Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 02-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2017 |
02-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
161.90 |
161.94 |
0.04 |
0.0% |
162.77 |
High |
162.02 |
162.56 |
0.54 |
0.3% |
163.38 |
Low |
161.51 |
161.63 |
0.12 |
0.1% |
161.31 |
Close |
161.61 |
162.37 |
0.76 |
0.5% |
161.85 |
Range |
0.51 |
0.93 |
0.42 |
82.4% |
2.07 |
ATR |
0.84 |
0.85 |
0.01 |
0.9% |
0.00 |
Volume |
856,774 |
656,877 |
-199,897 |
-23.3% |
4,159,940 |
|
Daily Pivots for day following 02-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.98 |
164.60 |
162.88 |
|
R3 |
164.05 |
163.67 |
162.63 |
|
R2 |
163.12 |
163.12 |
162.54 |
|
R1 |
162.74 |
162.74 |
162.46 |
162.93 |
PP |
162.19 |
162.19 |
162.19 |
162.28 |
S1 |
161.81 |
161.81 |
162.28 |
162.00 |
S2 |
161.26 |
161.26 |
162.20 |
|
S3 |
160.33 |
160.88 |
162.11 |
|
S4 |
159.40 |
159.95 |
161.86 |
|
|
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 |
162.56 |
161.35 |
1.21 |
0.7% |
0.71 |
0.4% |
84% |
True |
False |
866,108 |
10 |
163.38 |
161.31 |
2.07 |
1.3% |
0.79 |
0.5% |
51% |
False |
False |
846,965 |
20 |
164.45 |
161.31 |
3.14 |
1.9% |
0.78 |
0.5% |
34% |
False |
False |
781,794 |
40 |
164.94 |
159.91 |
5.03 |
3.1% |
0.82 |
0.5% |
49% |
False |
False |
657,989 |
60 |
165.26 |
159.91 |
5.35 |
3.3% |
0.91 |
0.6% |
46% |
False |
False |
511,135 |
80 |
166.84 |
159.91 |
6.93 |
4.3% |
0.85 |
0.5% |
35% |
False |
False |
386,624 |
100 |
168.93 |
159.91 |
9.02 |
5.6% |
0.80 |
0.5% |
27% |
False |
False |
309,967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.51 |
2.618 |
164.99 |
1.618 |
164.06 |
1.000 |
163.49 |
0.618 |
163.13 |
HIGH |
162.56 |
0.618 |
162.20 |
0.500 |
162.10 |
0.382 |
161.99 |
LOW |
161.63 |
0.618 |
161.06 |
1.000 |
160.70 |
1.618 |
160.13 |
2.618 |
159.20 |
4.250 |
157.68 |
|
|
Fisher Pivots for day following 02-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
162.28 |
162.26 |
PP |
162.19 |
162.14 |
S1 |
162.10 |
162.03 |
|