Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 22-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2017 |
22-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
164.57 |
164.35 |
-0.22 |
-0.1% |
163.93 |
High |
164.64 |
165.53 |
0.89 |
0.5% |
164.64 |
Low |
164.09 |
164.31 |
0.22 |
0.1% |
163.13 |
Close |
164.41 |
164.99 |
0.58 |
0.4% |
164.43 |
Range |
0.55 |
1.22 |
0.67 |
121.8% |
1.51 |
ATR |
0.74 |
0.78 |
0.03 |
4.6% |
0.00 |
Volume |
1,140,900 |
781,978 |
-358,922 |
-31.5% |
3,329,238 |
|
Daily Pivots for day following 22-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.60 |
168.02 |
165.66 |
|
R3 |
167.38 |
166.80 |
165.33 |
|
R2 |
166.16 |
166.16 |
165.21 |
|
R1 |
165.58 |
165.58 |
165.10 |
165.87 |
PP |
164.94 |
164.94 |
164.94 |
165.09 |
S1 |
164.36 |
164.36 |
164.88 |
164.65 |
S2 |
163.72 |
163.72 |
164.77 |
|
S3 |
162.50 |
163.14 |
164.65 |
|
S4 |
161.28 |
161.92 |
164.32 |
|
|
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 |
165.53 |
163.13 |
2.40 |
1.5% |
0.75 |
0.5% |
78% |
True |
False |
769,280 |
10 |
165.53 |
163.13 |
2.40 |
1.5% |
0.68 |
0.4% |
78% |
True |
False |
717,638 |
20 |
165.53 |
161.31 |
4.22 |
2.6% |
0.72 |
0.4% |
87% |
True |
False |
784,900 |
40 |
165.53 |
161.31 |
4.22 |
2.6% |
0.74 |
0.5% |
87% |
True |
False |
721,193 |
60 |
165.53 |
159.91 |
5.62 |
3.4% |
0.84 |
0.5% |
90% |
True |
False |
664,408 |
80 |
165.53 |
159.91 |
5.62 |
3.4% |
0.85 |
0.5% |
90% |
True |
False |
506,860 |
100 |
168.29 |
159.91 |
8.38 |
5.1% |
0.82 |
0.5% |
61% |
False |
False |
407,533 |
120 |
168.93 |
159.91 |
9.02 |
5.5% |
0.79 |
0.5% |
56% |
False |
False |
340,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
170.72 |
2.618 |
168.72 |
1.618 |
167.50 |
1.000 |
166.75 |
0.618 |
166.28 |
HIGH |
165.53 |
0.618 |
165.06 |
0.500 |
164.92 |
0.382 |
164.78 |
LOW |
164.31 |
0.618 |
163.56 |
1.000 |
163.09 |
1.618 |
162.34 |
2.618 |
161.12 |
4.250 |
159.13 |
|
|
Fisher Pivots for day following 22-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
164.97 |
164.85 |
PP |
164.94 |
164.71 |
S1 |
164.92 |
164.58 |
|