Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 22-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2017 |
22-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
161.34 |
161.20 |
-0.14 |
-0.1% |
160.79 |
High |
161.42 |
162.31 |
0.89 |
0.6% |
161.40 |
Low |
160.91 |
161.14 |
0.23 |
0.1% |
159.94 |
Close |
161.22 |
161.78 |
0.56 |
0.3% |
161.23 |
Range |
0.51 |
1.17 |
0.66 |
129.4% |
1.46 |
ATR |
0.66 |
0.69 |
0.04 |
5.5% |
0.00 |
Volume |
76,693 |
54,592 |
-22,101 |
-28.8% |
173,723 |
|
Daily Pivots for day following 22-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.25 |
164.69 |
162.42 |
|
R3 |
164.08 |
163.52 |
162.10 |
|
R2 |
162.91 |
162.91 |
161.99 |
|
R1 |
162.35 |
162.35 |
161.89 |
162.63 |
PP |
161.74 |
161.74 |
161.74 |
161.89 |
S1 |
161.18 |
161.18 |
161.67 |
161.46 |
S2 |
160.57 |
160.57 |
161.57 |
|
S3 |
159.40 |
160.01 |
161.46 |
|
S4 |
158.23 |
158.84 |
161.14 |
|
|
Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.24 |
164.69 |
162.03 |
|
R3 |
163.78 |
163.23 |
161.63 |
|
R2 |
162.32 |
162.32 |
161.50 |
|
R1 |
161.77 |
161.77 |
161.36 |
162.05 |
PP |
160.86 |
160.86 |
160.86 |
160.99 |
S1 |
160.31 |
160.31 |
161.10 |
160.59 |
S2 |
159.40 |
159.40 |
160.96 |
|
S3 |
157.94 |
158.85 |
160.83 |
|
S4 |
156.48 |
157.39 |
160.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.31 |
160.12 |
2.19 |
1.4% |
0.74 |
0.5% |
76% |
True |
False |
43,756 |
10 |
162.31 |
159.94 |
2.37 |
1.5% |
0.60 |
0.4% |
78% |
True |
False |
35,690 |
20 |
162.31 |
158.24 |
4.07 |
2.5% |
0.64 |
0.4% |
87% |
True |
False |
23,464 |
40 |
162.31 |
158.24 |
4.07 |
2.5% |
0.63 |
0.4% |
87% |
True |
False |
13,664 |
60 |
162.31 |
157.28 |
5.03 |
3.1% |
0.58 |
0.4% |
89% |
True |
False |
9,119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.28 |
2.618 |
165.37 |
1.618 |
164.20 |
1.000 |
163.48 |
0.618 |
163.03 |
HIGH |
162.31 |
0.618 |
161.86 |
0.500 |
161.73 |
0.382 |
161.59 |
LOW |
161.14 |
0.618 |
160.42 |
1.000 |
159.97 |
1.618 |
159.25 |
2.618 |
158.08 |
4.250 |
156.17 |
|
|
Fisher Pivots for day following 22-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
161.76 |
161.72 |
PP |
161.74 |
161.67 |
S1 |
161.73 |
161.61 |
|