Euro Bund Future June 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 |
163.13 |
163.25 |
0.12 |
0.1% |
163.99 |
| High |
163.23 |
163.70 |
0.47 |
0.3% |
164.10 |
| Low |
162.70 |
163.06 |
0.36 |
0.2% |
162.42 |
| Close |
162.96 |
163.55 |
0.59 |
0.4% |
162.68 |
| Range |
0.53 |
0.64 |
0.11 |
20.8% |
1.68 |
| ATR |
0.53 |
0.55 |
0.01 |
2.7% |
0.00 |
| Volume |
972,541 |
1,047,278 |
74,737 |
7.7% |
1,956,285 |
|
| Daily Pivots for day following 06-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.36 |
165.09 |
163.90 |
|
| R3 |
164.72 |
164.45 |
163.73 |
|
| R2 |
164.08 |
164.08 |
163.67 |
|
| R1 |
163.81 |
163.81 |
163.61 |
163.95 |
| PP |
163.44 |
163.44 |
163.44 |
163.50 |
| S1 |
163.17 |
163.17 |
163.49 |
163.31 |
| S2 |
162.80 |
162.80 |
163.43 |
|
| S3 |
162.16 |
162.53 |
163.37 |
|
| S4 |
161.52 |
161.89 |
163.20 |
|
|
| Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168.11 |
167.07 |
163.60 |
|
| R3 |
166.43 |
165.39 |
163.14 |
|
| R2 |
164.75 |
164.75 |
162.99 |
|
| R1 |
163.71 |
163.71 |
162.83 |
163.39 |
| PP |
163.07 |
163.07 |
163.07 |
162.91 |
| S1 |
162.03 |
162.03 |
162.53 |
161.71 |
| S2 |
161.39 |
161.39 |
162.37 |
|
| S3 |
159.71 |
160.35 |
162.22 |
|
| S4 |
158.03 |
158.67 |
161.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163.70 |
162.42 |
1.28 |
0.8% |
0.62 |
0.4% |
88% |
True |
False |
945,364 |
| 10 |
164.15 |
162.42 |
1.73 |
1.1% |
0.63 |
0.4% |
65% |
False |
False |
526,926 |
| 20 |
164.25 |
162.42 |
1.83 |
1.1% |
0.54 |
0.3% |
62% |
False |
False |
272,602 |
| 40 |
164.25 |
161.35 |
2.90 |
1.8% |
0.45 |
0.3% |
76% |
False |
False |
140,239 |
| 60 |
164.25 |
160.25 |
4.00 |
2.4% |
0.43 |
0.3% |
83% |
False |
False |
93,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.42 |
|
2.618 |
165.38 |
|
1.618 |
164.74 |
|
1.000 |
164.34 |
|
0.618 |
164.10 |
|
HIGH |
163.70 |
|
0.618 |
163.46 |
|
0.500 |
163.38 |
|
0.382 |
163.30 |
|
LOW |
163.06 |
|
0.618 |
162.66 |
|
1.000 |
162.42 |
|
1.618 |
162.02 |
|
2.618 |
161.38 |
|
4.250 |
160.34 |
|
|
| Fisher Pivots for day following 06-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
163.49 |
163.40 |
| PP |
163.44 |
163.24 |
| S1 |
163.38 |
163.09 |
|