Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 31-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2017 |
31-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
161.93 |
162.07 |
0.14 |
0.1% |
162.77 |
High |
162.22 |
162.29 |
0.07 |
0.0% |
163.38 |
Low |
161.35 |
161.49 |
0.14 |
0.1% |
161.31 |
Close |
162.07 |
162.13 |
0.06 |
0.0% |
161.85 |
Range |
0.87 |
0.80 |
-0.07 |
-8.0% |
2.07 |
ATR |
0.86 |
0.86 |
0.00 |
-0.5% |
0.00 |
Volume |
1,001,325 |
1,001,325 |
0 |
0.0% |
4,159,940 |
|
Daily Pivots for day following 31-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.37 |
164.05 |
162.57 |
|
R3 |
163.57 |
163.25 |
162.35 |
|
R2 |
162.77 |
162.77 |
162.28 |
|
R1 |
162.45 |
162.45 |
162.20 |
162.61 |
PP |
161.97 |
161.97 |
161.97 |
162.05 |
S1 |
161.65 |
161.65 |
162.06 |
161.81 |
S2 |
161.17 |
161.17 |
161.98 |
|
S3 |
160.37 |
160.85 |
161.91 |
|
S4 |
159.57 |
160.05 |
161.69 |
|
|
Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.39 |
167.19 |
162.99 |
|
R3 |
166.32 |
165.12 |
162.42 |
|
R2 |
164.25 |
164.25 |
162.23 |
|
R1 |
163.05 |
163.05 |
162.04 |
162.62 |
PP |
162.18 |
162.18 |
162.18 |
161.96 |
S1 |
160.98 |
160.98 |
161.66 |
160.55 |
S2 |
160.11 |
160.11 |
161.47 |
|
S3 |
158.04 |
158.91 |
161.28 |
|
S4 |
155.97 |
156.84 |
160.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.49 |
161.31 |
1.18 |
0.7% |
0.73 |
0.5% |
69% |
False |
False |
878,431 |
10 |
163.82 |
161.31 |
2.51 |
1.5% |
0.77 |
0.5% |
33% |
False |
False |
855,291 |
20 |
164.52 |
161.31 |
3.21 |
2.0% |
0.81 |
0.5% |
26% |
False |
False |
789,855 |
40 |
164.94 |
159.91 |
5.03 |
3.1% |
0.85 |
0.5% |
44% |
False |
False |
668,234 |
60 |
165.26 |
159.91 |
5.35 |
3.3% |
0.91 |
0.6% |
41% |
False |
False |
486,311 |
80 |
166.84 |
159.91 |
6.93 |
4.3% |
0.84 |
0.5% |
32% |
False |
False |
367,864 |
100 |
168.93 |
159.91 |
9.02 |
5.6% |
0.80 |
0.5% |
25% |
False |
False |
294,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.69 |
2.618 |
164.38 |
1.618 |
163.58 |
1.000 |
163.09 |
0.618 |
162.78 |
HIGH |
162.29 |
0.618 |
161.98 |
0.500 |
161.89 |
0.382 |
161.80 |
LOW |
161.49 |
0.618 |
161.00 |
1.000 |
160.69 |
1.618 |
160.20 |
2.618 |
159.40 |
4.250 |
158.09 |
|
|
Fisher Pivots for day following 31-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
162.05 |
162.03 |
PP |
161.97 |
161.92 |
S1 |
161.89 |
161.82 |
|