Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 13-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2017 |
13-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
163.96 |
163.93 |
-0.03 |
0.0% |
162.50 |
High |
164.17 |
164.03 |
-0.14 |
-0.1% |
164.46 |
Low |
163.76 |
163.68 |
-0.08 |
0.0% |
162.44 |
Close |
163.91 |
163.76 |
-0.15 |
-0.1% |
163.91 |
Range |
0.41 |
0.35 |
-0.06 |
-14.6% |
2.02 |
ATR |
0.80 |
0.77 |
-0.03 |
-4.0% |
0.00 |
Volume |
512,868 |
740,039 |
227,171 |
44.3% |
3,883,209 |
|
Daily Pivots for day following 13-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.87 |
164.67 |
163.95 |
|
R3 |
164.52 |
164.32 |
163.86 |
|
R2 |
164.17 |
164.17 |
163.82 |
|
R1 |
163.97 |
163.97 |
163.79 |
163.90 |
PP |
163.82 |
163.82 |
163.82 |
163.79 |
S1 |
163.62 |
163.62 |
163.73 |
163.55 |
S2 |
163.47 |
163.47 |
163.70 |
|
S3 |
163.12 |
163.27 |
163.66 |
|
S4 |
162.77 |
162.92 |
163.57 |
|
|
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 |
162.97 |
1.49 |
0.9% |
0.60 |
0.4% |
53% |
False |
False |
731,646 |
10 |
164.46 |
161.49 |
2.97 |
1.8% |
0.69 |
0.4% |
76% |
False |
False |
779,510 |
20 |
164.46 |
161.31 |
3.15 |
1.9% |
0.73 |
0.4% |
78% |
False |
False |
806,622 |
40 |
164.94 |
161.31 |
3.63 |
2.2% |
0.74 |
0.4% |
67% |
False |
False |
655,790 |
60 |
164.94 |
159.91 |
5.03 |
3.1% |
0.85 |
0.5% |
77% |
False |
False |
596,036 |
80 |
166.84 |
159.91 |
6.93 |
4.2% |
0.86 |
0.5% |
56% |
False |
False |
451,961 |
100 |
168.93 |
159.91 |
9.02 |
5.5% |
0.81 |
0.5% |
43% |
False |
False |
362,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.52 |
2.618 |
164.95 |
1.618 |
164.60 |
1.000 |
164.38 |
0.618 |
164.25 |
HIGH |
164.03 |
0.618 |
163.90 |
0.500 |
163.86 |
0.382 |
163.81 |
LOW |
163.68 |
0.618 |
163.46 |
1.000 |
163.33 |
1.618 |
163.11 |
2.618 |
162.76 |
4.250 |
162.19 |
|
|
Fisher Pivots for day following 13-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
163.86 |
164.07 |
PP |
163.82 |
163.97 |
S1 |
163.79 |
163.86 |
|