Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 17-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2017 |
17-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
163.48 |
163.79 |
0.31 |
0.2% |
163.93 |
High |
163.88 |
164.64 |
0.76 |
0.5% |
164.64 |
Low |
163.32 |
163.62 |
0.30 |
0.2% |
163.13 |
Close |
163.84 |
164.43 |
0.59 |
0.4% |
164.43 |
Range |
0.56 |
1.02 |
0.46 |
82.1% |
1.51 |
ATR |
0.74 |
0.76 |
0.02 |
2.7% |
0.00 |
Volume |
751,339 |
417,814 |
-333,525 |
-44.4% |
3,329,238 |
|
Daily Pivots for day following 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.29 |
166.88 |
164.99 |
|
R3 |
166.27 |
165.86 |
164.71 |
|
R2 |
165.25 |
165.25 |
164.62 |
|
R1 |
164.84 |
164.84 |
164.52 |
165.05 |
PP |
164.23 |
164.23 |
164.23 |
164.33 |
S1 |
163.82 |
163.82 |
164.34 |
164.03 |
S2 |
163.21 |
163.21 |
164.24 |
|
S3 |
162.19 |
162.80 |
164.15 |
|
S4 |
161.17 |
161.78 |
163.87 |
|
|
Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.60 |
168.02 |
165.26 |
|
R3 |
167.09 |
166.51 |
164.85 |
|
R2 |
165.58 |
165.58 |
164.71 |
|
R1 |
165.00 |
165.00 |
164.57 |
165.29 |
PP |
164.07 |
164.07 |
164.07 |
164.21 |
S1 |
163.49 |
163.49 |
164.29 |
163.78 |
S2 |
162.56 |
162.56 |
164.15 |
|
S3 |
161.05 |
161.98 |
164.01 |
|
S4 |
159.54 |
160.47 |
163.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
164.64 |
163.13 |
1.51 |
0.9% |
0.63 |
0.4% |
86% |
True |
False |
665,847 |
10 |
164.64 |
162.44 |
2.20 |
1.3% |
0.68 |
0.4% |
90% |
True |
False |
721,244 |
20 |
164.64 |
161.31 |
3.33 |
2.0% |
0.71 |
0.4% |
94% |
True |
False |
777,278 |
40 |
164.94 |
161.31 |
3.63 |
2.2% |
0.73 |
0.4% |
86% |
False |
False |
680,987 |
60 |
164.94 |
159.91 |
5.03 |
3.1% |
0.83 |
0.5% |
90% |
False |
False |
634,117 |
80 |
165.28 |
159.91 |
5.37 |
3.3% |
0.86 |
0.5% |
84% |
False |
False |
483,486 |
100 |
168.93 |
159.91 |
9.02 |
5.5% |
0.82 |
0.5% |
50% |
False |
False |
388,324 |
120 |
168.93 |
159.91 |
9.02 |
5.5% |
0.79 |
0.5% |
50% |
False |
False |
324,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.98 |
2.618 |
167.31 |
1.618 |
166.29 |
1.000 |
165.66 |
0.618 |
165.27 |
HIGH |
164.64 |
0.618 |
164.25 |
0.500 |
164.13 |
0.382 |
164.01 |
LOW |
163.62 |
0.618 |
162.99 |
1.000 |
162.60 |
1.618 |
161.97 |
2.618 |
160.95 |
4.250 |
159.29 |
|
|
Fisher Pivots for day following 17-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
164.33 |
164.25 |
PP |
164.23 |
164.07 |
S1 |
164.13 |
163.89 |
|