Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 26-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2018 |
26-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
158.90 |
158.87 |
-0.03 |
0.0% |
158.16 |
High |
159.01 |
158.95 |
-0.06 |
0.0% |
159.01 |
Low |
158.55 |
158.59 |
0.04 |
0.0% |
157.67 |
Close |
158.87 |
158.93 |
0.06 |
0.0% |
158.87 |
Range |
0.46 |
0.36 |
-0.10 |
-21.7% |
1.34 |
ATR |
0.61 |
0.59 |
-0.02 |
-2.9% |
0.00 |
Volume |
714,821 |
733,467 |
18,646 |
2.6% |
3,370,679 |
|
Daily Pivots for day following 26-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.90 |
159.78 |
159.13 |
|
R3 |
159.54 |
159.42 |
159.03 |
|
R2 |
159.18 |
159.18 |
159.00 |
|
R1 |
159.06 |
159.06 |
158.96 |
159.12 |
PP |
158.82 |
158.82 |
158.82 |
158.86 |
S1 |
158.70 |
158.70 |
158.90 |
158.76 |
S2 |
158.46 |
158.46 |
158.86 |
|
S3 |
158.10 |
158.34 |
158.83 |
|
S4 |
157.74 |
157.98 |
158.73 |
|
|
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 |
157.75 |
1.26 |
0.8% |
0.48 |
0.3% |
94% |
False |
False |
720,517 |
10 |
159.01 |
157.17 |
1.84 |
1.2% |
0.49 |
0.3% |
96% |
False |
False |
657,366 |
20 |
159.01 |
156.22 |
2.79 |
1.8% |
0.56 |
0.4% |
97% |
False |
False |
660,237 |
40 |
159.01 |
154.62 |
4.39 |
2.8% |
0.64 |
0.4% |
98% |
False |
False |
346,673 |
60 |
159.27 |
154.62 |
4.65 |
2.9% |
0.59 |
0.4% |
93% |
False |
False |
233,106 |
80 |
160.98 |
154.62 |
6.36 |
4.0% |
0.53 |
0.3% |
68% |
False |
False |
174,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.48 |
2.618 |
159.89 |
1.618 |
159.53 |
1.000 |
159.31 |
0.618 |
159.17 |
HIGH |
158.95 |
0.618 |
158.81 |
0.500 |
158.77 |
0.382 |
158.73 |
LOW |
158.59 |
0.618 |
158.37 |
1.000 |
158.23 |
1.618 |
158.01 |
2.618 |
157.65 |
4.250 |
157.06 |
|
|
Fisher Pivots for day following 26-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
158.88 |
158.80 |
PP |
158.82 |
158.66 |
S1 |
158.77 |
158.53 |
|