Euro Bund Future June 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 |
162.95 |
162.80 |
-0.15 |
-0.1% |
161.09 |
High |
163.04 |
162.98 |
-0.06 |
0.0% |
163.12 |
Low |
162.67 |
162.48 |
-0.19 |
-0.1% |
160.91 |
Close |
162.84 |
162.81 |
-0.03 |
0.0% |
162.95 |
Range |
0.37 |
0.50 |
0.13 |
35.1% |
2.21 |
ATR |
0.69 |
0.67 |
-0.01 |
-1.9% |
0.00 |
Volume |
180,334 |
413,544 |
233,210 |
129.3% |
340,320 |
|
Daily Pivots for day following 28-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.26 |
164.03 |
163.09 |
|
R3 |
163.76 |
163.53 |
162.95 |
|
R2 |
163.26 |
163.26 |
162.90 |
|
R1 |
163.03 |
163.03 |
162.86 |
163.15 |
PP |
162.76 |
162.76 |
162.76 |
162.81 |
S1 |
162.53 |
162.53 |
162.76 |
162.65 |
S2 |
162.26 |
162.26 |
162.72 |
|
S3 |
161.76 |
162.03 |
162.67 |
|
S4 |
161.26 |
161.53 |
162.54 |
|
|
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 |
161.14 |
1.98 |
1.2% |
0.73 |
0.4% |
84% |
False |
False |
164,590 |
10 |
163.12 |
159.94 |
3.18 |
2.0% |
0.65 |
0.4% |
90% |
False |
False |
104,865 |
20 |
163.12 |
158.40 |
4.72 |
2.9% |
0.64 |
0.4% |
93% |
False |
False |
60,262 |
40 |
163.12 |
158.24 |
4.88 |
3.0% |
0.63 |
0.4% |
94% |
False |
False |
32,825 |
60 |
163.12 |
157.28 |
5.84 |
3.6% |
0.61 |
0.4% |
95% |
False |
False |
21,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.11 |
2.618 |
164.29 |
1.618 |
163.79 |
1.000 |
163.48 |
0.618 |
163.29 |
HIGH |
162.98 |
0.618 |
162.79 |
0.500 |
162.73 |
0.382 |
162.67 |
LOW |
162.48 |
0.618 |
162.17 |
1.000 |
161.98 |
1.618 |
161.67 |
2.618 |
161.17 |
4.250 |
160.36 |
|
|
Fisher Pivots for day following 28-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
162.78 |
162.79 |
PP |
162.76 |
162.77 |
S1 |
162.73 |
162.76 |
|