Euro Bund Future June 2017
| Trading Metrics calculated at close of trading on 21-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2017 |
21-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
161.09 |
161.34 |
0.25 |
0.2% |
160.79 |
| High |
161.48 |
161.42 |
-0.06 |
0.0% |
161.40 |
| Low |
160.99 |
160.91 |
-0.08 |
0.0% |
159.94 |
| Close |
161.38 |
161.22 |
-0.16 |
-0.1% |
161.23 |
| Range |
0.49 |
0.51 |
0.02 |
4.1% |
1.46 |
| ATR |
0.67 |
0.66 |
-0.01 |
-1.7% |
0.00 |
| Volume |
34,552 |
76,693 |
42,141 |
122.0% |
173,723 |
|
| Daily Pivots for day following 21-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162.71 |
162.48 |
161.50 |
|
| R3 |
162.20 |
161.97 |
161.36 |
|
| R2 |
161.69 |
161.69 |
161.31 |
|
| R1 |
161.46 |
161.46 |
161.27 |
161.32 |
| PP |
161.18 |
161.18 |
161.18 |
161.12 |
| S1 |
160.95 |
160.95 |
161.17 |
160.81 |
| S2 |
160.67 |
160.67 |
161.13 |
|
| S3 |
160.16 |
160.44 |
161.08 |
|
| S4 |
159.65 |
159.93 |
160.94 |
|
|
| Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.24 |
164.69 |
162.03 |
|
| R3 |
163.78 |
163.23 |
161.63 |
|
| R2 |
162.32 |
162.32 |
161.50 |
|
| R1 |
161.77 |
161.77 |
161.36 |
162.05 |
| PP |
160.86 |
160.86 |
160.86 |
160.99 |
| S1 |
160.31 |
160.31 |
161.10 |
160.59 |
| S2 |
159.40 |
159.40 |
160.96 |
|
| S3 |
157.94 |
158.85 |
160.83 |
|
| S4 |
156.48 |
157.39 |
160.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
161.48 |
159.94 |
1.54 |
1.0% |
0.58 |
0.4% |
83% |
False |
False |
45,140 |
| 10 |
161.48 |
159.94 |
1.54 |
1.0% |
0.57 |
0.4% |
83% |
False |
False |
30,795 |
| 20 |
161.48 |
158.24 |
3.24 |
2.0% |
0.62 |
0.4% |
92% |
False |
False |
20,954 |
| 40 |
161.67 |
158.24 |
3.43 |
2.1% |
0.61 |
0.4% |
87% |
False |
False |
12,300 |
| 60 |
161.67 |
157.28 |
4.39 |
2.7% |
0.56 |
0.3% |
90% |
False |
False |
8,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163.59 |
|
2.618 |
162.76 |
|
1.618 |
162.25 |
|
1.000 |
161.93 |
|
0.618 |
161.74 |
|
HIGH |
161.42 |
|
0.618 |
161.23 |
|
0.500 |
161.17 |
|
0.382 |
161.10 |
|
LOW |
160.91 |
|
0.618 |
160.59 |
|
1.000 |
160.40 |
|
1.618 |
160.08 |
|
2.618 |
159.57 |
|
4.250 |
158.74 |
|
|
| Fisher Pivots for day following 21-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
161.20 |
161.13 |
| PP |
161.18 |
161.04 |
| S1 |
161.17 |
160.96 |
|