Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 16-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2017 |
16-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
159.55 |
160.23 |
0.68 |
0.4% |
160.91 |
High |
160.45 |
160.38 |
-0.07 |
0.0% |
161.55 |
Low |
159.42 |
159.16 |
-0.26 |
-0.2% |
158.87 |
Close |
160.09 |
159.72 |
-0.37 |
-0.2% |
159.01 |
Range |
1.03 |
1.22 |
0.19 |
18.4% |
2.68 |
ATR |
0.80 |
0.83 |
0.03 |
3.7% |
0.00 |
Volume |
678,122 |
796,744 |
118,622 |
17.5% |
4,152,571 |
|
Daily Pivots for day following 16-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.41 |
162.79 |
160.39 |
|
R3 |
162.19 |
161.57 |
160.06 |
|
R2 |
160.97 |
160.97 |
159.94 |
|
R1 |
160.35 |
160.35 |
159.83 |
160.05 |
PP |
159.75 |
159.75 |
159.75 |
159.61 |
S1 |
159.13 |
159.13 |
159.61 |
158.83 |
S2 |
158.53 |
158.53 |
159.50 |
|
S3 |
157.31 |
157.91 |
159.38 |
|
S4 |
156.09 |
156.69 |
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 |
160.45 |
158.73 |
1.72 |
1.1% |
0.98 |
0.6% |
58% |
False |
False |
696,936 |
10 |
161.60 |
158.73 |
2.87 |
1.8% |
0.90 |
0.6% |
34% |
False |
False |
810,158 |
20 |
163.12 |
158.73 |
4.39 |
2.7% |
0.82 |
0.5% |
23% |
False |
False |
532,619 |
40 |
163.12 |
158.24 |
4.88 |
3.1% |
0.73 |
0.5% |
30% |
False |
False |
274,224 |
60 |
163.12 |
158.24 |
4.88 |
3.1% |
0.66 |
0.4% |
30% |
False |
False |
183,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.57 |
2.618 |
163.57 |
1.618 |
162.35 |
1.000 |
161.60 |
0.618 |
161.13 |
HIGH |
160.38 |
0.618 |
159.91 |
0.500 |
159.77 |
0.382 |
159.63 |
LOW |
159.16 |
0.618 |
158.41 |
1.000 |
157.94 |
1.618 |
157.19 |
2.618 |
155.97 |
4.250 |
153.98 |
|
|
Fisher Pivots for day following 16-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
159.77 |
159.68 |
PP |
159.75 |
159.63 |
S1 |
159.74 |
159.59 |
|