Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 14-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2017 |
14-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
163.93 |
163.97 |
0.04 |
0.0% |
162.50 |
High |
164.03 |
164.07 |
0.04 |
0.0% |
164.46 |
Low |
163.68 |
163.26 |
-0.42 |
-0.3% |
162.44 |
Close |
163.76 |
163.42 |
-0.34 |
-0.2% |
163.91 |
Range |
0.35 |
0.81 |
0.46 |
131.4% |
2.02 |
ATR |
0.77 |
0.77 |
0.00 |
0.4% |
0.00 |
Volume |
740,039 |
665,674 |
-74,365 |
-10.0% |
3,883,209 |
|
Daily Pivots for day following 14-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.01 |
165.53 |
163.87 |
|
R3 |
165.20 |
164.72 |
163.64 |
|
R2 |
164.39 |
164.39 |
163.57 |
|
R1 |
163.91 |
163.91 |
163.49 |
163.75 |
PP |
163.58 |
163.58 |
163.58 |
163.50 |
S1 |
163.10 |
163.10 |
163.35 |
162.94 |
S2 |
162.77 |
162.77 |
163.27 |
|
S3 |
161.96 |
162.29 |
163.20 |
|
S4 |
161.15 |
161.48 |
162.97 |
|
|
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 |
163.26 |
1.20 |
0.7% |
0.61 |
0.4% |
13% |
False |
True |
665,996 |
10 |
164.46 |
161.51 |
2.95 |
1.8% |
0.70 |
0.4% |
65% |
False |
False |
745,945 |
20 |
164.46 |
161.31 |
3.15 |
1.9% |
0.73 |
0.4% |
67% |
False |
False |
800,618 |
40 |
164.94 |
161.31 |
3.63 |
2.2% |
0.74 |
0.5% |
58% |
False |
False |
659,760 |
60 |
164.94 |
159.91 |
5.03 |
3.1% |
0.84 |
0.5% |
70% |
False |
False |
606,626 |
80 |
166.84 |
159.91 |
6.93 |
4.2% |
0.86 |
0.5% |
51% |
False |
False |
460,182 |
100 |
168.93 |
159.91 |
9.02 |
5.5% |
0.81 |
0.5% |
39% |
False |
False |
369,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.51 |
2.618 |
166.19 |
1.618 |
165.38 |
1.000 |
164.88 |
0.618 |
164.57 |
HIGH |
164.07 |
0.618 |
163.76 |
0.500 |
163.67 |
0.382 |
163.57 |
LOW |
163.26 |
0.618 |
162.76 |
1.000 |
162.45 |
1.618 |
161.95 |
2.618 |
161.14 |
4.250 |
159.82 |
|
|
Fisher Pivots for day following 14-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
163.67 |
163.72 |
PP |
163.58 |
163.62 |
S1 |
163.50 |
163.52 |
|