Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 02-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2017 |
02-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
162.55 |
161.77 |
-0.78 |
-0.5% |
161.09 |
High |
162.65 |
161.78 |
-0.87 |
-0.5% |
163.12 |
Low |
161.53 |
161.22 |
-0.31 |
-0.2% |
160.91 |
Close |
161.70 |
161.40 |
-0.30 |
-0.2% |
162.95 |
Range |
1.12 |
0.56 |
-0.56 |
-50.0% |
2.21 |
ATR |
0.72 |
0.70 |
-0.01 |
-1.6% |
0.00 |
Volume |
662,785 |
927,379 |
264,594 |
39.9% |
340,320 |
|
Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.15 |
162.83 |
161.71 |
|
R3 |
162.59 |
162.27 |
161.55 |
|
R2 |
162.03 |
162.03 |
161.50 |
|
R1 |
161.71 |
161.71 |
161.45 |
161.59 |
PP |
161.47 |
161.47 |
161.47 |
161.41 |
S1 |
161.15 |
161.15 |
161.35 |
161.03 |
S2 |
160.91 |
160.91 |
161.30 |
|
S3 |
160.35 |
160.59 |
161.25 |
|
S4 |
159.79 |
160.03 |
161.09 |
|
|
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 |
161.22 |
1.90 |
1.2% |
0.66 |
0.4% |
9% |
False |
True |
458,568 |
10 |
163.12 |
160.43 |
2.69 |
1.7% |
0.73 |
0.5% |
36% |
False |
False |
255,080 |
20 |
163.12 |
158.90 |
4.22 |
2.6% |
0.66 |
0.4% |
59% |
False |
False |
138,723 |
40 |
163.12 |
158.24 |
4.88 |
3.0% |
0.64 |
0.4% |
65% |
False |
False |
72,545 |
60 |
163.12 |
157.28 |
5.84 |
3.6% |
0.61 |
0.4% |
71% |
False |
False |
48,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.16 |
2.618 |
163.25 |
1.618 |
162.69 |
1.000 |
162.34 |
0.618 |
162.13 |
HIGH |
161.78 |
0.618 |
161.57 |
0.500 |
161.50 |
0.382 |
161.43 |
LOW |
161.22 |
0.618 |
160.87 |
1.000 |
160.66 |
1.618 |
160.31 |
2.618 |
159.75 |
4.250 |
158.84 |
|
|
Fisher Pivots for day following 02-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
161.50 |
162.10 |
PP |
161.47 |
161.87 |
S1 |
161.43 |
161.63 |
|