Euro Bund Future June 2019
Trading Metrics calculated at close of trading on 22-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2019 |
22-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
164.39 |
164.65 |
0.26 |
0.2% |
164.22 |
High |
164.93 |
165.86 |
0.93 |
0.6% |
165.86 |
Low |
164.32 |
164.62 |
0.30 |
0.2% |
163.63 |
Close |
164.85 |
165.74 |
0.89 |
0.5% |
165.74 |
Range |
0.61 |
1.24 |
0.63 |
103.3% |
2.23 |
ATR |
0.58 |
0.62 |
0.05 |
8.2% |
0.00 |
Volume |
1,010,742 |
623,210 |
-387,532 |
-38.3% |
3,653,961 |
|
Daily Pivots for day following 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.13 |
168.67 |
166.42 |
|
R3 |
167.89 |
167.43 |
166.08 |
|
R2 |
166.65 |
166.65 |
165.97 |
|
R1 |
166.19 |
166.19 |
165.85 |
166.42 |
PP |
165.41 |
165.41 |
165.41 |
165.52 |
S1 |
164.95 |
164.95 |
165.63 |
165.18 |
S2 |
164.17 |
164.17 |
165.51 |
|
S3 |
162.93 |
163.71 |
165.40 |
|
S4 |
161.69 |
162.47 |
165.06 |
|
|
Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
171.77 |
170.98 |
166.97 |
|
R3 |
169.54 |
168.75 |
166.35 |
|
R2 |
167.31 |
167.31 |
166.15 |
|
R1 |
166.52 |
166.52 |
165.94 |
166.92 |
PP |
165.08 |
165.08 |
165.08 |
165.27 |
S1 |
164.29 |
164.29 |
165.54 |
164.69 |
S2 |
162.85 |
162.85 |
165.33 |
|
S3 |
160.62 |
162.06 |
165.13 |
|
S4 |
158.39 |
159.83 |
164.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
165.86 |
163.63 |
2.23 |
1.3% |
0.73 |
0.4% |
95% |
True |
False |
730,792 |
10 |
165.86 |
163.63 |
2.23 |
1.3% |
0.62 |
0.4% |
95% |
True |
False |
640,393 |
20 |
165.86 |
162.42 |
3.44 |
2.1% |
0.63 |
0.4% |
97% |
True |
False |
644,082 |
40 |
165.86 |
162.16 |
3.70 |
2.2% |
0.54 |
0.3% |
97% |
True |
False |
330,079 |
60 |
165.86 |
160.95 |
4.91 |
3.0% |
0.50 |
0.3% |
98% |
True |
False |
222,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
171.13 |
2.618 |
169.11 |
1.618 |
167.87 |
1.000 |
167.10 |
0.618 |
166.63 |
HIGH |
165.86 |
0.618 |
165.39 |
0.500 |
165.24 |
0.382 |
165.09 |
LOW |
164.62 |
0.618 |
163.85 |
1.000 |
163.38 |
1.618 |
162.61 |
2.618 |
161.37 |
4.250 |
159.35 |
|
|
Fisher Pivots for day following 22-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
165.57 |
165.44 |
PP |
165.41 |
165.15 |
S1 |
165.24 |
164.85 |
|