Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 21-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2017 |
21-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
163.79 |
164.57 |
0.78 |
0.5% |
163.93 |
High |
164.64 |
164.64 |
0.00 |
0.0% |
164.64 |
Low |
163.62 |
164.09 |
0.47 |
0.3% |
163.13 |
Close |
164.43 |
164.41 |
-0.02 |
0.0% |
164.43 |
Range |
1.02 |
0.55 |
-0.47 |
-46.1% |
1.51 |
ATR |
0.76 |
0.74 |
-0.01 |
-2.0% |
0.00 |
Volume |
417,814 |
1,140,900 |
723,086 |
173.1% |
3,329,238 |
|
Daily Pivots for day following 21-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.03 |
165.77 |
164.71 |
|
R3 |
165.48 |
165.22 |
164.56 |
|
R2 |
164.93 |
164.93 |
164.51 |
|
R1 |
164.67 |
164.67 |
164.46 |
164.53 |
PP |
164.38 |
164.38 |
164.38 |
164.31 |
S1 |
164.12 |
164.12 |
164.36 |
163.98 |
S2 |
163.83 |
163.83 |
164.31 |
|
S3 |
163.28 |
163.57 |
164.26 |
|
S4 |
162.73 |
163.02 |
164.11 |
|
|
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% |
0.67 |
0.4% |
85% |
True |
False |
746,019 |
10 |
164.64 |
162.97 |
1.67 |
1.0% |
0.64 |
0.4% |
86% |
True |
False |
738,832 |
20 |
164.64 |
161.31 |
3.33 |
2.0% |
0.70 |
0.4% |
93% |
True |
False |
798,171 |
40 |
164.94 |
161.31 |
3.63 |
2.2% |
0.73 |
0.4% |
85% |
False |
False |
705,347 |
60 |
164.94 |
159.91 |
5.03 |
3.1% |
0.83 |
0.5% |
89% |
False |
False |
652,586 |
80 |
165.26 |
159.91 |
5.35 |
3.3% |
0.85 |
0.5% |
84% |
False |
False |
497,268 |
100 |
168.93 |
159.91 |
9.02 |
5.5% |
0.82 |
0.5% |
50% |
False |
False |
399,724 |
120 |
168.93 |
159.91 |
9.02 |
5.5% |
0.79 |
0.5% |
50% |
False |
False |
333,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.98 |
2.618 |
166.08 |
1.618 |
165.53 |
1.000 |
165.19 |
0.618 |
164.98 |
HIGH |
164.64 |
0.618 |
164.43 |
0.500 |
164.37 |
0.382 |
164.30 |
LOW |
164.09 |
0.618 |
163.75 |
1.000 |
163.54 |
1.618 |
163.20 |
2.618 |
162.65 |
4.250 |
161.75 |
|
|
Fisher Pivots for day following 21-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
164.40 |
164.27 |
PP |
164.38 |
164.12 |
S1 |
164.37 |
163.98 |
|