Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 06-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2017 |
06-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
161.59 |
160.91 |
-0.68 |
-0.4% |
162.95 |
High |
161.60 |
161.29 |
-0.31 |
-0.2% |
163.04 |
Low |
160.62 |
160.80 |
0.18 |
0.1% |
160.62 |
Close |
160.71 |
160.88 |
0.17 |
0.1% |
160.71 |
Range |
0.98 |
0.49 |
-0.49 |
-50.0% |
2.42 |
ATR |
0.72 |
0.71 |
-0.01 |
-1.4% |
0.00 |
Volume |
1,067,636 |
955,361 |
-112,275 |
-10.5% |
3,251,678 |
|
Daily Pivots for day following 06-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.46 |
162.16 |
161.15 |
|
R3 |
161.97 |
161.67 |
161.01 |
|
R2 |
161.48 |
161.48 |
160.97 |
|
R1 |
161.18 |
161.18 |
160.92 |
161.09 |
PP |
160.99 |
160.99 |
160.99 |
160.94 |
S1 |
160.69 |
160.69 |
160.84 |
160.60 |
S2 |
160.50 |
160.50 |
160.79 |
|
S3 |
160.01 |
160.20 |
160.75 |
|
S4 |
159.52 |
159.71 |
160.61 |
|
|
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 |
162.98 |
160.62 |
2.36 |
1.5% |
0.73 |
0.5% |
11% |
False |
False |
805,341 |
10 |
163.12 |
160.62 |
2.50 |
1.6% |
0.73 |
0.5% |
10% |
False |
False |
451,280 |
20 |
163.12 |
159.81 |
3.31 |
2.1% |
0.66 |
0.4% |
32% |
False |
False |
237,985 |
40 |
163.12 |
158.24 |
4.88 |
3.0% |
0.65 |
0.4% |
54% |
False |
False |
123,096 |
60 |
163.12 |
157.82 |
5.30 |
3.3% |
0.59 |
0.4% |
58% |
False |
False |
82,143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.37 |
2.618 |
162.57 |
1.618 |
162.08 |
1.000 |
161.78 |
0.618 |
161.59 |
HIGH |
161.29 |
0.618 |
161.10 |
0.500 |
161.05 |
0.382 |
160.99 |
LOW |
160.80 |
0.618 |
160.50 |
1.000 |
160.31 |
1.618 |
160.01 |
2.618 |
159.52 |
4.250 |
158.72 |
|
|
Fisher Pivots for day following 06-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
161.05 |
161.20 |
PP |
160.99 |
161.09 |
S1 |
160.94 |
160.99 |
|