Euro Bund Future June 2017
| Trading Metrics calculated at close of trading on 23-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2017 |
23-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
161.20 |
161.94 |
0.74 |
0.5% |
160.79 |
| High |
162.31 |
162.53 |
0.22 |
0.1% |
161.40 |
| Low |
161.14 |
161.65 |
0.51 |
0.3% |
159.94 |
| Close |
161.78 |
162.40 |
0.62 |
0.4% |
161.23 |
| Range |
1.17 |
0.88 |
-0.29 |
-24.8% |
1.46 |
| ATR |
0.69 |
0.71 |
0.01 |
1.9% |
0.00 |
| Volume |
54,592 |
65,682 |
11,090 |
20.3% |
173,723 |
|
| Daily Pivots for day following 23-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.83 |
164.50 |
162.88 |
|
| R3 |
163.95 |
163.62 |
162.64 |
|
| R2 |
163.07 |
163.07 |
162.56 |
|
| R1 |
162.74 |
162.74 |
162.48 |
162.91 |
| PP |
162.19 |
162.19 |
162.19 |
162.28 |
| S1 |
161.86 |
161.86 |
162.32 |
162.03 |
| S2 |
161.31 |
161.31 |
162.24 |
|
| S3 |
160.43 |
160.98 |
162.16 |
|
| S4 |
159.55 |
160.10 |
161.92 |
|
|
| 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 |
162.53 |
160.43 |
2.10 |
1.3% |
0.80 |
0.5% |
94% |
True |
False |
51,591 |
| 10 |
162.53 |
159.94 |
2.59 |
1.6% |
0.64 |
0.4% |
95% |
True |
False |
41,414 |
| 20 |
162.53 |
158.28 |
4.25 |
2.6% |
0.66 |
0.4% |
97% |
True |
False |
26,318 |
| 40 |
162.53 |
158.24 |
4.29 |
2.6% |
0.64 |
0.4% |
97% |
True |
False |
15,304 |
| 60 |
162.53 |
157.28 |
5.25 |
3.2% |
0.59 |
0.4% |
98% |
True |
False |
10,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.27 |
|
2.618 |
164.83 |
|
1.618 |
163.95 |
|
1.000 |
163.41 |
|
0.618 |
163.07 |
|
HIGH |
162.53 |
|
0.618 |
162.19 |
|
0.500 |
162.09 |
|
0.382 |
161.99 |
|
LOW |
161.65 |
|
0.618 |
161.11 |
|
1.000 |
160.77 |
|
1.618 |
160.23 |
|
2.618 |
159.35 |
|
4.250 |
157.91 |
|
|
| Fisher Pivots for day following 23-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
162.30 |
162.17 |
| PP |
162.19 |
161.95 |
| S1 |
162.09 |
161.72 |
|