Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 06-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2017 |
06-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
162.15 |
162.50 |
0.35 |
0.2% |
161.93 |
High |
162.68 |
163.48 |
0.80 |
0.5% |
162.68 |
Low |
162.01 |
162.44 |
0.43 |
0.3% |
161.35 |
Close |
162.49 |
163.19 |
0.70 |
0.4% |
162.49 |
Range |
0.67 |
1.04 |
0.37 |
55.2% |
1.33 |
ATR |
0.83 |
0.85 |
0.01 |
1.8% |
0.00 |
Volume |
656,877 |
965,018 |
308,141 |
46.9% |
4,173,178 |
|
Daily Pivots for day following 06-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.16 |
165.71 |
163.76 |
|
R3 |
165.12 |
164.67 |
163.48 |
|
R2 |
164.08 |
164.08 |
163.38 |
|
R1 |
163.63 |
163.63 |
163.29 |
163.86 |
PP |
163.04 |
163.04 |
163.04 |
163.15 |
S1 |
162.59 |
162.59 |
163.09 |
162.82 |
S2 |
162.00 |
162.00 |
163.00 |
|
S3 |
160.96 |
161.55 |
162.90 |
|
S4 |
159.92 |
160.51 |
162.62 |
|
|
Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.16 |
165.66 |
163.22 |
|
R3 |
164.83 |
164.33 |
162.86 |
|
R2 |
163.50 |
163.50 |
162.73 |
|
R1 |
163.00 |
163.00 |
162.61 |
163.25 |
PP |
162.17 |
162.17 |
162.17 |
162.30 |
S1 |
161.67 |
161.67 |
162.37 |
161.92 |
S2 |
160.84 |
160.84 |
162.25 |
|
S3 |
159.51 |
160.34 |
162.12 |
|
S4 |
158.18 |
159.01 |
161.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.48 |
161.49 |
1.99 |
1.2% |
0.79 |
0.5% |
85% |
True |
False |
827,374 |
10 |
163.48 |
161.31 |
2.17 |
1.3% |
0.76 |
0.5% |
87% |
True |
False |
857,510 |
20 |
164.45 |
161.31 |
3.14 |
1.9% |
0.77 |
0.5% |
60% |
False |
False |
801,104 |
40 |
164.94 |
160.80 |
4.14 |
2.5% |
0.79 |
0.5% |
58% |
False |
False |
645,881 |
60 |
164.94 |
159.91 |
5.03 |
3.1% |
0.87 |
0.5% |
65% |
False |
False |
537,245 |
80 |
166.84 |
159.91 |
6.93 |
4.2% |
0.86 |
0.5% |
47% |
False |
False |
406,721 |
100 |
168.93 |
159.91 |
9.02 |
5.5% |
0.81 |
0.5% |
36% |
False |
False |
326,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.90 |
2.618 |
166.20 |
1.618 |
165.16 |
1.000 |
164.52 |
0.618 |
164.12 |
HIGH |
163.48 |
0.618 |
163.08 |
0.500 |
162.96 |
0.382 |
162.84 |
LOW |
162.44 |
0.618 |
161.80 |
1.000 |
161.40 |
1.618 |
160.76 |
2.618 |
159.72 |
4.250 |
158.02 |
|
|
Fisher Pivots for day following 06-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
163.11 |
162.98 |
PP |
163.04 |
162.77 |
S1 |
162.96 |
162.56 |
|