Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 24-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2017 |
24-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
161.94 |
162.49 |
0.55 |
0.3% |
161.09 |
High |
162.53 |
163.12 |
0.59 |
0.4% |
163.12 |
Low |
161.65 |
162.39 |
0.74 |
0.5% |
160.91 |
Close |
162.40 |
162.95 |
0.55 |
0.3% |
162.95 |
Range |
0.88 |
0.73 |
-0.15 |
-17.0% |
2.21 |
ATR |
0.71 |
0.71 |
0.00 |
0.2% |
0.00 |
Volume |
65,682 |
108,801 |
43,119 |
65.6% |
340,320 |
|
Daily Pivots for day following 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.01 |
164.71 |
163.35 |
|
R3 |
164.28 |
163.98 |
163.15 |
|
R2 |
163.55 |
163.55 |
163.08 |
|
R1 |
163.25 |
163.25 |
163.02 |
163.40 |
PP |
162.82 |
162.82 |
162.82 |
162.90 |
S1 |
162.52 |
162.52 |
162.88 |
162.67 |
S2 |
162.09 |
162.09 |
162.82 |
|
S3 |
161.36 |
161.79 |
162.75 |
|
S4 |
160.63 |
161.06 |
162.55 |
|
|
Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.96 |
168.16 |
164.17 |
|
R3 |
166.75 |
165.95 |
163.56 |
|
R2 |
164.54 |
164.54 |
163.36 |
|
R1 |
163.74 |
163.74 |
163.15 |
164.14 |
PP |
162.33 |
162.33 |
162.33 |
162.53 |
S1 |
161.53 |
161.53 |
162.75 |
161.93 |
S2 |
160.12 |
160.12 |
162.54 |
|
S3 |
157.91 |
159.32 |
162.34 |
|
S4 |
155.70 |
157.11 |
161.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.12 |
160.91 |
2.21 |
1.4% |
0.76 |
0.5% |
92% |
True |
False |
68,064 |
10 |
163.12 |
159.94 |
3.18 |
2.0% |
0.68 |
0.4% |
95% |
True |
False |
51,404 |
20 |
163.12 |
158.28 |
4.84 |
3.0% |
0.67 |
0.4% |
96% |
True |
False |
31,540 |
40 |
163.12 |
158.24 |
4.88 |
3.0% |
0.65 |
0.4% |
97% |
True |
False |
18,023 |
60 |
163.12 |
157.28 |
5.84 |
3.6% |
0.59 |
0.4% |
97% |
True |
False |
12,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.22 |
2.618 |
165.03 |
1.618 |
164.30 |
1.000 |
163.85 |
0.618 |
163.57 |
HIGH |
163.12 |
0.618 |
162.84 |
0.500 |
162.76 |
0.382 |
162.67 |
LOW |
162.39 |
0.618 |
161.94 |
1.000 |
161.66 |
1.618 |
161.21 |
2.618 |
160.48 |
4.250 |
159.29 |
|
|
Fisher Pivots for day following 24-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
162.89 |
162.68 |
PP |
162.82 |
162.40 |
S1 |
162.76 |
162.13 |
|