Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 08-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2017 |
08-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
163.49 |
163.53 |
0.04 |
0.0% |
161.93 |
High |
163.74 |
164.41 |
0.67 |
0.4% |
162.68 |
Low |
162.97 |
163.44 |
0.47 |
0.3% |
161.35 |
Close |
163.38 |
164.22 |
0.84 |
0.5% |
162.49 |
Range |
0.77 |
0.97 |
0.20 |
26.0% |
1.33 |
ATR |
0.84 |
0.86 |
0.01 |
1.6% |
0.00 |
Volume |
993,921 |
771,865 |
-222,056 |
-22.3% |
4,173,178 |
|
Daily Pivots for day following 08-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.93 |
166.55 |
164.75 |
|
R3 |
165.96 |
165.58 |
164.49 |
|
R2 |
164.99 |
164.99 |
164.40 |
|
R1 |
164.61 |
164.61 |
164.31 |
164.80 |
PP |
164.02 |
164.02 |
164.02 |
164.12 |
S1 |
163.64 |
163.64 |
164.13 |
163.83 |
S2 |
163.05 |
163.05 |
164.04 |
|
S3 |
162.08 |
162.67 |
163.95 |
|
S4 |
161.11 |
161.70 |
163.69 |
|
|
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 |
164.41 |
161.63 |
2.78 |
1.7% |
0.88 |
0.5% |
93% |
True |
False |
808,911 |
10 |
164.41 |
161.31 |
3.10 |
1.9% |
0.76 |
0.5% |
94% |
True |
False |
841,808 |
20 |
164.45 |
161.31 |
3.14 |
1.9% |
0.79 |
0.5% |
93% |
False |
False |
813,155 |
40 |
164.94 |
161.08 |
3.86 |
2.4% |
0.78 |
0.5% |
81% |
False |
False |
657,202 |
60 |
164.94 |
159.91 |
5.03 |
3.1% |
0.86 |
0.5% |
86% |
False |
False |
565,897 |
80 |
166.84 |
159.91 |
6.93 |
4.2% |
0.86 |
0.5% |
62% |
False |
False |
428,711 |
100 |
168.93 |
159.91 |
9.02 |
5.5% |
0.81 |
0.5% |
48% |
False |
False |
343,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.53 |
2.618 |
166.95 |
1.618 |
165.98 |
1.000 |
165.38 |
0.618 |
165.01 |
HIGH |
164.41 |
0.618 |
164.04 |
0.500 |
163.93 |
0.382 |
163.81 |
LOW |
163.44 |
0.618 |
162.84 |
1.000 |
162.47 |
1.618 |
161.87 |
2.618 |
160.90 |
4.250 |
159.32 |
|
|
Fisher Pivots for day following 08-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
164.12 |
163.96 |
PP |
164.02 |
163.69 |
S1 |
163.93 |
163.43 |
|