Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 27-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
159.94 |
160.51 |
0.57 |
0.4% |
159.93 |
High |
160.35 |
161.00 |
0.65 |
0.4% |
160.47 |
Low |
159.73 |
160.23 |
0.50 |
0.3% |
159.12 |
Close |
160.22 |
160.26 |
0.04 |
0.0% |
160.22 |
Range |
0.62 |
0.77 |
0.15 |
24.2% |
1.35 |
ATR |
0.78 |
0.78 |
0.00 |
0.0% |
0.00 |
Volume |
710,691 |
672,586 |
-38,105 |
-5.4% |
3,703,375 |
|
Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.81 |
162.30 |
160.68 |
|
R3 |
162.04 |
161.53 |
160.47 |
|
R2 |
161.27 |
161.27 |
160.40 |
|
R1 |
160.76 |
160.76 |
160.33 |
160.63 |
PP |
160.50 |
160.50 |
160.50 |
160.43 |
S1 |
159.99 |
159.99 |
160.19 |
159.86 |
S2 |
159.73 |
159.73 |
160.12 |
|
S3 |
158.96 |
159.22 |
160.05 |
|
S4 |
158.19 |
158.45 |
159.84 |
|
|
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 |
161.00 |
159.12 |
1.88 |
1.2% |
0.68 |
0.4% |
61% |
True |
False |
698,963 |
10 |
161.00 |
158.73 |
2.27 |
1.4% |
0.79 |
0.5% |
67% |
True |
False |
705,078 |
20 |
162.98 |
158.73 |
4.25 |
2.7% |
0.80 |
0.5% |
36% |
False |
False |
750,142 |
40 |
163.12 |
158.40 |
4.72 |
2.9% |
0.73 |
0.5% |
39% |
False |
False |
395,106 |
60 |
163.12 |
158.24 |
4.88 |
3.0% |
0.70 |
0.4% |
41% |
False |
False |
265,052 |
80 |
163.12 |
157.28 |
5.84 |
3.6% |
0.65 |
0.4% |
51% |
False |
False |
198,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.27 |
2.618 |
163.02 |
1.618 |
162.25 |
1.000 |
161.77 |
0.618 |
161.48 |
HIGH |
161.00 |
0.618 |
160.71 |
0.500 |
160.62 |
0.382 |
160.52 |
LOW |
160.23 |
0.618 |
159.75 |
1.000 |
159.46 |
1.618 |
158.98 |
2.618 |
158.21 |
4.250 |
156.96 |
|
|
Fisher Pivots for day following 27-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
160.62 |
160.37 |
PP |
160.50 |
160.33 |
S1 |
160.38 |
160.30 |
|