Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 21-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
159.93 |
159.69 |
-0.24 |
-0.2% |
159.09 |
High |
159.96 |
159.84 |
-0.12 |
-0.1% |
160.45 |
Low |
159.38 |
159.12 |
-0.26 |
-0.2% |
158.73 |
Close |
159.78 |
159.56 |
-0.22 |
-0.1% |
159.82 |
Range |
0.58 |
0.72 |
0.14 |
24.1% |
1.72 |
ATR |
0.81 |
0.80 |
-0.01 |
-0.8% |
0.00 |
Volume |
881,146 |
829,609 |
-51,537 |
-5.8% |
3,402,976 |
|
Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.67 |
161.33 |
159.96 |
|
R3 |
160.95 |
160.61 |
159.76 |
|
R2 |
160.23 |
160.23 |
159.69 |
|
R1 |
159.89 |
159.89 |
159.63 |
159.70 |
PP |
159.51 |
159.51 |
159.51 |
159.41 |
S1 |
159.17 |
159.17 |
159.49 |
158.98 |
S2 |
158.79 |
158.79 |
159.43 |
|
S3 |
158.07 |
158.45 |
159.36 |
|
S4 |
157.35 |
157.73 |
159.16 |
|
|
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 |
159.09 |
1.36 |
0.9% |
0.87 |
0.5% |
35% |
False |
False |
741,444 |
10 |
161.29 |
158.73 |
2.56 |
1.6% |
0.89 |
0.6% |
32% |
False |
False |
757,968 |
20 |
163.12 |
158.73 |
4.39 |
2.8% |
0.82 |
0.5% |
19% |
False |
False |
637,352 |
40 |
163.12 |
158.24 |
4.88 |
3.1% |
0.72 |
0.5% |
27% |
False |
False |
329,153 |
60 |
163.12 |
158.24 |
4.88 |
3.1% |
0.68 |
0.4% |
27% |
False |
False |
220,651 |
80 |
163.12 |
157.28 |
5.84 |
3.7% |
0.63 |
0.4% |
39% |
False |
False |
165,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.90 |
2.618 |
161.72 |
1.618 |
161.00 |
1.000 |
160.56 |
0.618 |
160.28 |
HIGH |
159.84 |
0.618 |
159.56 |
0.500 |
159.48 |
0.382 |
159.40 |
LOW |
159.12 |
0.618 |
158.68 |
1.000 |
158.40 |
1.618 |
157.96 |
2.618 |
157.24 |
4.250 |
156.06 |
|
|
Fisher Pivots for day following 21-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
159.53 |
159.55 |
PP |
159.51 |
159.54 |
S1 |
159.48 |
159.53 |
|