Euro Bund Future June 2019
Trading Metrics calculated at close of trading on 27-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2019 |
27-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
165.79 |
165.79 |
0.00 |
0.0% |
164.22 |
High |
165.83 |
166.70 |
0.87 |
0.5% |
165.86 |
Low |
165.45 |
165.68 |
0.23 |
0.1% |
163.63 |
Close |
165.58 |
166.59 |
1.01 |
0.6% |
165.74 |
Range |
0.38 |
1.02 |
0.64 |
168.4% |
2.23 |
ATR |
0.61 |
0.64 |
0.04 |
6.0% |
0.00 |
Volume |
1,065,658 |
755,693 |
-309,965 |
-29.1% |
3,653,961 |
|
Daily Pivots for day following 27-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.38 |
169.01 |
167.15 |
|
R3 |
168.36 |
167.99 |
166.87 |
|
R2 |
167.34 |
167.34 |
166.78 |
|
R1 |
166.97 |
166.97 |
166.68 |
167.16 |
PP |
166.32 |
166.32 |
166.32 |
166.42 |
S1 |
165.95 |
165.95 |
166.50 |
166.14 |
S2 |
165.30 |
165.30 |
166.40 |
|
S3 |
164.28 |
164.93 |
166.31 |
|
S4 |
163.26 |
163.91 |
166.03 |
|
|
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 |
166.70 |
164.32 |
2.38 |
1.4% |
0.78 |
0.5% |
95% |
True |
False |
811,218 |
10 |
166.70 |
163.63 |
3.07 |
1.8% |
0.66 |
0.4% |
96% |
True |
False |
709,050 |
20 |
166.70 |
162.42 |
4.28 |
2.6% |
0.64 |
0.4% |
97% |
True |
False |
743,355 |
40 |
166.70 |
162.39 |
4.31 |
2.6% |
0.56 |
0.3% |
97% |
True |
False |
390,289 |
60 |
166.70 |
161.06 |
5.64 |
3.4% |
0.51 |
0.3% |
98% |
True |
False |
262,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
171.04 |
2.618 |
169.37 |
1.618 |
168.35 |
1.000 |
167.72 |
0.618 |
167.33 |
HIGH |
166.70 |
0.618 |
166.31 |
0.500 |
166.19 |
0.382 |
166.07 |
LOW |
165.68 |
0.618 |
165.05 |
1.000 |
164.66 |
1.618 |
164.03 |
2.618 |
163.01 |
4.250 |
161.35 |
|
|
Fisher Pivots for day following 27-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
166.46 |
166.40 |
PP |
166.32 |
166.21 |
S1 |
166.19 |
166.02 |
|