Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 17-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2017 |
17-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
160.23 |
159.33 |
-0.90 |
-0.6% |
159.09 |
High |
160.38 |
159.89 |
-0.49 |
-0.3% |
160.45 |
Low |
159.16 |
159.09 |
-0.07 |
0.0% |
158.73 |
Close |
159.72 |
159.82 |
0.10 |
0.1% |
159.82 |
Range |
1.22 |
0.80 |
-0.42 |
-34.4% |
1.72 |
ATR |
0.83 |
0.83 |
0.00 |
-0.3% |
0.00 |
Volume |
796,744 |
521,599 |
-275,145 |
-34.5% |
3,402,976 |
|
Daily Pivots for day following 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.00 |
161.71 |
160.26 |
|
R3 |
161.20 |
160.91 |
160.04 |
|
R2 |
160.40 |
160.40 |
159.97 |
|
R1 |
160.11 |
160.11 |
159.89 |
160.26 |
PP |
159.60 |
159.60 |
159.60 |
159.67 |
S1 |
159.31 |
159.31 |
159.75 |
159.46 |
S2 |
158.80 |
158.80 |
159.67 |
|
S3 |
158.00 |
158.51 |
159.60 |
|
S4 |
157.20 |
157.71 |
159.38 |
|
|
Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.83 |
164.04 |
160.77 |
|
R3 |
163.11 |
162.32 |
160.29 |
|
R2 |
161.39 |
161.39 |
160.14 |
|
R1 |
160.60 |
160.60 |
159.98 |
161.00 |
PP |
159.67 |
159.67 |
159.67 |
159.86 |
S1 |
158.88 |
158.88 |
159.66 |
159.28 |
S2 |
157.95 |
157.95 |
159.50 |
|
S3 |
156.23 |
157.16 |
159.35 |
|
S4 |
154.51 |
155.44 |
158.87 |
|
|
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% |
0.94 |
0.6% |
63% |
False |
False |
680,595 |
10 |
161.55 |
158.73 |
2.82 |
1.8% |
0.88 |
0.6% |
39% |
False |
False |
755,554 |
20 |
163.12 |
158.73 |
4.39 |
2.7% |
0.81 |
0.5% |
25% |
False |
False |
557,377 |
40 |
163.12 |
158.24 |
4.88 |
3.1% |
0.72 |
0.5% |
32% |
False |
False |
286,941 |
60 |
163.12 |
158.24 |
4.88 |
3.1% |
0.67 |
0.4% |
32% |
False |
False |
192,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.29 |
2.618 |
161.98 |
1.618 |
161.18 |
1.000 |
160.69 |
0.618 |
160.38 |
HIGH |
159.89 |
0.618 |
159.58 |
0.500 |
159.49 |
0.382 |
159.40 |
LOW |
159.09 |
0.618 |
158.60 |
1.000 |
158.29 |
1.618 |
157.80 |
2.618 |
157.00 |
4.250 |
155.69 |
|
|
Fisher Pivots for day following 17-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
159.71 |
159.80 |
PP |
159.60 |
159.79 |
S1 |
159.49 |
159.77 |
|