Euro Bund Future March 2018
| Trading Metrics calculated at close of trading on 07-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2018 |
07-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
159.54 |
159.43 |
-0.11 |
-0.1% |
159.65 |
| High |
159.74 |
159.63 |
-0.11 |
-0.1% |
160.21 |
| Low |
158.89 |
159.26 |
0.37 |
0.2% |
159.03 |
| Close |
159.25 |
159.43 |
0.18 |
0.1% |
159.77 |
| Range |
0.85 |
0.37 |
-0.48 |
-56.5% |
1.18 |
| ATR |
0.74 |
0.72 |
-0.03 |
-3.5% |
0.00 |
| Volume |
357,290 |
357,290 |
0 |
0.0% |
4,890,223 |
|
| Daily Pivots for day following 07-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160.55 |
160.36 |
159.63 |
|
| R3 |
160.18 |
159.99 |
159.53 |
|
| R2 |
159.81 |
159.81 |
159.50 |
|
| R1 |
159.62 |
159.62 |
159.46 |
159.62 |
| PP |
159.44 |
159.44 |
159.44 |
159.44 |
| S1 |
159.25 |
159.25 |
159.40 |
159.25 |
| S2 |
159.07 |
159.07 |
159.36 |
|
| S3 |
158.70 |
158.88 |
159.33 |
|
| S4 |
158.33 |
158.51 |
159.23 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.21 |
162.67 |
160.42 |
|
| R3 |
162.03 |
161.49 |
160.09 |
|
| R2 |
160.85 |
160.85 |
159.99 |
|
| R1 |
160.31 |
160.31 |
159.88 |
160.58 |
| PP |
159.67 |
159.67 |
159.67 |
159.81 |
| S1 |
159.13 |
159.13 |
159.66 |
159.40 |
| S2 |
158.49 |
158.49 |
159.55 |
|
| S3 |
157.31 |
157.95 |
159.45 |
|
| S4 |
156.13 |
156.77 |
159.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
160.38 |
158.89 |
1.49 |
0.9% |
0.69 |
0.4% |
36% |
False |
False |
926,786 |
| 10 |
160.38 |
158.18 |
2.20 |
1.4% |
0.65 |
0.4% |
57% |
False |
False |
856,485 |
| 20 |
160.38 |
157.26 |
3.12 |
2.0% |
0.72 |
0.4% |
70% |
False |
False |
795,197 |
| 40 |
162.00 |
157.26 |
4.74 |
3.0% |
0.71 |
0.4% |
46% |
False |
False |
800,862 |
| 60 |
163.78 |
157.26 |
6.52 |
4.1% |
0.65 |
0.4% |
33% |
False |
False |
692,206 |
| 80 |
163.78 |
157.26 |
6.52 |
4.1% |
0.62 |
0.4% |
33% |
False |
False |
588,895 |
| 100 |
163.78 |
157.26 |
6.52 |
4.1% |
0.60 |
0.4% |
33% |
False |
False |
473,377 |
| 120 |
163.78 |
157.26 |
6.52 |
4.1% |
0.58 |
0.4% |
33% |
False |
False |
394,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161.20 |
|
2.618 |
160.60 |
|
1.618 |
160.23 |
|
1.000 |
160.00 |
|
0.618 |
159.86 |
|
HIGH |
159.63 |
|
0.618 |
159.49 |
|
0.500 |
159.45 |
|
0.382 |
159.40 |
|
LOW |
159.26 |
|
0.618 |
159.03 |
|
1.000 |
158.89 |
|
1.618 |
158.66 |
|
2.618 |
158.29 |
|
4.250 |
157.69 |
|
|
| Fisher Pivots for day following 07-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
159.45 |
159.64 |
| PP |
159.44 |
159.57 |
| S1 |
159.44 |
159.50 |
|