Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 03-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2017 |
03-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
161.94 |
162.15 |
0.21 |
0.1% |
161.93 |
High |
162.56 |
162.68 |
0.12 |
0.1% |
162.68 |
Low |
161.63 |
162.01 |
0.38 |
0.2% |
161.35 |
Close |
162.37 |
162.49 |
0.12 |
0.1% |
162.49 |
Range |
0.93 |
0.67 |
-0.26 |
-28.0% |
1.33 |
ATR |
0.85 |
0.83 |
-0.01 |
-1.5% |
0.00 |
Volume |
656,877 |
656,877 |
0 |
0.0% |
4,173,178 |
|
Daily Pivots for day following 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.40 |
164.12 |
162.86 |
|
R3 |
163.73 |
163.45 |
162.67 |
|
R2 |
163.06 |
163.06 |
162.61 |
|
R1 |
162.78 |
162.78 |
162.55 |
162.92 |
PP |
162.39 |
162.39 |
162.39 |
162.47 |
S1 |
162.11 |
162.11 |
162.43 |
162.25 |
S2 |
161.72 |
161.72 |
162.37 |
|
S3 |
161.05 |
161.44 |
162.31 |
|
S4 |
160.38 |
160.77 |
162.12 |
|
|
Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.16 |
165.66 |
163.22 |
|
R3 |
164.83 |
164.33 |
162.86 |
|
R2 |
163.50 |
163.50 |
162.73 |
|
R1 |
163.00 |
163.00 |
162.61 |
163.25 |
PP |
162.17 |
162.17 |
162.17 |
162.30 |
S1 |
161.67 |
161.67 |
162.37 |
161.92 |
S2 |
160.84 |
160.84 |
162.25 |
|
S3 |
159.51 |
160.34 |
162.12 |
|
S4 |
158.18 |
159.01 |
161.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.68 |
161.35 |
1.33 |
0.8% |
0.76 |
0.5% |
86% |
True |
False |
834,635 |
10 |
163.38 |
161.31 |
2.07 |
1.3% |
0.74 |
0.5% |
57% |
False |
False |
833,311 |
20 |
164.45 |
161.31 |
3.14 |
1.9% |
0.77 |
0.5% |
38% |
False |
False |
782,839 |
40 |
164.94 |
159.91 |
5.03 |
3.1% |
0.81 |
0.5% |
51% |
False |
False |
642,633 |
60 |
164.94 |
159.91 |
5.03 |
3.1% |
0.88 |
0.5% |
51% |
False |
False |
521,526 |
80 |
166.84 |
159.91 |
6.93 |
4.3% |
0.85 |
0.5% |
37% |
False |
False |
394,757 |
100 |
168.93 |
159.91 |
9.02 |
5.6% |
0.80 |
0.5% |
29% |
False |
False |
316,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.53 |
2.618 |
164.43 |
1.618 |
163.76 |
1.000 |
163.35 |
0.618 |
163.09 |
HIGH |
162.68 |
0.618 |
162.42 |
0.500 |
162.35 |
0.382 |
162.27 |
LOW |
162.01 |
0.618 |
161.60 |
1.000 |
161.34 |
1.618 |
160.93 |
2.618 |
160.26 |
4.250 |
159.16 |
|
|
Fisher Pivots for day following 03-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
162.44 |
162.36 |
PP |
162.39 |
162.23 |
S1 |
162.35 |
162.10 |
|