Euro Bund Future March 2017
| Trading Metrics calculated at close of trading on 01-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2017 |
01-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
166.04 |
165.78 |
-0.26 |
-0.2% |
164.57 |
| High |
166.22 |
165.90 |
-0.32 |
-0.2% |
166.40 |
| Low |
165.70 |
164.75 |
-0.95 |
-0.6% |
164.09 |
| Close |
166.05 |
164.93 |
-1.12 |
-0.7% |
166.21 |
| Range |
0.52 |
1.15 |
0.63 |
121.2% |
2.31 |
| ATR |
0.75 |
0.79 |
0.04 |
5.3% |
0.00 |
| Volume |
1,406,475 |
1,294,596 |
-111,879 |
-8.0% |
3,404,324 |
|
| Daily Pivots for day following 01-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168.64 |
167.94 |
165.56 |
|
| R3 |
167.49 |
166.79 |
165.25 |
|
| R2 |
166.34 |
166.34 |
165.14 |
|
| R1 |
165.64 |
165.64 |
165.04 |
165.42 |
| PP |
165.19 |
165.19 |
165.19 |
165.08 |
| S1 |
164.49 |
164.49 |
164.82 |
164.27 |
| S2 |
164.04 |
164.04 |
164.72 |
|
| S3 |
162.89 |
163.34 |
164.61 |
|
| S4 |
161.74 |
162.19 |
164.30 |
|
|
| 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 |
164.75 |
1.65 |
1.0% |
0.77 |
0.5% |
11% |
False |
True |
1,029,473 |
| 10 |
166.40 |
163.13 |
3.27 |
2.0% |
0.76 |
0.5% |
55% |
False |
False |
899,377 |
| 20 |
166.40 |
161.51 |
4.89 |
3.0% |
0.73 |
0.4% |
70% |
False |
False |
822,661 |
| 40 |
166.40 |
161.31 |
5.09 |
3.1% |
0.77 |
0.5% |
71% |
False |
False |
806,258 |
| 60 |
166.40 |
159.91 |
6.49 |
3.9% |
0.81 |
0.5% |
77% |
False |
False |
719,710 |
| 80 |
166.40 |
159.91 |
6.49 |
3.9% |
0.86 |
0.5% |
77% |
False |
False |
570,398 |
| 100 |
166.84 |
159.91 |
6.93 |
4.2% |
0.82 |
0.5% |
72% |
False |
False |
458,823 |
| 120 |
168.93 |
159.91 |
9.02 |
5.5% |
0.79 |
0.5% |
56% |
False |
False |
382,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170.79 |
|
2.618 |
168.91 |
|
1.618 |
167.76 |
|
1.000 |
167.05 |
|
0.618 |
166.61 |
|
HIGH |
165.90 |
|
0.618 |
165.46 |
|
0.500 |
165.33 |
|
0.382 |
165.19 |
|
LOW |
164.75 |
|
0.618 |
164.04 |
|
1.000 |
163.60 |
|
1.618 |
162.89 |
|
2.618 |
161.74 |
|
4.250 |
159.86 |
|
|
| Fisher Pivots for day following 01-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
165.33 |
165.54 |
| PP |
165.19 |
165.33 |
| S1 |
165.06 |
165.13 |
|