Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 28-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2017 |
28-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
166.22 |
166.04 |
-0.18 |
-0.1% |
164.57 |
High |
166.32 |
166.22 |
-0.10 |
-0.1% |
166.40 |
Low |
165.90 |
165.70 |
-0.20 |
-0.1% |
164.09 |
Close |
166.08 |
166.05 |
-0.03 |
0.0% |
166.21 |
Range |
0.42 |
0.52 |
0.10 |
23.8% |
2.31 |
ATR |
0.76 |
0.75 |
-0.02 |
-2.3% |
0.00 |
Volume |
964,851 |
1,406,475 |
441,624 |
45.8% |
3,404,324 |
|
Daily Pivots for day following 28-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.55 |
167.32 |
166.34 |
|
R3 |
167.03 |
166.80 |
166.19 |
|
R2 |
166.51 |
166.51 |
166.15 |
|
R1 |
166.28 |
166.28 |
166.10 |
166.40 |
PP |
165.99 |
165.99 |
165.99 |
166.05 |
S1 |
165.76 |
165.76 |
166.00 |
165.88 |
S2 |
165.47 |
165.47 |
165.95 |
|
S3 |
164.95 |
165.24 |
165.91 |
|
S4 |
164.43 |
164.72 |
165.76 |
|
|
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 |
164.31 |
2.09 |
1.3% |
0.78 |
0.5% |
83% |
False |
False |
926,950 |
10 |
166.40 |
163.13 |
3.27 |
2.0% |
0.73 |
0.4% |
89% |
False |
False |
836,484 |
20 |
166.40 |
161.49 |
4.91 |
3.0% |
0.71 |
0.4% |
93% |
False |
False |
807,997 |
40 |
166.40 |
161.31 |
5.09 |
3.1% |
0.76 |
0.5% |
93% |
False |
False |
794,719 |
60 |
166.40 |
159.91 |
6.49 |
3.9% |
0.82 |
0.5% |
95% |
False |
False |
712,350 |
80 |
166.40 |
159.91 |
6.49 |
3.9% |
0.85 |
0.5% |
95% |
False |
False |
554,340 |
100 |
166.84 |
159.91 |
6.93 |
4.2% |
0.81 |
0.5% |
89% |
False |
False |
445,895 |
120 |
168.93 |
159.91 |
9.02 |
5.4% |
0.79 |
0.5% |
68% |
False |
False |
372,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.43 |
2.618 |
167.58 |
1.618 |
167.06 |
1.000 |
166.74 |
0.618 |
166.54 |
HIGH |
166.22 |
0.618 |
166.02 |
0.500 |
165.96 |
0.382 |
165.90 |
LOW |
165.70 |
0.618 |
165.38 |
1.000 |
165.18 |
1.618 |
164.86 |
2.618 |
164.34 |
4.250 |
163.49 |
|
|
Fisher Pivots for day following 28-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
166.02 |
166.03 |
PP |
165.99 |
166.02 |
S1 |
165.96 |
166.00 |
|