Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 07-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2017 |
07-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
162.50 |
163.49 |
0.99 |
0.6% |
161.93 |
High |
163.48 |
163.74 |
0.26 |
0.2% |
162.68 |
Low |
162.44 |
162.97 |
0.53 |
0.3% |
161.35 |
Close |
163.19 |
163.38 |
0.19 |
0.1% |
162.49 |
Range |
1.04 |
0.77 |
-0.27 |
-26.0% |
1.33 |
ATR |
0.85 |
0.84 |
-0.01 |
-0.7% |
0.00 |
Volume |
965,018 |
993,921 |
28,903 |
3.0% |
4,173,178 |
|
Daily Pivots for day following 07-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.67 |
165.30 |
163.80 |
|
R3 |
164.90 |
164.53 |
163.59 |
|
R2 |
164.13 |
164.13 |
163.52 |
|
R1 |
163.76 |
163.76 |
163.45 |
163.56 |
PP |
163.36 |
163.36 |
163.36 |
163.27 |
S1 |
162.99 |
162.99 |
163.31 |
162.79 |
S2 |
162.59 |
162.59 |
163.24 |
|
S3 |
161.82 |
162.22 |
163.17 |
|
S4 |
161.05 |
161.45 |
162.96 |
|
|
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 |
163.74 |
161.51 |
2.23 |
1.4% |
0.78 |
0.5% |
84% |
True |
False |
825,893 |
10 |
163.74 |
161.31 |
2.43 |
1.5% |
0.76 |
0.5% |
85% |
True |
False |
852,162 |
20 |
164.45 |
161.31 |
3.14 |
1.9% |
0.77 |
0.5% |
66% |
False |
False |
819,902 |
40 |
164.94 |
160.80 |
4.14 |
2.5% |
0.77 |
0.5% |
62% |
False |
False |
653,850 |
60 |
164.94 |
159.91 |
5.03 |
3.1% |
0.87 |
0.5% |
69% |
False |
False |
553,311 |
80 |
166.84 |
159.91 |
6.93 |
4.2% |
0.86 |
0.5% |
50% |
False |
False |
419,076 |
100 |
168.93 |
159.91 |
9.02 |
5.5% |
0.81 |
0.5% |
38% |
False |
False |
336,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.01 |
2.618 |
165.76 |
1.618 |
164.99 |
1.000 |
164.51 |
0.618 |
164.22 |
HIGH |
163.74 |
0.618 |
163.45 |
0.500 |
163.36 |
0.382 |
163.26 |
LOW |
162.97 |
0.618 |
162.49 |
1.000 |
162.20 |
1.618 |
161.72 |
2.618 |
160.95 |
4.250 |
159.70 |
|
|
Fisher Pivots for day following 07-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
163.37 |
163.21 |
PP |
163.36 |
163.04 |
S1 |
163.36 |
162.88 |
|