Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 22-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2017 |
22-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
159.69 |
159.72 |
0.03 |
0.0% |
159.09 |
High |
159.84 |
160.33 |
0.49 |
0.3% |
160.45 |
Low |
159.12 |
159.65 |
0.53 |
0.3% |
158.73 |
Close |
159.56 |
160.20 |
0.64 |
0.4% |
159.82 |
Range |
0.72 |
0.68 |
-0.04 |
-5.6% |
1.72 |
ATR |
0.80 |
0.80 |
0.00 |
-0.3% |
0.00 |
Volume |
829,609 |
745,141 |
-84,468 |
-10.2% |
3,402,976 |
|
Daily Pivots for day following 22-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.10 |
161.83 |
160.57 |
|
R3 |
161.42 |
161.15 |
160.39 |
|
R2 |
160.74 |
160.74 |
160.32 |
|
R1 |
160.47 |
160.47 |
160.26 |
160.61 |
PP |
160.06 |
160.06 |
160.06 |
160.13 |
S1 |
159.79 |
159.79 |
160.14 |
159.93 |
S2 |
159.38 |
159.38 |
160.08 |
|
S3 |
158.70 |
159.11 |
160.01 |
|
S4 |
158.02 |
158.43 |
159.83 |
|
|
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 |
160.38 |
159.09 |
1.29 |
0.8% |
0.80 |
0.5% |
86% |
False |
False |
754,847 |
10 |
160.66 |
158.73 |
1.93 |
1.2% |
0.88 |
0.5% |
76% |
False |
False |
740,353 |
20 |
163.12 |
158.73 |
4.39 |
2.7% |
0.80 |
0.5% |
33% |
False |
False |
671,880 |
40 |
163.12 |
158.24 |
4.88 |
3.0% |
0.72 |
0.4% |
40% |
False |
False |
347,672 |
60 |
163.12 |
158.24 |
4.88 |
3.0% |
0.68 |
0.4% |
40% |
False |
False |
233,069 |
80 |
163.12 |
157.28 |
5.84 |
3.6% |
0.63 |
0.4% |
50% |
False |
False |
174,809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.22 |
2.618 |
162.11 |
1.618 |
161.43 |
1.000 |
161.01 |
0.618 |
160.75 |
HIGH |
160.33 |
0.618 |
160.07 |
0.500 |
159.99 |
0.382 |
159.91 |
LOW |
159.65 |
0.618 |
159.23 |
1.000 |
158.97 |
1.618 |
158.55 |
2.618 |
157.87 |
4.250 |
156.76 |
|
|
Fisher Pivots for day following 22-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
160.13 |
160.04 |
PP |
160.06 |
159.88 |
S1 |
159.99 |
159.73 |
|