Euro Bund Future March 2017
| Trading Metrics calculated at close of trading on 15-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2017 |
15-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
163.97 |
163.52 |
-0.45 |
-0.3% |
162.50 |
| High |
164.07 |
163.55 |
-0.52 |
-0.3% |
164.46 |
| Low |
163.26 |
163.13 |
-0.13 |
-0.1% |
162.44 |
| Close |
163.42 |
163.30 |
-0.12 |
-0.1% |
163.91 |
| Range |
0.81 |
0.42 |
-0.39 |
-48.1% |
2.02 |
| ATR |
0.77 |
0.75 |
-0.03 |
-3.3% |
0.00 |
| Volume |
665,674 |
754,372 |
88,698 |
13.3% |
3,883,209 |
|
| Daily Pivots for day following 15-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.59 |
164.36 |
163.53 |
|
| R3 |
164.17 |
163.94 |
163.42 |
|
| R2 |
163.75 |
163.75 |
163.38 |
|
| R1 |
163.52 |
163.52 |
163.34 |
163.43 |
| PP |
163.33 |
163.33 |
163.33 |
163.28 |
| S1 |
163.10 |
163.10 |
163.26 |
163.01 |
| S2 |
162.91 |
162.91 |
163.22 |
|
| S3 |
162.49 |
162.68 |
163.18 |
|
| S4 |
162.07 |
162.26 |
163.07 |
|
|
| Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169.66 |
168.81 |
165.02 |
|
| R3 |
167.64 |
166.79 |
164.47 |
|
| R2 |
165.62 |
165.62 |
164.28 |
|
| R1 |
164.77 |
164.77 |
164.10 |
165.20 |
| PP |
163.60 |
163.60 |
163.60 |
163.82 |
| S1 |
162.75 |
162.75 |
163.72 |
163.18 |
| S2 |
161.58 |
161.58 |
163.54 |
|
| S3 |
159.56 |
160.73 |
163.35 |
|
| S4 |
157.54 |
158.71 |
162.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
164.46 |
163.13 |
1.33 |
0.8% |
0.50 |
0.3% |
13% |
False |
True |
662,498 |
| 10 |
164.46 |
161.63 |
2.83 |
1.7% |
0.69 |
0.4% |
59% |
False |
False |
735,704 |
| 20 |
164.46 |
161.31 |
3.15 |
1.9% |
0.72 |
0.4% |
63% |
False |
False |
794,833 |
| 40 |
164.94 |
161.31 |
3.63 |
2.2% |
0.71 |
0.4% |
55% |
False |
False |
668,105 |
| 60 |
164.94 |
159.91 |
5.03 |
3.1% |
0.84 |
0.5% |
67% |
False |
False |
618,375 |
| 80 |
166.45 |
159.91 |
6.54 |
4.0% |
0.86 |
0.5% |
52% |
False |
False |
469,449 |
| 100 |
168.93 |
159.91 |
9.02 |
5.5% |
0.81 |
0.5% |
38% |
False |
False |
376,662 |
| 120 |
168.93 |
159.91 |
9.02 |
5.5% |
0.78 |
0.5% |
38% |
False |
False |
314,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.34 |
|
2.618 |
164.65 |
|
1.618 |
164.23 |
|
1.000 |
163.97 |
|
0.618 |
163.81 |
|
HIGH |
163.55 |
|
0.618 |
163.39 |
|
0.500 |
163.34 |
|
0.382 |
163.29 |
|
LOW |
163.13 |
|
0.618 |
162.87 |
|
1.000 |
162.71 |
|
1.618 |
162.45 |
|
2.618 |
162.03 |
|
4.250 |
161.35 |
|
|
| Fisher Pivots for day following 15-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
163.34 |
163.60 |
| PP |
163.33 |
163.50 |
| S1 |
163.31 |
163.40 |
|