Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 29-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2017 |
29-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
160.22 |
160.24 |
0.02 |
0.0% |
159.93 |
High |
160.71 |
161.24 |
0.53 |
0.3% |
160.47 |
Low |
160.14 |
160.18 |
0.04 |
0.0% |
159.12 |
Close |
160.60 |
161.15 |
0.55 |
0.3% |
160.22 |
Range |
0.57 |
1.06 |
0.49 |
86.0% |
1.35 |
ATR |
0.76 |
0.78 |
0.02 |
2.8% |
0.00 |
Volume |
791,616 |
704,625 |
-86,991 |
-11.0% |
3,703,375 |
|
Daily Pivots for day following 29-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.04 |
163.65 |
161.73 |
|
R3 |
162.98 |
162.59 |
161.44 |
|
R2 |
161.92 |
161.92 |
161.34 |
|
R1 |
161.53 |
161.53 |
161.25 |
161.73 |
PP |
160.86 |
160.86 |
160.86 |
160.95 |
S1 |
160.47 |
160.47 |
161.05 |
160.67 |
S2 |
159.80 |
159.80 |
160.96 |
|
S3 |
158.74 |
159.41 |
160.86 |
|
S4 |
157.68 |
158.35 |
160.57 |
|
|
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 |
161.24 |
159.73 |
1.51 |
0.9% |
0.72 |
0.4% |
94% |
True |
False |
683,261 |
10 |
161.24 |
159.09 |
2.15 |
1.3% |
0.76 |
0.5% |
96% |
True |
False |
719,054 |
20 |
161.78 |
158.73 |
3.05 |
1.9% |
0.80 |
0.5% |
79% |
False |
False |
771,138 |
40 |
163.12 |
158.54 |
4.58 |
2.8% |
0.74 |
0.5% |
57% |
False |
False |
431,885 |
60 |
163.12 |
158.24 |
4.88 |
3.0% |
0.70 |
0.4% |
60% |
False |
False |
289,960 |
80 |
163.12 |
157.28 |
5.84 |
3.6% |
0.67 |
0.4% |
66% |
False |
False |
217,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.75 |
2.618 |
164.02 |
1.618 |
162.96 |
1.000 |
162.30 |
0.618 |
161.90 |
HIGH |
161.24 |
0.618 |
160.84 |
0.500 |
160.71 |
0.382 |
160.58 |
LOW |
160.18 |
0.618 |
159.52 |
1.000 |
159.12 |
1.618 |
158.46 |
2.618 |
157.40 |
4.250 |
155.68 |
|
|
Fisher Pivots for day following 29-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
161.00 |
161.00 |
PP |
160.86 |
160.84 |
S1 |
160.71 |
160.69 |
|