Euro Bund Future March 2017
| Trading Metrics calculated at close of trading on 06-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2017 |
06-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
164.80 |
164.14 |
-0.66 |
-0.4% |
166.22 |
| High |
164.85 |
164.54 |
-0.31 |
-0.2% |
166.32 |
| Low |
163.89 |
164.05 |
0.16 |
0.1% |
163.89 |
| Close |
163.98 |
164.09 |
0.11 |
0.1% |
163.98 |
| Range |
0.96 |
0.49 |
-0.47 |
-49.0% |
2.43 |
| ATR |
0.78 |
0.77 |
-0.02 |
-2.0% |
0.00 |
| Volume |
1,264,538 |
314,992 |
-949,546 |
-75.1% |
6,466,374 |
|
| Daily Pivots for day following 06-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.70 |
165.38 |
164.36 |
|
| R3 |
165.21 |
164.89 |
164.22 |
|
| R2 |
164.72 |
164.72 |
164.18 |
|
| R1 |
164.40 |
164.40 |
164.13 |
164.32 |
| PP |
164.23 |
164.23 |
164.23 |
164.18 |
| S1 |
163.91 |
163.91 |
164.05 |
163.83 |
| S2 |
163.74 |
163.74 |
164.00 |
|
| S3 |
163.25 |
163.42 |
163.96 |
|
| S4 |
162.76 |
162.93 |
163.82 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172.02 |
170.43 |
165.32 |
|
| R3 |
169.59 |
168.00 |
164.65 |
|
| R2 |
167.16 |
167.16 |
164.43 |
|
| R1 |
165.57 |
165.57 |
164.20 |
165.15 |
| PP |
164.73 |
164.73 |
164.73 |
164.52 |
| S1 |
163.14 |
163.14 |
163.76 |
162.72 |
| S2 |
162.30 |
162.30 |
163.53 |
|
| S3 |
159.87 |
160.71 |
163.31 |
|
| S4 |
157.44 |
158.28 |
162.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
166.22 |
163.89 |
2.33 |
1.4% |
0.74 |
0.4% |
9% |
False |
False |
1,163,303 |
| 10 |
166.40 |
163.89 |
2.51 |
1.5% |
0.76 |
0.5% |
8% |
False |
False |
1,018,569 |
| 20 |
166.40 |
162.44 |
3.96 |
2.4% |
0.72 |
0.4% |
42% |
False |
False |
869,906 |
| 40 |
166.40 |
161.31 |
5.09 |
3.1% |
0.75 |
0.5% |
55% |
False |
False |
826,373 |
| 60 |
166.40 |
159.91 |
6.49 |
4.0% |
0.78 |
0.5% |
64% |
False |
False |
718,391 |
| 80 |
166.40 |
159.91 |
6.49 |
4.0% |
0.84 |
0.5% |
64% |
False |
False |
608,621 |
| 100 |
166.84 |
159.91 |
6.93 |
4.2% |
0.82 |
0.5% |
60% |
False |
False |
489,787 |
| 120 |
168.93 |
159.91 |
9.02 |
5.5% |
0.79 |
0.5% |
46% |
False |
False |
408,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.62 |
|
2.618 |
165.82 |
|
1.618 |
165.33 |
|
1.000 |
165.03 |
|
0.618 |
164.84 |
|
HIGH |
164.54 |
|
0.618 |
164.35 |
|
0.500 |
164.30 |
|
0.382 |
164.24 |
|
LOW |
164.05 |
|
0.618 |
163.75 |
|
1.000 |
163.56 |
|
1.618 |
163.26 |
|
2.618 |
162.77 |
|
4.250 |
161.97 |
|
|
| Fisher Pivots for day following 06-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
164.30 |
164.44 |
| PP |
164.23 |
164.32 |
| S1 |
164.16 |
164.21 |
|