Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 28-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2017 |
28-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
160.51 |
160.22 |
-0.29 |
-0.2% |
159.93 |
High |
161.00 |
160.71 |
-0.29 |
-0.2% |
160.47 |
Low |
160.23 |
160.14 |
-0.09 |
-0.1% |
159.12 |
Close |
160.26 |
160.60 |
0.34 |
0.2% |
160.22 |
Range |
0.77 |
0.57 |
-0.20 |
-26.0% |
1.35 |
ATR |
0.78 |
0.76 |
-0.01 |
-1.9% |
0.00 |
Volume |
672,586 |
791,616 |
119,030 |
17.7% |
3,703,375 |
|
Daily Pivots for day following 28-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.19 |
161.97 |
160.91 |
|
R3 |
161.62 |
161.40 |
160.76 |
|
R2 |
161.05 |
161.05 |
160.70 |
|
R1 |
160.83 |
160.83 |
160.65 |
160.94 |
PP |
160.48 |
160.48 |
160.48 |
160.54 |
S1 |
160.26 |
160.26 |
160.55 |
160.37 |
S2 |
159.91 |
159.91 |
160.50 |
|
S3 |
159.34 |
159.69 |
160.44 |
|
S4 |
158.77 |
159.12 |
160.29 |
|
|
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 |
159.65 |
1.35 |
0.8% |
0.65 |
0.4% |
70% |
False |
False |
691,364 |
10 |
161.00 |
159.09 |
1.91 |
1.2% |
0.76 |
0.5% |
79% |
False |
False |
716,404 |
20 |
162.65 |
158.73 |
3.92 |
2.4% |
0.80 |
0.5% |
48% |
False |
False |
769,046 |
40 |
163.12 |
158.40 |
4.72 |
2.9% |
0.72 |
0.4% |
47% |
False |
False |
414,654 |
60 |
163.12 |
158.24 |
4.88 |
3.0% |
0.69 |
0.4% |
48% |
False |
False |
278,232 |
80 |
163.12 |
157.28 |
5.84 |
3.6% |
0.66 |
0.4% |
57% |
False |
False |
208,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.13 |
2.618 |
162.20 |
1.618 |
161.63 |
1.000 |
161.28 |
0.618 |
161.06 |
HIGH |
160.71 |
0.618 |
160.49 |
0.500 |
160.43 |
0.382 |
160.36 |
LOW |
160.14 |
0.618 |
159.79 |
1.000 |
159.57 |
1.618 |
159.22 |
2.618 |
158.65 |
4.250 |
157.72 |
|
|
Fisher Pivots for day following 28-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
160.54 |
160.52 |
PP |
160.48 |
160.44 |
S1 |
160.43 |
160.37 |
|