Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 03-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2017 |
03-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
164.99 |
164.80 |
-0.19 |
-0.1% |
166.22 |
High |
164.99 |
164.85 |
-0.14 |
-0.1% |
166.32 |
Low |
164.42 |
163.89 |
-0.53 |
-0.3% |
163.89 |
Close |
164.61 |
163.98 |
-0.63 |
-0.4% |
163.98 |
Range |
0.57 |
0.96 |
0.39 |
68.4% |
2.43 |
ATR |
0.77 |
0.78 |
0.01 |
1.8% |
0.00 |
Volume |
1,535,914 |
1,264,538 |
-271,376 |
-17.7% |
6,466,374 |
|
Daily Pivots for day following 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.12 |
166.51 |
164.51 |
|
R3 |
166.16 |
165.55 |
164.24 |
|
R2 |
165.20 |
165.20 |
164.16 |
|
R1 |
164.59 |
164.59 |
164.07 |
164.42 |
PP |
164.24 |
164.24 |
164.24 |
164.15 |
S1 |
163.63 |
163.63 |
163.89 |
163.46 |
S2 |
163.28 |
163.28 |
163.80 |
|
S3 |
162.32 |
162.67 |
163.72 |
|
S4 |
161.36 |
161.71 |
163.45 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172.02 |
170.43 |
165.32 |
|
R3 |
169.59 |
168.00 |
164.65 |
|
R2 |
167.16 |
167.16 |
164.43 |
|
R1 |
165.57 |
165.57 |
164.20 |
165.15 |
PP |
164.73 |
164.73 |
164.73 |
164.52 |
S1 |
163.14 |
163.14 |
163.76 |
162.72 |
S2 |
162.30 |
162.30 |
163.53 |
|
S3 |
159.87 |
160.71 |
163.31 |
|
S4 |
157.44 |
158.28 |
162.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
166.32 |
163.89 |
2.43 |
1.5% |
0.72 |
0.4% |
4% |
False |
True |
1,293,274 |
10 |
166.40 |
163.62 |
2.78 |
1.7% |
0.82 |
0.5% |
13% |
False |
False |
1,028,851 |
20 |
166.40 |
162.01 |
4.39 |
2.7% |
0.73 |
0.4% |
45% |
False |
False |
887,001 |
40 |
166.40 |
161.31 |
5.09 |
3.1% |
0.76 |
0.5% |
52% |
False |
False |
834,397 |
60 |
166.40 |
159.91 |
6.49 |
4.0% |
0.79 |
0.5% |
63% |
False |
False |
734,326 |
80 |
166.40 |
159.91 |
6.49 |
4.0% |
0.87 |
0.5% |
63% |
False |
False |
605,101 |
100 |
166.84 |
159.91 |
6.93 |
4.2% |
0.82 |
0.5% |
59% |
False |
False |
486,700 |
120 |
168.93 |
159.91 |
9.02 |
5.5% |
0.79 |
0.5% |
45% |
False |
False |
406,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.93 |
2.618 |
167.36 |
1.618 |
166.40 |
1.000 |
165.81 |
0.618 |
165.44 |
HIGH |
164.85 |
0.618 |
164.48 |
0.500 |
164.37 |
0.382 |
164.26 |
LOW |
163.89 |
0.618 |
163.30 |
1.000 |
162.93 |
1.618 |
162.34 |
2.618 |
161.38 |
4.250 |
159.81 |
|
|
Fisher Pivots for day following 03-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
164.37 |
164.90 |
PP |
164.24 |
164.59 |
S1 |
164.11 |
164.29 |
|