Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 01-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2017 |
01-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
162.80 |
162.55 |
-0.25 |
-0.2% |
161.09 |
High |
162.98 |
162.65 |
-0.33 |
-0.2% |
163.12 |
Low |
162.48 |
161.53 |
-0.95 |
-0.6% |
160.91 |
Close |
162.81 |
161.70 |
-1.11 |
-0.7% |
162.95 |
Range |
0.50 |
1.12 |
0.62 |
124.0% |
2.21 |
ATR |
0.67 |
0.72 |
0.04 |
6.5% |
0.00 |
Volume |
413,544 |
662,785 |
249,241 |
60.3% |
340,320 |
|
Daily Pivots for day following 01-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.32 |
164.63 |
162.32 |
|
R3 |
164.20 |
163.51 |
162.01 |
|
R2 |
163.08 |
163.08 |
161.91 |
|
R1 |
162.39 |
162.39 |
161.80 |
162.18 |
PP |
161.96 |
161.96 |
161.96 |
161.85 |
S1 |
161.27 |
161.27 |
161.60 |
161.06 |
S2 |
160.84 |
160.84 |
161.49 |
|
S3 |
159.72 |
160.15 |
161.39 |
|
S4 |
158.60 |
159.03 |
161.08 |
|
|
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 |
161.53 |
1.59 |
1.0% |
0.72 |
0.4% |
11% |
False |
True |
286,229 |
10 |
163.12 |
160.12 |
3.00 |
1.9% |
0.73 |
0.5% |
53% |
False |
False |
164,992 |
20 |
163.12 |
158.54 |
4.58 |
2.8% |
0.68 |
0.4% |
69% |
False |
False |
92,633 |
40 |
163.12 |
158.24 |
4.88 |
3.0% |
0.65 |
0.4% |
71% |
False |
False |
49,371 |
60 |
163.12 |
157.28 |
5.84 |
3.6% |
0.63 |
0.4% |
76% |
False |
False |
32,971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.41 |
2.618 |
165.58 |
1.618 |
164.46 |
1.000 |
163.77 |
0.618 |
163.34 |
HIGH |
162.65 |
0.618 |
162.22 |
0.500 |
162.09 |
0.382 |
161.96 |
LOW |
161.53 |
0.618 |
160.84 |
1.000 |
160.41 |
1.618 |
159.72 |
2.618 |
158.60 |
4.250 |
156.77 |
|
|
Fisher Pivots for day following 01-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
162.09 |
162.29 |
PP |
161.96 |
162.09 |
S1 |
161.83 |
161.90 |
|