Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 10-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2017 |
10-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
164.21 |
163.96 |
-0.25 |
-0.2% |
162.50 |
High |
164.46 |
164.17 |
-0.29 |
-0.2% |
164.46 |
Low |
163.97 |
163.76 |
-0.21 |
-0.1% |
162.44 |
Close |
164.23 |
163.91 |
-0.32 |
-0.2% |
163.91 |
Range |
0.49 |
0.41 |
-0.08 |
-16.3% |
2.02 |
ATR |
0.83 |
0.80 |
-0.03 |
-3.1% |
0.00 |
Volume |
639,537 |
512,868 |
-126,669 |
-19.8% |
3,883,209 |
|
Daily Pivots for day following 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.18 |
164.95 |
164.14 |
|
R3 |
164.77 |
164.54 |
164.02 |
|
R2 |
164.36 |
164.36 |
163.99 |
|
R1 |
164.13 |
164.13 |
163.95 |
164.04 |
PP |
163.95 |
163.95 |
163.95 |
163.90 |
S1 |
163.72 |
163.72 |
163.87 |
163.63 |
S2 |
163.54 |
163.54 |
163.83 |
|
S3 |
163.13 |
163.31 |
163.80 |
|
S4 |
162.72 |
162.90 |
163.68 |
|
|
Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.66 |
168.81 |
165.02 |
|
R3 |
167.64 |
166.79 |
164.47 |
|
R2 |
165.62 |
165.62 |
164.28 |
|
R1 |
164.77 |
164.77 |
164.10 |
165.20 |
PP |
163.60 |
163.60 |
163.60 |
163.82 |
S1 |
162.75 |
162.75 |
163.72 |
163.18 |
S2 |
161.58 |
161.58 |
163.54 |
|
S3 |
159.56 |
160.73 |
163.35 |
|
S4 |
157.54 |
158.71 |
162.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
164.46 |
162.44 |
2.02 |
1.2% |
0.74 |
0.4% |
73% |
False |
False |
776,641 |
10 |
164.46 |
161.35 |
3.11 |
1.9% |
0.75 |
0.5% |
82% |
False |
False |
805,638 |
20 |
164.46 |
161.31 |
3.15 |
1.9% |
0.76 |
0.5% |
83% |
False |
False |
792,383 |
40 |
164.94 |
161.19 |
3.75 |
2.3% |
0.76 |
0.5% |
73% |
False |
False |
650,776 |
60 |
164.94 |
159.91 |
5.03 |
3.1% |
0.86 |
0.5% |
80% |
False |
False |
584,207 |
80 |
166.84 |
159.91 |
6.93 |
4.2% |
0.86 |
0.5% |
58% |
False |
False |
442,810 |
100 |
168.93 |
159.91 |
9.02 |
5.5% |
0.81 |
0.5% |
44% |
False |
False |
355,140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.91 |
2.618 |
165.24 |
1.618 |
164.83 |
1.000 |
164.58 |
0.618 |
164.42 |
HIGH |
164.17 |
0.618 |
164.01 |
0.500 |
163.97 |
0.382 |
163.92 |
LOW |
163.76 |
0.618 |
163.51 |
1.000 |
163.35 |
1.618 |
163.10 |
2.618 |
162.69 |
4.250 |
162.02 |
|
|
Fisher Pivots for day following 10-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
163.97 |
163.95 |
PP |
163.95 |
163.94 |
S1 |
163.93 |
163.92 |
|