Euro Bund Future June 2018
Trading Metrics calculated at close of trading on 29-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2018 |
29-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
159.30 |
159.24 |
-0.06 |
0.0% |
158.16 |
High |
159.69 |
159.48 |
-0.21 |
-0.1% |
159.01 |
Low |
159.12 |
159.14 |
0.02 |
0.0% |
157.67 |
Close |
159.31 |
159.43 |
0.12 |
0.1% |
158.87 |
Range |
0.57 |
0.34 |
-0.23 |
-40.4% |
1.34 |
ATR |
0.59 |
0.58 |
-0.02 |
-3.1% |
0.00 |
Volume |
578,411 |
702,617 |
124,206 |
21.5% |
3,370,679 |
|
Daily Pivots for day following 29-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.37 |
160.24 |
159.62 |
|
R3 |
160.03 |
159.90 |
159.52 |
|
R2 |
159.69 |
159.69 |
159.49 |
|
R1 |
159.56 |
159.56 |
159.46 |
159.63 |
PP |
159.35 |
159.35 |
159.35 |
159.38 |
S1 |
159.22 |
159.22 |
159.40 |
159.29 |
S2 |
159.01 |
159.01 |
159.37 |
|
S3 |
158.67 |
158.88 |
159.34 |
|
S4 |
158.33 |
158.54 |
159.24 |
|
|
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 |
158.55 |
1.14 |
0.7% |
0.48 |
0.3% |
77% |
False |
False |
710,704 |
10 |
159.69 |
157.67 |
2.02 |
1.3% |
0.50 |
0.3% |
87% |
False |
False |
686,473 |
20 |
159.69 |
156.22 |
3.47 |
2.2% |
0.56 |
0.4% |
93% |
False |
False |
726,532 |
40 |
159.69 |
154.62 |
5.07 |
3.2% |
0.63 |
0.4% |
95% |
False |
False |
398,885 |
60 |
159.69 |
154.62 |
5.07 |
3.2% |
0.60 |
0.4% |
95% |
False |
False |
268,000 |
80 |
160.98 |
154.62 |
6.36 |
4.0% |
0.53 |
0.3% |
76% |
False |
False |
201,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
160.93 |
2.618 |
160.37 |
1.618 |
160.03 |
1.000 |
159.82 |
0.618 |
159.69 |
HIGH |
159.48 |
0.618 |
159.35 |
0.500 |
159.31 |
0.382 |
159.27 |
LOW |
159.14 |
0.618 |
158.93 |
1.000 |
158.80 |
1.618 |
158.59 |
2.618 |
158.25 |
4.250 |
157.70 |
|
|
Fisher Pivots for day following 29-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
159.39 |
159.36 |
PP |
159.35 |
159.28 |
S1 |
159.31 |
159.21 |
|