Euro Bund Future June 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 |
160.91 |
160.93 |
0.02 |
0.0% |
162.95 |
| High |
161.29 |
161.55 |
0.26 |
0.2% |
163.04 |
| Low |
160.80 |
160.84 |
0.04 |
0.0% |
160.62 |
| Close |
160.88 |
161.30 |
0.42 |
0.3% |
160.71 |
| Range |
0.49 |
0.71 |
0.22 |
44.9% |
2.42 |
| ATR |
0.71 |
0.71 |
0.00 |
0.0% |
0.00 |
| Volume |
955,361 |
731,259 |
-224,102 |
-23.5% |
3,251,678 |
|
| Daily Pivots for day following 07-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.36 |
163.04 |
161.69 |
|
| R3 |
162.65 |
162.33 |
161.50 |
|
| R2 |
161.94 |
161.94 |
161.43 |
|
| R1 |
161.62 |
161.62 |
161.37 |
161.78 |
| PP |
161.23 |
161.23 |
161.23 |
161.31 |
| S1 |
160.91 |
160.91 |
161.23 |
161.07 |
| S2 |
160.52 |
160.52 |
161.17 |
|
| S3 |
159.81 |
160.20 |
161.10 |
|
| S4 |
159.10 |
159.49 |
160.91 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168.72 |
167.13 |
162.04 |
|
| R3 |
166.30 |
164.71 |
161.38 |
|
| R2 |
163.88 |
163.88 |
161.15 |
|
| R1 |
162.29 |
162.29 |
160.93 |
161.88 |
| PP |
161.46 |
161.46 |
161.46 |
161.25 |
| S1 |
159.87 |
159.87 |
160.49 |
159.46 |
| S2 |
159.04 |
159.04 |
160.27 |
|
| S3 |
156.62 |
157.45 |
160.04 |
|
| S4 |
154.20 |
155.03 |
159.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
162.65 |
160.62 |
2.03 |
1.3% |
0.77 |
0.5% |
33% |
False |
False |
868,884 |
| 10 |
163.12 |
160.62 |
2.50 |
1.5% |
0.75 |
0.5% |
27% |
False |
False |
516,737 |
| 20 |
163.12 |
159.94 |
3.18 |
2.0% |
0.66 |
0.4% |
43% |
False |
False |
273,766 |
| 40 |
163.12 |
158.24 |
4.88 |
3.0% |
0.66 |
0.4% |
63% |
False |
False |
141,343 |
| 60 |
163.12 |
158.24 |
4.88 |
3.0% |
0.59 |
0.4% |
63% |
False |
False |
94,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164.57 |
|
2.618 |
163.41 |
|
1.618 |
162.70 |
|
1.000 |
162.26 |
|
0.618 |
161.99 |
|
HIGH |
161.55 |
|
0.618 |
161.28 |
|
0.500 |
161.20 |
|
0.382 |
161.11 |
|
LOW |
160.84 |
|
0.618 |
160.40 |
|
1.000 |
160.13 |
|
1.618 |
159.69 |
|
2.618 |
158.98 |
|
4.250 |
157.82 |
|
|
| Fisher Pivots for day following 07-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
161.27 |
161.24 |
| PP |
161.23 |
161.17 |
| S1 |
161.20 |
161.11 |
|