Euro Bund Future June 2017
| Trading Metrics calculated at close of trading on 09-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2017 |
09-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
161.27 |
160.54 |
-0.73 |
-0.5% |
162.95 |
| High |
161.29 |
160.66 |
-0.63 |
-0.4% |
163.04 |
| Low |
160.46 |
159.57 |
-0.89 |
-0.6% |
160.62 |
| Close |
160.50 |
159.99 |
-0.51 |
-0.3% |
160.71 |
| Range |
0.83 |
1.09 |
0.26 |
31.3% |
2.42 |
| ATR |
0.72 |
0.75 |
0.03 |
3.6% |
0.00 |
| Volume |
921,291 |
941,355 |
20,064 |
2.2% |
3,251,678 |
|
| Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.34 |
162.76 |
160.59 |
|
| R3 |
162.25 |
161.67 |
160.29 |
|
| R2 |
161.16 |
161.16 |
160.19 |
|
| R1 |
160.58 |
160.58 |
160.09 |
160.33 |
| PP |
160.07 |
160.07 |
160.07 |
159.95 |
| S1 |
159.49 |
159.49 |
159.89 |
159.24 |
| S2 |
158.98 |
158.98 |
159.79 |
|
| S3 |
157.89 |
158.40 |
159.69 |
|
| S4 |
156.80 |
157.31 |
159.39 |
|
|
| 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 |
161.60 |
159.57 |
2.03 |
1.3% |
0.82 |
0.5% |
21% |
False |
True |
923,380 |
| 10 |
163.12 |
159.57 |
3.55 |
2.2% |
0.74 |
0.5% |
12% |
False |
True |
690,974 |
| 20 |
163.12 |
159.57 |
3.55 |
2.2% |
0.69 |
0.4% |
12% |
False |
True |
366,194 |
| 40 |
163.12 |
158.24 |
4.88 |
3.1% |
0.68 |
0.4% |
36% |
False |
False |
187,770 |
| 60 |
163.12 |
158.24 |
4.88 |
3.1% |
0.61 |
0.4% |
36% |
False |
False |
125,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.29 |
|
2.618 |
163.51 |
|
1.618 |
162.42 |
|
1.000 |
161.75 |
|
0.618 |
161.33 |
|
HIGH |
160.66 |
|
0.618 |
160.24 |
|
0.500 |
160.12 |
|
0.382 |
159.99 |
|
LOW |
159.57 |
|
0.618 |
158.90 |
|
1.000 |
158.48 |
|
1.618 |
157.81 |
|
2.618 |
156.72 |
|
4.250 |
154.94 |
|
|
| Fisher Pivots for day following 09-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
160.12 |
160.56 |
| PP |
160.07 |
160.37 |
| S1 |
160.03 |
160.18 |
|