Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 03-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2017 |
03-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
161.77 |
161.59 |
-0.18 |
-0.1% |
162.95 |
High |
161.78 |
161.60 |
-0.18 |
-0.1% |
163.04 |
Low |
161.22 |
160.62 |
-0.60 |
-0.4% |
160.62 |
Close |
161.40 |
160.71 |
-0.69 |
-0.4% |
160.71 |
Range |
0.56 |
0.98 |
0.42 |
75.0% |
2.42 |
ATR |
0.70 |
0.72 |
0.02 |
2.8% |
0.00 |
Volume |
927,379 |
1,067,636 |
140,257 |
15.1% |
3,251,678 |
|
Daily Pivots for day following 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.92 |
163.29 |
161.25 |
|
R3 |
162.94 |
162.31 |
160.98 |
|
R2 |
161.96 |
161.96 |
160.89 |
|
R1 |
161.33 |
161.33 |
160.80 |
161.16 |
PP |
160.98 |
160.98 |
160.98 |
160.89 |
S1 |
160.35 |
160.35 |
160.62 |
160.18 |
S2 |
160.00 |
160.00 |
160.53 |
|
S3 |
159.02 |
159.37 |
160.44 |
|
S4 |
158.04 |
158.39 |
160.17 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.72 |
167.13 |
162.04 |
|
R3 |
166.30 |
164.71 |
161.38 |
|
R2 |
163.88 |
163.88 |
161.15 |
|
R1 |
162.29 |
162.29 |
160.93 |
161.88 |
PP |
161.46 |
161.46 |
161.46 |
161.25 |
S1 |
159.87 |
159.87 |
160.49 |
159.46 |
S2 |
159.04 |
159.04 |
160.27 |
|
S3 |
156.62 |
157.45 |
160.04 |
|
S4 |
154.20 |
155.03 |
159.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.04 |
160.62 |
2.42 |
1.5% |
0.71 |
0.4% |
4% |
False |
True |
650,335 |
10 |
163.12 |
160.62 |
2.50 |
1.6% |
0.73 |
0.5% |
4% |
False |
True |
359,199 |
20 |
163.12 |
159.41 |
3.71 |
2.3% |
0.68 |
0.4% |
35% |
False |
False |
190,991 |
40 |
163.12 |
158.24 |
4.88 |
3.0% |
0.65 |
0.4% |
51% |
False |
False |
99,228 |
60 |
163.12 |
157.82 |
5.30 |
3.3% |
0.60 |
0.4% |
55% |
False |
False |
66,220 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.77 |
2.618 |
164.17 |
1.618 |
163.19 |
1.000 |
162.58 |
0.618 |
162.21 |
HIGH |
161.60 |
0.618 |
161.23 |
0.500 |
161.11 |
0.382 |
160.99 |
LOW |
160.62 |
0.618 |
160.01 |
1.000 |
159.64 |
1.618 |
159.03 |
2.618 |
158.05 |
4.250 |
156.46 |
|
|
Fisher Pivots for day following 03-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
161.11 |
161.64 |
PP |
160.98 |
161.33 |
S1 |
160.84 |
161.02 |
|