Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 24-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2017 |
24-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
160.12 |
159.94 |
-0.18 |
-0.1% |
159.93 |
High |
160.47 |
160.35 |
-0.12 |
-0.1% |
160.47 |
Low |
159.88 |
159.73 |
-0.15 |
-0.1% |
159.12 |
Close |
160.03 |
160.22 |
0.19 |
0.1% |
160.22 |
Range |
0.59 |
0.62 |
0.03 |
5.1% |
1.35 |
ATR |
0.79 |
0.78 |
-0.01 |
-1.5% |
0.00 |
Volume |
536,788 |
710,691 |
173,903 |
32.4% |
3,703,375 |
|
Daily Pivots for day following 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.96 |
161.71 |
160.56 |
|
R3 |
161.34 |
161.09 |
160.39 |
|
R2 |
160.72 |
160.72 |
160.33 |
|
R1 |
160.47 |
160.47 |
160.28 |
160.60 |
PP |
160.10 |
160.10 |
160.10 |
160.16 |
S1 |
159.85 |
159.85 |
160.16 |
159.98 |
S2 |
159.48 |
159.48 |
160.11 |
|
S3 |
158.86 |
159.23 |
160.05 |
|
S4 |
158.24 |
158.61 |
159.88 |
|
|
Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.99 |
163.45 |
160.96 |
|
R3 |
162.64 |
162.10 |
160.59 |
|
R2 |
161.29 |
161.29 |
160.47 |
|
R1 |
160.75 |
160.75 |
160.34 |
161.02 |
PP |
159.94 |
159.94 |
159.94 |
160.07 |
S1 |
159.40 |
159.40 |
160.10 |
159.67 |
S2 |
158.59 |
158.59 |
159.97 |
|
S3 |
157.24 |
158.05 |
159.85 |
|
S4 |
155.89 |
156.70 |
159.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
160.47 |
159.12 |
1.35 |
0.8% |
0.64 |
0.4% |
81% |
False |
False |
740,675 |
10 |
160.47 |
158.73 |
1.74 |
1.1% |
0.79 |
0.5% |
86% |
False |
False |
710,635 |
20 |
163.04 |
158.73 |
4.31 |
2.7% |
0.78 |
0.5% |
35% |
False |
False |
725,530 |
40 |
163.12 |
158.28 |
4.84 |
3.0% |
0.73 |
0.5% |
40% |
False |
False |
378,535 |
60 |
163.12 |
158.24 |
4.88 |
3.0% |
0.70 |
0.4% |
41% |
False |
False |
253,858 |
80 |
163.12 |
157.28 |
5.84 |
3.6% |
0.64 |
0.4% |
50% |
False |
False |
190,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.99 |
2.618 |
161.97 |
1.618 |
161.35 |
1.000 |
160.97 |
0.618 |
160.73 |
HIGH |
160.35 |
0.618 |
160.11 |
0.500 |
160.04 |
0.382 |
159.97 |
LOW |
159.73 |
0.618 |
159.35 |
1.000 |
159.11 |
1.618 |
158.73 |
2.618 |
158.11 |
4.250 |
157.10 |
|
|
Fisher Pivots for day following 24-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
160.16 |
160.17 |
PP |
160.10 |
160.11 |
S1 |
160.04 |
160.06 |
|