22-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.52 |
161.19 |
159.48 |
|
R3 |
160.57 |
160.24 |
159.22 |
|
R2 |
159.62 |
159.62 |
159.13 |
|
R1 |
159.29 |
159.29 |
159.05 |
159.46 |
PP |
158.67 |
158.67 |
158.67 |
158.75 |
S1 |
158.34 |
158.34 |
158.87 |
158.51 |
S2 |
157.72 |
157.72 |
158.79 |
|
S3 |
156.77 |
157.39 |
158.70 |
|
S4 |
155.82 |
156.44 |
158.44 |
|
|
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 |
159.00 |
157.67 |
1.33 |
0.8% |
0.51 |
0.3% |
97% |
True |
False |
662,243 |
10 |
159.00 |
156.88 |
2.12 |
1.3% |
0.49 |
0.3% |
98% |
True |
False |
624,799 |
20 |
159.00 |
156.03 |
2.97 |
1.9% |
0.59 |
0.4% |
99% |
True |
False |
601,322 |
40 |
159.00 |
154.62 |
4.38 |
2.8% |
0.65 |
0.4% |
99% |
True |
False |
310,865 |
60 |
159.42 |
154.62 |
4.80 |
3.0% |
0.59 |
0.4% |
90% |
False |
False |
208,970 |
80 |
160.98 |
154.62 |
6.36 |
4.0% |
0.52 |
0.3% |
68% |
False |
False |
156,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.04 |
2.618 |
161.49 |
1.618 |
160.54 |
1.000 |
159.95 |
0.618 |
159.59 |
HIGH |
159.00 |
0.618 |
158.64 |
0.500 |
158.53 |
0.382 |
158.41 |
LOW |
158.05 |
0.618 |
157.46 |
1.000 |
157.10 |
1.618 |
156.51 |
2.618 |
155.56 |
4.250 |
154.01 |
|
|
Fisher Pivots for day following 22-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
158.82 |
158.77 |
PP |
158.67 |
158.57 |
S1 |
158.53 |
158.38 |
|