Euro Bund Future June 2017
| Trading Metrics calculated at close of trading on 08-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2017 |
08-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
160.93 |
161.27 |
0.34 |
0.2% |
162.95 |
| High |
161.55 |
161.29 |
-0.26 |
-0.2% |
163.04 |
| Low |
160.84 |
160.46 |
-0.38 |
-0.2% |
160.62 |
| Close |
161.30 |
160.50 |
-0.80 |
-0.5% |
160.71 |
| Range |
0.71 |
0.83 |
0.12 |
16.9% |
2.42 |
| ATR |
0.71 |
0.72 |
0.01 |
1.3% |
0.00 |
| Volume |
731,259 |
921,291 |
190,032 |
26.0% |
3,251,678 |
|
| Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.24 |
162.70 |
160.96 |
|
| R3 |
162.41 |
161.87 |
160.73 |
|
| R2 |
161.58 |
161.58 |
160.65 |
|
| R1 |
161.04 |
161.04 |
160.58 |
160.90 |
| PP |
160.75 |
160.75 |
160.75 |
160.68 |
| S1 |
160.21 |
160.21 |
160.42 |
160.07 |
| S2 |
159.92 |
159.92 |
160.35 |
|
| S3 |
159.09 |
159.38 |
160.27 |
|
| S4 |
158.26 |
158.55 |
160.04 |
|
|
| 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 |
161.78 |
160.46 |
1.32 |
0.8% |
0.71 |
0.4% |
3% |
False |
True |
920,585 |
| 10 |
163.12 |
160.46 |
2.66 |
1.7% |
0.72 |
0.4% |
2% |
False |
True |
603,407 |
| 20 |
163.12 |
159.94 |
3.18 |
2.0% |
0.66 |
0.4% |
18% |
False |
False |
319,548 |
| 40 |
163.12 |
158.24 |
4.88 |
3.0% |
0.66 |
0.4% |
46% |
False |
False |
164,348 |
| 60 |
163.12 |
158.24 |
4.88 |
3.0% |
0.60 |
0.4% |
46% |
False |
False |
109,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164.82 |
|
2.618 |
163.46 |
|
1.618 |
162.63 |
|
1.000 |
162.12 |
|
0.618 |
161.80 |
|
HIGH |
161.29 |
|
0.618 |
160.97 |
|
0.500 |
160.88 |
|
0.382 |
160.78 |
|
LOW |
160.46 |
|
0.618 |
159.95 |
|
1.000 |
159.63 |
|
1.618 |
159.12 |
|
2.618 |
158.29 |
|
4.250 |
156.93 |
|
|
| Fisher Pivots for day following 08-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
160.88 |
161.01 |
| PP |
160.75 |
160.84 |
| S1 |
160.63 |
160.67 |
|