Euro Bund Future March 2017
| Trading Metrics calculated at close of trading on 24-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2017 |
24-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
165.10 |
165.72 |
0.62 |
0.4% |
164.57 |
| High |
165.80 |
166.40 |
0.60 |
0.4% |
166.40 |
| Low |
164.84 |
165.60 |
0.76 |
0.5% |
164.09 |
| Close |
165.64 |
166.21 |
0.57 |
0.3% |
166.21 |
| Range |
0.96 |
0.80 |
-0.16 |
-16.7% |
2.31 |
| ATR |
0.79 |
0.79 |
0.00 |
0.1% |
0.00 |
| Volume |
841,355 |
640,091 |
-201,264 |
-23.9% |
3,404,324 |
|
| Daily Pivots for day following 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168.47 |
168.14 |
166.65 |
|
| R3 |
167.67 |
167.34 |
166.43 |
|
| R2 |
166.87 |
166.87 |
166.36 |
|
| R1 |
166.54 |
166.54 |
166.28 |
166.71 |
| PP |
166.07 |
166.07 |
166.07 |
166.15 |
| S1 |
165.74 |
165.74 |
166.14 |
165.91 |
| S2 |
165.27 |
165.27 |
166.06 |
|
| S3 |
164.47 |
164.94 |
165.99 |
|
| S4 |
163.67 |
164.14 |
165.77 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172.50 |
171.66 |
167.48 |
|
| R3 |
170.19 |
169.35 |
166.85 |
|
| R2 |
167.88 |
167.88 |
166.63 |
|
| R1 |
167.04 |
167.04 |
166.42 |
167.46 |
| PP |
165.57 |
165.57 |
165.57 |
165.78 |
| S1 |
164.73 |
164.73 |
166.00 |
165.15 |
| S2 |
163.26 |
163.26 |
165.79 |
|
| S3 |
160.95 |
162.42 |
165.57 |
|
| S4 |
158.64 |
160.11 |
164.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
166.40 |
163.62 |
2.78 |
1.7% |
0.91 |
0.5% |
93% |
True |
False |
764,427 |
| 10 |
166.40 |
163.13 |
3.27 |
2.0% |
0.71 |
0.4% |
94% |
True |
False |
724,643 |
| 20 |
166.40 |
161.35 |
5.05 |
3.0% |
0.73 |
0.4% |
96% |
True |
False |
780,209 |
| 40 |
166.40 |
161.31 |
5.09 |
3.1% |
0.76 |
0.5% |
96% |
True |
False |
745,900 |
| 60 |
166.40 |
159.91 |
6.49 |
3.9% |
0.85 |
0.5% |
97% |
True |
False |
684,430 |
| 80 |
166.40 |
159.91 |
6.49 |
3.9% |
0.86 |
0.5% |
97% |
True |
False |
525,028 |
| 100 |
167.46 |
159.91 |
7.55 |
4.5% |
0.82 |
0.5% |
83% |
False |
False |
422,275 |
| 120 |
168.93 |
159.91 |
9.02 |
5.4% |
0.80 |
0.5% |
70% |
False |
False |
352,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169.80 |
|
2.618 |
168.49 |
|
1.618 |
167.69 |
|
1.000 |
167.20 |
|
0.618 |
166.89 |
|
HIGH |
166.40 |
|
0.618 |
166.09 |
|
0.500 |
166.00 |
|
0.382 |
165.91 |
|
LOW |
165.60 |
|
0.618 |
165.11 |
|
1.000 |
164.80 |
|
1.618 |
164.31 |
|
2.618 |
163.51 |
|
4.250 |
162.20 |
|
|
| Fisher Pivots for day following 24-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
166.14 |
165.93 |
| PP |
166.07 |
165.64 |
| S1 |
166.00 |
165.36 |
|