Euro Bund Future March 2017
| Trading Metrics calculated at close of trading on 07-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2017 |
07-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
164.14 |
164.14 |
0.00 |
0.0% |
166.22 |
| High |
164.54 |
164.76 |
0.22 |
0.1% |
166.32 |
| Low |
164.05 |
164.07 |
0.02 |
0.0% |
163.89 |
| Close |
164.09 |
164.39 |
0.30 |
0.2% |
163.98 |
| Range |
0.49 |
0.69 |
0.20 |
40.8% |
2.43 |
| ATR |
0.77 |
0.76 |
-0.01 |
-0.7% |
0.00 |
| Volume |
314,992 |
16,880 |
-298,112 |
-94.6% |
6,466,374 |
|
| Daily Pivots for day following 07-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.48 |
166.12 |
164.77 |
|
| R3 |
165.79 |
165.43 |
164.58 |
|
| R2 |
165.10 |
165.10 |
164.52 |
|
| R1 |
164.74 |
164.74 |
164.45 |
164.92 |
| PP |
164.41 |
164.41 |
164.41 |
164.50 |
| S1 |
164.05 |
164.05 |
164.33 |
164.23 |
| S2 |
163.72 |
163.72 |
164.26 |
|
| S3 |
163.03 |
163.36 |
164.20 |
|
| S4 |
162.34 |
162.67 |
164.01 |
|
|
| 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 |
165.90 |
163.89 |
2.01 |
1.2% |
0.77 |
0.5% |
25% |
False |
False |
885,384 |
| 10 |
166.40 |
163.89 |
2.51 |
1.5% |
0.78 |
0.5% |
20% |
False |
False |
906,167 |
| 20 |
166.40 |
162.97 |
3.43 |
2.1% |
0.71 |
0.4% |
41% |
False |
False |
822,499 |
| 40 |
166.40 |
161.31 |
5.09 |
3.1% |
0.74 |
0.4% |
61% |
False |
False |
811,802 |
| 60 |
166.40 |
160.80 |
5.60 |
3.4% |
0.76 |
0.5% |
64% |
False |
False |
704,754 |
| 80 |
166.40 |
159.91 |
6.49 |
3.9% |
0.83 |
0.5% |
69% |
False |
False |
608,558 |
| 100 |
166.84 |
159.91 |
6.93 |
4.2% |
0.83 |
0.5% |
65% |
False |
False |
489,877 |
| 120 |
168.93 |
159.91 |
9.02 |
5.5% |
0.79 |
0.5% |
50% |
False |
False |
408,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167.69 |
|
2.618 |
166.57 |
|
1.618 |
165.88 |
|
1.000 |
165.45 |
|
0.618 |
165.19 |
|
HIGH |
164.76 |
|
0.618 |
164.50 |
|
0.500 |
164.42 |
|
0.382 |
164.33 |
|
LOW |
164.07 |
|
0.618 |
163.64 |
|
1.000 |
163.38 |
|
1.618 |
162.95 |
|
2.618 |
162.26 |
|
4.250 |
161.14 |
|
|
| Fisher Pivots for day following 07-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
164.42 |
164.38 |
| PP |
164.41 |
164.38 |
| S1 |
164.40 |
164.37 |
|