Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 23-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2018 |
23-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
158.09 |
158.90 |
0.81 |
0.5% |
158.16 |
High |
159.00 |
159.01 |
0.01 |
0.0% |
159.01 |
Low |
158.05 |
158.55 |
0.50 |
0.3% |
157.67 |
Close |
158.96 |
158.87 |
-0.09 |
-0.1% |
158.87 |
Range |
0.95 |
0.46 |
-0.49 |
-51.6% |
1.34 |
ATR |
0.62 |
0.61 |
-0.01 |
-1.8% |
0.00 |
Volume |
714,821 |
714,821 |
0 |
0.0% |
3,370,679 |
|
Daily Pivots for day following 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.19 |
159.99 |
159.12 |
|
R3 |
159.73 |
159.53 |
159.00 |
|
R2 |
159.27 |
159.27 |
158.95 |
|
R1 |
159.07 |
159.07 |
158.91 |
158.94 |
PP |
158.81 |
158.81 |
158.81 |
158.75 |
S1 |
158.61 |
158.61 |
158.83 |
158.48 |
S2 |
158.35 |
158.35 |
158.79 |
|
S3 |
157.89 |
158.15 |
158.74 |
|
S4 |
157.43 |
157.69 |
158.62 |
|
|
Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.54 |
162.04 |
159.61 |
|
R3 |
161.20 |
160.70 |
159.24 |
|
R2 |
159.86 |
159.86 |
159.12 |
|
R1 |
159.36 |
159.36 |
158.99 |
159.61 |
PP |
158.52 |
158.52 |
158.52 |
158.64 |
S1 |
158.02 |
158.02 |
158.75 |
158.27 |
S2 |
157.18 |
157.18 |
158.62 |
|
S3 |
155.84 |
156.68 |
158.50 |
|
S4 |
154.50 |
155.34 |
158.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
159.01 |
157.67 |
1.34 |
0.8% |
0.53 |
0.3% |
90% |
True |
False |
674,135 |
10 |
159.01 |
156.91 |
2.10 |
1.3% |
0.50 |
0.3% |
93% |
True |
False |
652,262 |
20 |
159.01 |
156.22 |
2.79 |
1.8% |
0.56 |
0.4% |
95% |
True |
False |
630,789 |
40 |
159.01 |
154.62 |
4.39 |
2.8% |
0.65 |
0.4% |
97% |
True |
False |
328,526 |
60 |
159.27 |
154.62 |
4.65 |
2.9% |
0.59 |
0.4% |
91% |
False |
False |
220,883 |
80 |
160.98 |
154.62 |
6.36 |
4.0% |
0.52 |
0.3% |
67% |
False |
False |
165,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.97 |
2.618 |
160.21 |
1.618 |
159.75 |
1.000 |
159.47 |
0.618 |
159.29 |
HIGH |
159.01 |
0.618 |
158.83 |
0.500 |
158.78 |
0.382 |
158.73 |
LOW |
158.55 |
0.618 |
158.27 |
1.000 |
158.09 |
1.618 |
157.81 |
2.618 |
157.35 |
4.250 |
156.60 |
|
|
Fisher Pivots for day following 23-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
158.84 |
158.71 |
PP |
158.81 |
158.54 |
S1 |
158.78 |
158.38 |
|