Euro Bund Future March 2019
Trading Metrics calculated at close of trading on 06-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2019 |
06-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
165.67 |
165.80 |
0.13 |
0.1% |
166.56 |
High |
165.79 |
166.29 |
0.50 |
0.3% |
166.66 |
Low |
165.26 |
165.63 |
0.37 |
0.2% |
164.97 |
Close |
165.52 |
166.11 |
0.59 |
0.4% |
165.22 |
Range |
0.53 |
0.66 |
0.13 |
24.5% |
1.69 |
ATR |
0.58 |
0.60 |
0.01 |
2.3% |
0.00 |
Volume |
335,509 |
15,396 |
-320,113 |
-95.4% |
5,185,433 |
|
Daily Pivots for day following 06-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.99 |
167.71 |
166.47 |
|
R3 |
167.33 |
167.05 |
166.29 |
|
R2 |
166.67 |
166.67 |
166.23 |
|
R1 |
166.39 |
166.39 |
166.17 |
166.53 |
PP |
166.01 |
166.01 |
166.01 |
166.08 |
S1 |
165.73 |
165.73 |
166.05 |
165.87 |
S2 |
165.35 |
165.35 |
165.99 |
|
S3 |
164.69 |
165.07 |
165.93 |
|
S4 |
164.03 |
164.41 |
165.75 |
|
|
Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170.69 |
169.64 |
166.15 |
|
R3 |
169.00 |
167.95 |
165.68 |
|
R2 |
167.31 |
167.31 |
165.53 |
|
R1 |
166.26 |
166.26 |
165.37 |
165.94 |
PP |
165.62 |
165.62 |
165.62 |
165.46 |
S1 |
164.57 |
164.57 |
165.07 |
164.25 |
S2 |
163.93 |
163.93 |
164.91 |
|
S3 |
162.24 |
162.88 |
164.76 |
|
S4 |
160.55 |
161.19 |
164.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
166.29 |
164.97 |
1.32 |
0.8% |
0.62 |
0.4% |
86% |
True |
False |
837,186 |
10 |
166.72 |
164.97 |
1.75 |
1.1% |
0.64 |
0.4% |
65% |
False |
False |
799,918 |
20 |
166.83 |
164.97 |
1.86 |
1.1% |
0.57 |
0.3% |
61% |
False |
False |
705,849 |
40 |
166.83 |
163.48 |
3.35 |
2.0% |
0.55 |
0.3% |
79% |
False |
False |
658,682 |
60 |
166.83 |
162.50 |
4.33 |
2.6% |
0.58 |
0.4% |
83% |
False |
False |
643,799 |
80 |
166.83 |
159.93 |
6.90 |
4.2% |
0.55 |
0.3% |
90% |
False |
False |
537,536 |
100 |
166.83 |
158.10 |
8.73 |
5.3% |
0.55 |
0.3% |
92% |
False |
False |
431,532 |
120 |
166.83 |
157.96 |
8.87 |
5.3% |
0.54 |
0.3% |
92% |
False |
False |
360,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.10 |
2.618 |
168.02 |
1.618 |
167.36 |
1.000 |
166.95 |
0.618 |
166.70 |
HIGH |
166.29 |
0.618 |
166.04 |
0.500 |
165.96 |
0.382 |
165.88 |
LOW |
165.63 |
0.618 |
165.22 |
1.000 |
164.97 |
1.618 |
164.56 |
2.618 |
163.90 |
4.250 |
162.83 |
|
|
Fisher Pivots for day following 06-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
166.06 |
165.96 |
PP |
166.01 |
165.80 |
S1 |
165.96 |
165.65 |
|