Euro Bund Future June 2017
Trading Metrics calculated at close of trading on 31-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2017 |
31-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
161.16 |
161.46 |
0.30 |
0.2% |
160.51 |
High |
161.57 |
161.53 |
-0.04 |
0.0% |
161.57 |
Low |
161.06 |
161.21 |
0.15 |
0.1% |
160.14 |
Close |
161.44 |
161.42 |
-0.02 |
0.0% |
161.42 |
Range |
0.51 |
0.32 |
-0.19 |
-37.3% |
1.43 |
ATR |
0.76 |
0.73 |
-0.03 |
-4.1% |
0.00 |
Volume |
618,281 |
622,567 |
4,286 |
0.7% |
3,409,675 |
|
Daily Pivots for day following 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.35 |
162.20 |
161.60 |
|
R3 |
162.03 |
161.88 |
161.51 |
|
R2 |
161.71 |
161.71 |
161.48 |
|
R1 |
161.56 |
161.56 |
161.45 |
161.48 |
PP |
161.39 |
161.39 |
161.39 |
161.34 |
S1 |
161.24 |
161.24 |
161.39 |
161.16 |
S2 |
161.07 |
161.07 |
161.36 |
|
S3 |
160.75 |
160.92 |
161.33 |
|
S4 |
160.43 |
160.60 |
161.24 |
|
|
Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.33 |
164.81 |
162.21 |
|
R3 |
163.90 |
163.38 |
161.81 |
|
R2 |
162.47 |
162.47 |
161.68 |
|
R1 |
161.95 |
161.95 |
161.55 |
162.21 |
PP |
161.04 |
161.04 |
161.04 |
161.18 |
S1 |
160.52 |
160.52 |
161.29 |
160.78 |
S2 |
159.61 |
159.61 |
161.16 |
|
S3 |
158.18 |
159.09 |
161.03 |
|
S4 |
156.75 |
157.66 |
160.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
161.57 |
160.14 |
1.43 |
0.9% |
0.65 |
0.4% |
90% |
False |
False |
681,935 |
10 |
161.57 |
159.12 |
2.45 |
1.5% |
0.64 |
0.4% |
94% |
False |
False |
711,305 |
20 |
161.57 |
158.73 |
2.84 |
1.8% |
0.76 |
0.5% |
95% |
False |
False |
733,429 |
40 |
163.12 |
158.73 |
4.39 |
2.7% |
0.72 |
0.4% |
61% |
False |
False |
462,210 |
60 |
163.12 |
158.24 |
4.88 |
3.0% |
0.69 |
0.4% |
65% |
False |
False |
310,628 |
80 |
163.12 |
157.82 |
5.30 |
3.3% |
0.64 |
0.4% |
68% |
False |
False |
233,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.89 |
2.618 |
162.37 |
1.618 |
162.05 |
1.000 |
161.85 |
0.618 |
161.73 |
HIGH |
161.53 |
0.618 |
161.41 |
0.500 |
161.37 |
0.382 |
161.33 |
LOW |
161.21 |
0.618 |
161.01 |
1.000 |
160.89 |
1.618 |
160.69 |
2.618 |
160.37 |
4.250 |
159.85 |
|
|
Fisher Pivots for day following 31-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
161.40 |
161.24 |
PP |
161.39 |
161.06 |
S1 |
161.37 |
160.88 |
|