Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 13-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2017 |
13-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
159.63 |
159.09 |
-0.54 |
-0.3% |
160.91 |
High |
159.85 |
159.68 |
-0.17 |
-0.1% |
161.55 |
Low |
158.87 |
158.94 |
0.07 |
0.0% |
158.87 |
Close |
159.01 |
159.19 |
0.18 |
0.1% |
159.01 |
Range |
0.98 |
0.74 |
-0.24 |
-24.5% |
2.68 |
ATR |
0.78 |
0.77 |
0.00 |
-0.3% |
0.00 |
Volume |
603,305 |
728,154 |
124,849 |
20.7% |
4,152,571 |
|
Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.49 |
161.08 |
159.60 |
|
R3 |
160.75 |
160.34 |
159.39 |
|
R2 |
160.01 |
160.01 |
159.33 |
|
R1 |
159.60 |
159.60 |
159.26 |
159.81 |
PP |
159.27 |
159.27 |
159.27 |
159.37 |
S1 |
158.86 |
158.86 |
159.12 |
159.07 |
S2 |
158.53 |
158.53 |
159.05 |
|
S3 |
157.79 |
158.12 |
158.99 |
|
S4 |
157.05 |
157.38 |
158.78 |
|
|
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% |
0.87 |
0.5% |
12% |
False |
False |
785,072 |
10 |
162.98 |
158.87 |
4.11 |
2.6% |
0.80 |
0.5% |
8% |
False |
False |
795,206 |
20 |
163.12 |
158.87 |
4.25 |
2.7% |
0.74 |
0.5% |
8% |
False |
False |
431,251 |
40 |
163.12 |
158.24 |
4.88 |
3.1% |
0.69 |
0.4% |
19% |
False |
False |
221,014 |
60 |
163.12 |
158.24 |
4.88 |
3.1% |
0.64 |
0.4% |
19% |
False |
False |
147,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.83 |
2.618 |
161.62 |
1.618 |
160.88 |
1.000 |
160.42 |
0.618 |
160.14 |
HIGH |
159.68 |
0.618 |
159.40 |
0.500 |
159.31 |
0.382 |
159.22 |
LOW |
158.94 |
0.618 |
158.48 |
1.000 |
158.20 |
1.618 |
157.74 |
2.618 |
157.00 |
4.250 |
155.80 |
|
|
Fisher Pivots for day following 13-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
159.31 |
159.77 |
PP |
159.27 |
159.57 |
S1 |
159.23 |
159.38 |
|