Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 27-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2017 |
27-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
165.72 |
166.22 |
0.50 |
0.3% |
164.57 |
High |
166.40 |
166.32 |
-0.08 |
0.0% |
166.40 |
Low |
165.60 |
165.90 |
0.30 |
0.2% |
164.09 |
Close |
166.21 |
166.08 |
-0.13 |
-0.1% |
166.21 |
Range |
0.80 |
0.42 |
-0.38 |
-47.5% |
2.31 |
ATR |
0.79 |
0.76 |
-0.03 |
-3.3% |
0.00 |
Volume |
640,091 |
964,851 |
324,760 |
50.7% |
3,404,324 |
|
Daily Pivots for day following 27-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.36 |
167.14 |
166.31 |
|
R3 |
166.94 |
166.72 |
166.20 |
|
R2 |
166.52 |
166.52 |
166.16 |
|
R1 |
166.30 |
166.30 |
166.12 |
166.20 |
PP |
166.10 |
166.10 |
166.10 |
166.05 |
S1 |
165.88 |
165.88 |
166.04 |
165.78 |
S2 |
165.68 |
165.68 |
166.00 |
|
S3 |
165.26 |
165.46 |
165.96 |
|
S4 |
164.84 |
165.04 |
165.85 |
|
|
Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172.50 |
171.66 |
167.48 |
|
R3 |
170.19 |
169.35 |
166.85 |
|
R2 |
167.88 |
167.88 |
166.63 |
|
R1 |
167.04 |
167.04 |
166.42 |
167.46 |
PP |
165.57 |
165.57 |
165.57 |
165.78 |
S1 |
164.73 |
164.73 |
166.00 |
165.15 |
S2 |
163.26 |
163.26 |
165.79 |
|
S3 |
160.95 |
162.42 |
165.57 |
|
S4 |
158.64 |
160.11 |
164.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
166.40 |
164.09 |
2.31 |
1.4% |
0.79 |
0.5% |
86% |
False |
False |
873,835 |
10 |
166.40 |
163.13 |
3.27 |
2.0% |
0.71 |
0.4% |
90% |
False |
False |
769,841 |
20 |
166.40 |
161.35 |
5.05 |
3.0% |
0.73 |
0.4% |
94% |
False |
False |
787,740 |
40 |
166.40 |
161.31 |
5.09 |
3.1% |
0.76 |
0.5% |
94% |
False |
False |
762,631 |
60 |
166.40 |
159.91 |
6.49 |
3.9% |
0.84 |
0.5% |
95% |
False |
False |
695,128 |
80 |
166.40 |
159.91 |
6.49 |
3.9% |
0.86 |
0.5% |
95% |
False |
False |
536,860 |
100 |
167.22 |
159.91 |
7.31 |
4.4% |
0.82 |
0.5% |
84% |
False |
False |
431,895 |
120 |
168.93 |
159.91 |
9.02 |
5.4% |
0.80 |
0.5% |
68% |
False |
False |
360,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.11 |
2.618 |
167.42 |
1.618 |
167.00 |
1.000 |
166.74 |
0.618 |
166.58 |
HIGH |
166.32 |
0.618 |
166.16 |
0.500 |
166.11 |
0.382 |
166.06 |
LOW |
165.90 |
0.618 |
165.64 |
1.000 |
165.48 |
1.618 |
165.22 |
2.618 |
164.80 |
4.250 |
164.12 |
|
|
Fisher Pivots for day following 27-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
166.11 |
165.93 |
PP |
166.10 |
165.77 |
S1 |
166.09 |
165.62 |
|