Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 10-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
160.54 |
159.63 |
-0.91 |
-0.6% |
160.91 |
High |
160.66 |
159.85 |
-0.81 |
-0.5% |
161.55 |
Low |
159.57 |
158.87 |
-0.70 |
-0.4% |
158.87 |
Close |
159.99 |
159.01 |
-0.98 |
-0.6% |
159.01 |
Range |
1.09 |
0.98 |
-0.11 |
-10.1% |
2.68 |
ATR |
0.75 |
0.78 |
0.03 |
3.5% |
0.00 |
Volume |
941,355 |
603,305 |
-338,050 |
-35.9% |
4,152,571 |
|
Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.18 |
161.58 |
159.55 |
|
R3 |
161.20 |
160.60 |
159.28 |
|
R2 |
160.22 |
160.22 |
159.19 |
|
R1 |
159.62 |
159.62 |
159.10 |
159.43 |
PP |
159.24 |
159.24 |
159.24 |
159.15 |
S1 |
158.64 |
158.64 |
158.92 |
158.45 |
S2 |
158.26 |
158.26 |
158.83 |
|
S3 |
157.28 |
157.66 |
158.74 |
|
S4 |
156.30 |
156.68 |
158.47 |
|
|
Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.85 |
166.11 |
160.48 |
|
R3 |
165.17 |
163.43 |
159.75 |
|
R2 |
162.49 |
162.49 |
159.50 |
|
R1 |
160.75 |
160.75 |
159.26 |
160.28 |
PP |
159.81 |
159.81 |
159.81 |
159.58 |
S1 |
158.07 |
158.07 |
158.76 |
157.60 |
S2 |
157.13 |
157.13 |
158.52 |
|
S3 |
154.45 |
155.39 |
158.27 |
|
S4 |
151.77 |
152.71 |
157.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
161.55 |
158.87 |
2.68 |
1.7% |
0.82 |
0.5% |
5% |
False |
True |
830,514 |
10 |
163.04 |
158.87 |
4.17 |
2.6% |
0.76 |
0.5% |
3% |
False |
True |
740,424 |
20 |
163.12 |
158.87 |
4.25 |
2.7% |
0.72 |
0.5% |
3% |
False |
True |
395,914 |
40 |
163.12 |
158.24 |
4.88 |
3.1% |
0.69 |
0.4% |
16% |
False |
False |
202,832 |
60 |
163.12 |
158.24 |
4.88 |
3.1% |
0.63 |
0.4% |
16% |
False |
False |
135,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.02 |
2.618 |
162.42 |
1.618 |
161.44 |
1.000 |
160.83 |
0.618 |
160.46 |
HIGH |
159.85 |
0.618 |
159.48 |
0.500 |
159.36 |
0.382 |
159.24 |
LOW |
158.87 |
0.618 |
158.26 |
1.000 |
157.89 |
1.618 |
157.28 |
2.618 |
156.30 |
4.250 |
154.71 |
|
|
Fisher Pivots for day following 10-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
159.36 |
160.08 |
PP |
159.24 |
159.72 |
S1 |
159.13 |
159.37 |
|