Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 27-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2018 |
27-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
158.87 |
158.77 |
-0.10 |
-0.1% |
158.16 |
High |
158.95 |
159.42 |
0.47 |
0.3% |
159.01 |
Low |
158.59 |
158.73 |
0.14 |
0.1% |
157.67 |
Close |
158.93 |
159.23 |
0.30 |
0.2% |
158.87 |
Range |
0.36 |
0.69 |
0.33 |
91.7% |
1.34 |
ATR |
0.59 |
0.60 |
0.01 |
1.2% |
0.00 |
Volume |
733,467 |
824,206 |
90,739 |
12.4% |
3,370,679 |
|
Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.20 |
160.90 |
159.61 |
|
R3 |
160.51 |
160.21 |
159.42 |
|
R2 |
159.82 |
159.82 |
159.36 |
|
R1 |
159.52 |
159.52 |
159.29 |
159.67 |
PP |
159.13 |
159.13 |
159.13 |
159.20 |
S1 |
158.83 |
158.83 |
159.17 |
158.98 |
S2 |
158.44 |
158.44 |
159.10 |
|
S3 |
157.75 |
158.14 |
159.04 |
|
S4 |
157.06 |
157.45 |
158.85 |
|
|
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 |
159.42 |
157.75 |
1.67 |
1.0% |
0.56 |
0.4% |
89% |
True |
False |
787,226 |
10 |
159.42 |
157.34 |
2.08 |
1.3% |
0.51 |
0.3% |
91% |
True |
False |
672,380 |
20 |
159.42 |
156.22 |
3.20 |
2.0% |
0.57 |
0.4% |
94% |
True |
False |
694,503 |
40 |
159.42 |
154.62 |
4.80 |
3.0% |
0.64 |
0.4% |
96% |
True |
False |
367,136 |
60 |
159.42 |
154.62 |
4.80 |
3.0% |
0.60 |
0.4% |
96% |
True |
False |
246,822 |
80 |
160.98 |
154.62 |
6.36 |
4.0% |
0.52 |
0.3% |
72% |
False |
False |
185,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.35 |
2.618 |
161.23 |
1.618 |
160.54 |
1.000 |
160.11 |
0.618 |
159.85 |
HIGH |
159.42 |
0.618 |
159.16 |
0.500 |
159.08 |
0.382 |
158.99 |
LOW |
158.73 |
0.618 |
158.30 |
1.000 |
158.04 |
1.618 |
157.61 |
2.618 |
156.92 |
4.250 |
155.80 |
|
|
Fisher Pivots for day following 27-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
159.18 |
159.15 |
PP |
159.13 |
159.07 |
S1 |
159.08 |
158.99 |
|