Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 02-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2017 |
02-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
165.78 |
164.99 |
-0.79 |
-0.5% |
164.57 |
High |
165.90 |
164.99 |
-0.91 |
-0.5% |
166.40 |
Low |
164.75 |
164.42 |
-0.33 |
-0.2% |
164.09 |
Close |
164.93 |
164.61 |
-0.32 |
-0.2% |
166.21 |
Range |
1.15 |
0.57 |
-0.58 |
-50.4% |
2.31 |
ATR |
0.79 |
0.77 |
-0.02 |
-2.0% |
0.00 |
Volume |
1,294,596 |
1,535,914 |
241,318 |
18.6% |
3,404,324 |
|
Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.38 |
166.07 |
164.92 |
|
R3 |
165.81 |
165.50 |
164.77 |
|
R2 |
165.24 |
165.24 |
164.71 |
|
R1 |
164.93 |
164.93 |
164.66 |
164.80 |
PP |
164.67 |
164.67 |
164.67 |
164.61 |
S1 |
164.36 |
164.36 |
164.56 |
164.23 |
S2 |
164.10 |
164.10 |
164.51 |
|
S3 |
163.53 |
163.79 |
164.45 |
|
S4 |
162.96 |
163.22 |
164.30 |
|
|
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 |
164.42 |
1.98 |
1.2% |
0.69 |
0.4% |
10% |
False |
True |
1,168,385 |
10 |
166.40 |
163.32 |
3.08 |
1.9% |
0.78 |
0.5% |
42% |
False |
False |
977,531 |
20 |
166.40 |
161.63 |
4.77 |
2.9% |
0.73 |
0.4% |
62% |
False |
False |
856,618 |
40 |
166.40 |
161.31 |
5.09 |
3.1% |
0.75 |
0.5% |
65% |
False |
False |
828,272 |
60 |
166.40 |
159.91 |
6.49 |
3.9% |
0.79 |
0.5% |
72% |
False |
False |
728,986 |
80 |
166.40 |
159.91 |
6.49 |
3.9% |
0.86 |
0.5% |
72% |
False |
False |
589,442 |
100 |
166.84 |
159.91 |
6.93 |
4.2% |
0.82 |
0.5% |
68% |
False |
False |
474,131 |
120 |
168.93 |
159.91 |
9.02 |
5.5% |
0.79 |
0.5% |
52% |
False |
False |
395,620 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.41 |
2.618 |
166.48 |
1.618 |
165.91 |
1.000 |
165.56 |
0.618 |
165.34 |
HIGH |
164.99 |
0.618 |
164.77 |
0.500 |
164.71 |
0.382 |
164.64 |
LOW |
164.42 |
0.618 |
164.07 |
1.000 |
163.85 |
1.618 |
163.50 |
2.618 |
162.93 |
4.250 |
162.00 |
|
|
Fisher Pivots for day following 02-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
164.71 |
165.32 |
PP |
164.67 |
165.08 |
S1 |
164.64 |
164.85 |
|