Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 28-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2018 |
28-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
158.77 |
159.30 |
0.53 |
0.3% |
158.16 |
High |
159.42 |
159.69 |
0.27 |
0.2% |
159.01 |
Low |
158.73 |
159.12 |
0.39 |
0.2% |
157.67 |
Close |
159.23 |
159.31 |
0.08 |
0.1% |
158.87 |
Range |
0.69 |
0.57 |
-0.12 |
-17.4% |
1.34 |
ATR |
0.60 |
0.59 |
0.00 |
-0.3% |
0.00 |
Volume |
824,206 |
578,411 |
-245,795 |
-29.8% |
3,370,679 |
|
Daily Pivots for day following 28-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.08 |
160.77 |
159.62 |
|
R3 |
160.51 |
160.20 |
159.47 |
|
R2 |
159.94 |
159.94 |
159.41 |
|
R1 |
159.63 |
159.63 |
159.36 |
159.79 |
PP |
159.37 |
159.37 |
159.37 |
159.45 |
S1 |
159.06 |
159.06 |
159.26 |
159.22 |
S2 |
158.80 |
158.80 |
159.21 |
|
S3 |
158.23 |
158.49 |
159.15 |
|
S4 |
157.66 |
157.92 |
159.00 |
|
|
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 |
159.69 |
158.05 |
1.64 |
1.0% |
0.61 |
0.4% |
77% |
True |
False |
713,145 |
10 |
159.69 |
157.67 |
2.02 |
1.3% |
0.51 |
0.3% |
81% |
True |
False |
662,814 |
20 |
159.69 |
156.22 |
3.47 |
2.2% |
0.58 |
0.4% |
89% |
True |
False |
709,760 |
40 |
159.69 |
154.62 |
5.07 |
3.2% |
0.64 |
0.4% |
93% |
True |
False |
381,447 |
60 |
159.69 |
154.62 |
5.07 |
3.2% |
0.60 |
0.4% |
93% |
True |
False |
256,458 |
80 |
160.98 |
154.62 |
6.36 |
4.0% |
0.52 |
0.3% |
74% |
False |
False |
192,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.11 |
2.618 |
161.18 |
1.618 |
160.61 |
1.000 |
160.26 |
0.618 |
160.04 |
HIGH |
159.69 |
0.618 |
159.47 |
0.500 |
159.41 |
0.382 |
159.34 |
LOW |
159.12 |
0.618 |
158.77 |
1.000 |
158.55 |
1.618 |
158.20 |
2.618 |
157.63 |
4.250 |
156.70 |
|
|
Fisher Pivots for day following 28-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
159.41 |
159.25 |
PP |
159.37 |
159.20 |
S1 |
159.34 |
159.14 |
|