Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 01-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2017 |
01-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
162.07 |
161.90 |
-0.17 |
-0.1% |
162.77 |
High |
162.29 |
162.02 |
-0.27 |
-0.2% |
163.38 |
Low |
161.49 |
161.51 |
0.02 |
0.0% |
161.31 |
Close |
162.13 |
161.61 |
-0.52 |
-0.3% |
161.85 |
Range |
0.80 |
0.51 |
-0.29 |
-36.3% |
2.07 |
ATR |
0.86 |
0.84 |
-0.02 |
-2.0% |
0.00 |
Volume |
1,001,325 |
856,774 |
-144,551 |
-14.4% |
4,159,940 |
|
Daily Pivots for day following 01-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.24 |
162.94 |
161.89 |
|
R3 |
162.73 |
162.43 |
161.75 |
|
R2 |
162.22 |
162.22 |
161.70 |
|
R1 |
161.92 |
161.92 |
161.66 |
161.82 |
PP |
161.71 |
161.71 |
161.71 |
161.66 |
S1 |
161.41 |
161.41 |
161.56 |
161.31 |
S2 |
161.20 |
161.20 |
161.52 |
|
S3 |
160.69 |
160.90 |
161.47 |
|
S4 |
160.18 |
160.39 |
161.33 |
|
|
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 |
162.29 |
161.31 |
0.98 |
0.6% |
0.64 |
0.4% |
31% |
False |
False |
874,706 |
10 |
163.38 |
161.31 |
2.07 |
1.3% |
0.75 |
0.5% |
14% |
False |
False |
853,962 |
20 |
164.45 |
161.31 |
3.14 |
1.9% |
0.76 |
0.5% |
10% |
False |
False |
799,926 |
40 |
164.94 |
159.91 |
5.03 |
3.1% |
0.82 |
0.5% |
34% |
False |
False |
665,170 |
60 |
165.26 |
159.91 |
5.35 |
3.3% |
0.91 |
0.6% |
32% |
False |
False |
500,383 |
80 |
166.84 |
159.91 |
6.93 |
4.3% |
0.84 |
0.5% |
25% |
False |
False |
378,509 |
100 |
168.93 |
159.91 |
9.02 |
5.6% |
0.81 |
0.5% |
19% |
False |
False |
303,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.19 |
2.618 |
163.36 |
1.618 |
162.85 |
1.000 |
162.53 |
0.618 |
162.34 |
HIGH |
162.02 |
0.618 |
161.83 |
0.500 |
161.77 |
0.382 |
161.70 |
LOW |
161.51 |
0.618 |
161.19 |
1.000 |
161.00 |
1.618 |
160.68 |
2.618 |
160.17 |
4.250 |
159.34 |
|
|
Fisher Pivots for day following 01-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
161.77 |
161.82 |
PP |
161.71 |
161.75 |
S1 |
161.66 |
161.68 |
|