Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 14-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2017 |
14-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
159.09 |
159.03 |
-0.06 |
0.0% |
160.91 |
High |
159.68 |
159.66 |
-0.02 |
0.0% |
161.55 |
Low |
158.94 |
158.73 |
-0.21 |
-0.1% |
158.87 |
Close |
159.19 |
159.56 |
0.37 |
0.2% |
159.01 |
Range |
0.74 |
0.93 |
0.19 |
25.7% |
2.68 |
ATR |
0.77 |
0.78 |
0.01 |
1.5% |
0.00 |
Volume |
728,154 |
678,357 |
-49,797 |
-6.8% |
4,152,571 |
|
Daily Pivots for day following 14-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.11 |
161.76 |
160.07 |
|
R3 |
161.18 |
160.83 |
159.82 |
|
R2 |
160.25 |
160.25 |
159.73 |
|
R1 |
159.90 |
159.90 |
159.65 |
160.08 |
PP |
159.32 |
159.32 |
159.32 |
159.40 |
S1 |
158.97 |
158.97 |
159.47 |
159.15 |
S2 |
158.39 |
158.39 |
159.39 |
|
S3 |
157.46 |
158.04 |
159.30 |
|
S4 |
156.53 |
157.11 |
159.05 |
|
|
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 |
161.29 |
158.73 |
2.56 |
1.6% |
0.91 |
0.6% |
32% |
False |
True |
774,492 |
10 |
162.65 |
158.73 |
3.92 |
2.5% |
0.84 |
0.5% |
21% |
False |
True |
821,688 |
20 |
163.12 |
158.73 |
4.39 |
2.8% |
0.75 |
0.5% |
19% |
False |
True |
463,276 |
40 |
163.12 |
158.24 |
4.88 |
3.1% |
0.70 |
0.4% |
27% |
False |
False |
237,766 |
60 |
163.12 |
158.24 |
4.88 |
3.1% |
0.63 |
0.4% |
27% |
False |
False |
158,867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.61 |
2.618 |
162.09 |
1.618 |
161.16 |
1.000 |
160.59 |
0.618 |
160.23 |
HIGH |
159.66 |
0.618 |
159.30 |
0.500 |
159.20 |
0.382 |
159.09 |
LOW |
158.73 |
0.618 |
158.16 |
1.000 |
157.80 |
1.618 |
157.23 |
2.618 |
156.30 |
4.250 |
154.78 |
|
|
Fisher Pivots for day following 14-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
159.44 |
159.47 |
PP |
159.32 |
159.38 |
S1 |
159.20 |
159.29 |
|