Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 30-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2017 |
30-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
160.24 |
161.16 |
0.92 |
0.6% |
159.93 |
High |
161.24 |
161.57 |
0.33 |
0.2% |
160.47 |
Low |
160.18 |
161.06 |
0.88 |
0.5% |
159.12 |
Close |
161.15 |
161.44 |
0.29 |
0.2% |
160.22 |
Range |
1.06 |
0.51 |
-0.55 |
-51.9% |
1.35 |
ATR |
0.78 |
0.76 |
-0.02 |
-2.5% |
0.00 |
Volume |
704,625 |
618,281 |
-86,344 |
-12.3% |
3,703,375 |
|
Daily Pivots for day following 30-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.89 |
162.67 |
161.72 |
|
R3 |
162.38 |
162.16 |
161.58 |
|
R2 |
161.87 |
161.87 |
161.53 |
|
R1 |
161.65 |
161.65 |
161.49 |
161.76 |
PP |
161.36 |
161.36 |
161.36 |
161.41 |
S1 |
161.14 |
161.14 |
161.39 |
161.25 |
S2 |
160.85 |
160.85 |
161.35 |
|
S3 |
160.34 |
160.63 |
161.30 |
|
S4 |
159.83 |
160.12 |
161.16 |
|
|
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 |
161.57 |
159.73 |
1.84 |
1.1% |
0.71 |
0.4% |
93% |
True |
False |
699,559 |
10 |
161.57 |
159.09 |
2.48 |
1.5% |
0.69 |
0.4% |
95% |
True |
False |
701,208 |
20 |
161.60 |
158.73 |
2.87 |
1.8% |
0.80 |
0.5% |
94% |
False |
False |
755,683 |
40 |
163.12 |
158.73 |
4.39 |
2.7% |
0.73 |
0.5% |
62% |
False |
False |
447,203 |
60 |
163.12 |
158.24 |
4.88 |
3.0% |
0.69 |
0.4% |
66% |
False |
False |
300,258 |
80 |
163.12 |
157.28 |
5.84 |
3.6% |
0.66 |
0.4% |
71% |
False |
False |
225,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.74 |
2.618 |
162.91 |
1.618 |
162.40 |
1.000 |
162.08 |
0.618 |
161.89 |
HIGH |
161.57 |
0.618 |
161.38 |
0.500 |
161.32 |
0.382 |
161.25 |
LOW |
161.06 |
0.618 |
160.74 |
1.000 |
160.55 |
1.618 |
160.23 |
2.618 |
159.72 |
4.250 |
158.89 |
|
|
Fisher Pivots for day following 30-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
161.40 |
161.25 |
PP |
161.36 |
161.05 |
S1 |
161.32 |
160.86 |
|