Euro Bund Future June 2017
| Trading Metrics calculated at close of trading on 20-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2017 |
20-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
159.33 |
159.93 |
0.60 |
0.4% |
159.09 |
| High |
159.89 |
159.96 |
0.07 |
0.0% |
160.45 |
| Low |
159.09 |
159.38 |
0.29 |
0.2% |
158.73 |
| Close |
159.82 |
159.78 |
-0.04 |
0.0% |
159.82 |
| Range |
0.80 |
0.58 |
-0.22 |
-27.5% |
1.72 |
| ATR |
0.83 |
0.81 |
-0.02 |
-2.1% |
0.00 |
| Volume |
521,599 |
881,146 |
359,547 |
68.9% |
3,402,976 |
|
| Daily Pivots for day following 20-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161.45 |
161.19 |
160.10 |
|
| R3 |
160.87 |
160.61 |
159.94 |
|
| R2 |
160.29 |
160.29 |
159.89 |
|
| R1 |
160.03 |
160.03 |
159.83 |
159.87 |
| PP |
159.71 |
159.71 |
159.71 |
159.63 |
| S1 |
159.45 |
159.45 |
159.73 |
159.29 |
| S2 |
159.13 |
159.13 |
159.67 |
|
| S3 |
158.55 |
158.87 |
159.62 |
|
| S4 |
157.97 |
158.29 |
159.46 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.83 |
164.04 |
160.77 |
|
| R3 |
163.11 |
162.32 |
160.29 |
|
| R2 |
161.39 |
161.39 |
160.14 |
|
| R1 |
160.60 |
160.60 |
159.98 |
161.00 |
| PP |
159.67 |
159.67 |
159.67 |
159.86 |
| S1 |
158.88 |
158.88 |
159.66 |
159.28 |
| S2 |
157.95 |
157.95 |
159.50 |
|
| S3 |
156.23 |
157.16 |
159.35 |
|
| S4 |
154.51 |
155.44 |
158.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
160.45 |
158.73 |
1.72 |
1.1% |
0.91 |
0.6% |
61% |
False |
False |
711,193 |
| 10 |
161.55 |
158.73 |
2.82 |
1.8% |
0.89 |
0.6% |
37% |
False |
False |
748,133 |
| 20 |
163.12 |
158.73 |
4.39 |
2.7% |
0.81 |
0.5% |
24% |
False |
False |
599,706 |
| 40 |
163.12 |
158.24 |
4.88 |
3.1% |
0.72 |
0.4% |
32% |
False |
False |
308,792 |
| 60 |
163.12 |
158.24 |
4.88 |
3.1% |
0.67 |
0.4% |
32% |
False |
False |
206,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162.43 |
|
2.618 |
161.48 |
|
1.618 |
160.90 |
|
1.000 |
160.54 |
|
0.618 |
160.32 |
|
HIGH |
159.96 |
|
0.618 |
159.74 |
|
0.500 |
159.67 |
|
0.382 |
159.60 |
|
LOW |
159.38 |
|
0.618 |
159.02 |
|
1.000 |
158.80 |
|
1.618 |
158.44 |
|
2.618 |
157.86 |
|
4.250 |
156.92 |
|
|
| Fisher Pivots for day following 20-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
159.74 |
159.77 |
| PP |
159.71 |
159.75 |
| S1 |
159.67 |
159.74 |
|