Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 23-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2017 |
23-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
164.35 |
165.10 |
0.75 |
0.5% |
163.93 |
High |
165.53 |
165.80 |
0.27 |
0.2% |
164.64 |
Low |
164.31 |
164.84 |
0.53 |
0.3% |
163.13 |
Close |
164.99 |
165.64 |
0.65 |
0.4% |
164.43 |
Range |
1.22 |
0.96 |
-0.26 |
-21.3% |
1.51 |
ATR |
0.78 |
0.79 |
0.01 |
1.7% |
0.00 |
Volume |
781,978 |
841,355 |
59,377 |
7.6% |
3,329,238 |
|
Daily Pivots for day following 23-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.31 |
167.93 |
166.17 |
|
R3 |
167.35 |
166.97 |
165.90 |
|
R2 |
166.39 |
166.39 |
165.82 |
|
R1 |
166.01 |
166.01 |
165.73 |
166.20 |
PP |
165.43 |
165.43 |
165.43 |
165.52 |
S1 |
165.05 |
165.05 |
165.55 |
165.24 |
S2 |
164.47 |
164.47 |
165.46 |
|
S3 |
163.51 |
164.09 |
165.38 |
|
S4 |
162.55 |
163.13 |
165.11 |
|
|
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 |
165.80 |
163.32 |
2.48 |
1.5% |
0.86 |
0.5% |
94% |
True |
False |
786,677 |
10 |
165.80 |
163.13 |
2.67 |
1.6% |
0.68 |
0.4% |
94% |
True |
False |
724,587 |
20 |
165.80 |
161.31 |
4.49 |
2.7% |
0.72 |
0.4% |
96% |
True |
False |
783,198 |
40 |
165.80 |
161.31 |
4.49 |
2.7% |
0.75 |
0.5% |
96% |
True |
False |
736,472 |
60 |
165.80 |
159.91 |
5.89 |
3.6% |
0.85 |
0.5% |
97% |
True |
False |
676,560 |
80 |
165.80 |
159.91 |
5.89 |
3.6% |
0.86 |
0.5% |
97% |
True |
False |
517,103 |
100 |
168.11 |
159.91 |
8.20 |
5.0% |
0.82 |
0.5% |
70% |
False |
False |
415,939 |
120 |
168.93 |
159.91 |
9.02 |
5.4% |
0.80 |
0.5% |
64% |
False |
False |
347,157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.88 |
2.618 |
168.31 |
1.618 |
167.35 |
1.000 |
166.76 |
0.618 |
166.39 |
HIGH |
165.80 |
0.618 |
165.43 |
0.500 |
165.32 |
0.382 |
165.21 |
LOW |
164.84 |
0.618 |
164.25 |
1.000 |
163.88 |
1.618 |
163.29 |
2.618 |
162.33 |
4.250 |
160.76 |
|
|
Fisher Pivots for day following 23-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
165.53 |
165.41 |
PP |
165.43 |
165.18 |
S1 |
165.32 |
164.95 |
|