Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 15-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2017 |
15-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
159.03 |
159.55 |
0.52 |
0.3% |
160.91 |
High |
159.66 |
160.45 |
0.79 |
0.5% |
161.55 |
Low |
158.73 |
159.42 |
0.69 |
0.4% |
158.87 |
Close |
159.56 |
160.09 |
0.53 |
0.3% |
159.01 |
Range |
0.93 |
1.03 |
0.10 |
10.8% |
2.68 |
ATR |
0.78 |
0.80 |
0.02 |
2.2% |
0.00 |
Volume |
678,357 |
678,122 |
-235 |
0.0% |
4,152,571 |
|
Daily Pivots for day following 15-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.08 |
162.61 |
160.66 |
|
R3 |
162.05 |
161.58 |
160.37 |
|
R2 |
161.02 |
161.02 |
160.28 |
|
R1 |
160.55 |
160.55 |
160.18 |
160.79 |
PP |
159.99 |
159.99 |
159.99 |
160.10 |
S1 |
159.52 |
159.52 |
160.00 |
159.76 |
S2 |
158.96 |
158.96 |
159.90 |
|
S3 |
157.93 |
158.49 |
159.81 |
|
S4 |
156.90 |
157.46 |
159.52 |
|
|
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 |
160.66 |
158.73 |
1.93 |
1.2% |
0.95 |
0.6% |
70% |
False |
False |
725,858 |
10 |
161.78 |
158.73 |
3.05 |
1.9% |
0.83 |
0.5% |
45% |
False |
False |
823,221 |
20 |
163.12 |
158.73 |
4.39 |
2.7% |
0.78 |
0.5% |
31% |
False |
False |
494,107 |
40 |
163.12 |
158.24 |
4.88 |
3.0% |
0.71 |
0.4% |
38% |
False |
False |
254,467 |
60 |
163.12 |
158.24 |
4.88 |
3.0% |
0.64 |
0.4% |
38% |
False |
False |
170,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.83 |
2.618 |
163.15 |
1.618 |
162.12 |
1.000 |
161.48 |
0.618 |
161.09 |
HIGH |
160.45 |
0.618 |
160.06 |
0.500 |
159.94 |
0.382 |
159.81 |
LOW |
159.42 |
0.618 |
158.78 |
1.000 |
158.39 |
1.618 |
157.75 |
2.618 |
156.72 |
4.250 |
155.04 |
|
|
Fisher Pivots for day following 15-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
160.04 |
159.92 |
PP |
159.99 |
159.76 |
S1 |
159.94 |
159.59 |
|