Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 16-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2017 |
16-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
163.52 |
163.48 |
-0.04 |
0.0% |
162.50 |
High |
163.55 |
163.88 |
0.33 |
0.2% |
164.46 |
Low |
163.13 |
163.32 |
0.19 |
0.1% |
162.44 |
Close |
163.30 |
163.84 |
0.54 |
0.3% |
163.91 |
Range |
0.42 |
0.56 |
0.14 |
33.3% |
2.02 |
ATR |
0.75 |
0.74 |
-0.01 |
-1.6% |
0.00 |
Volume |
754,372 |
751,339 |
-3,033 |
-0.4% |
3,883,209 |
|
Daily Pivots for day following 16-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.36 |
165.16 |
164.15 |
|
R3 |
164.80 |
164.60 |
163.99 |
|
R2 |
164.24 |
164.24 |
163.94 |
|
R1 |
164.04 |
164.04 |
163.89 |
164.14 |
PP |
163.68 |
163.68 |
163.68 |
163.73 |
S1 |
163.48 |
163.48 |
163.79 |
163.58 |
S2 |
163.12 |
163.12 |
163.74 |
|
S3 |
162.56 |
162.92 |
163.69 |
|
S4 |
162.00 |
162.36 |
163.53 |
|
|
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 |
164.17 |
163.13 |
1.04 |
0.6% |
0.51 |
0.3% |
68% |
False |
False |
684,858 |
10 |
164.46 |
162.01 |
2.45 |
1.5% |
0.65 |
0.4% |
75% |
False |
False |
745,151 |
20 |
164.46 |
161.31 |
3.15 |
1.9% |
0.72 |
0.4% |
80% |
False |
False |
796,058 |
40 |
164.94 |
161.31 |
3.63 |
2.2% |
0.71 |
0.4% |
70% |
False |
False |
678,461 |
60 |
164.94 |
159.91 |
5.03 |
3.1% |
0.84 |
0.5% |
78% |
False |
False |
630,006 |
80 |
166.23 |
159.91 |
6.32 |
3.9% |
0.86 |
0.5% |
62% |
False |
False |
478,509 |
100 |
168.93 |
159.91 |
9.02 |
5.5% |
0.81 |
0.5% |
44% |
False |
False |
384,168 |
120 |
168.93 |
159.91 |
9.02 |
5.5% |
0.78 |
0.5% |
44% |
False |
False |
320,648 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.26 |
2.618 |
165.35 |
1.618 |
164.79 |
1.000 |
164.44 |
0.618 |
164.23 |
HIGH |
163.88 |
0.618 |
163.67 |
0.500 |
163.60 |
0.382 |
163.53 |
LOW |
163.32 |
0.618 |
162.97 |
1.000 |
162.76 |
1.618 |
162.41 |
2.618 |
161.85 |
4.250 |
160.94 |
|
|
Fisher Pivots for day following 16-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
163.76 |
163.76 |
PP |
163.68 |
163.68 |
S1 |
163.60 |
163.60 |
|