Euro Bund Future June 2017
| Trading Metrics calculated at close of trading on 23-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2017 |
23-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
159.72 |
160.12 |
0.40 |
0.3% |
159.09 |
| High |
160.33 |
160.47 |
0.14 |
0.1% |
160.45 |
| Low |
159.65 |
159.88 |
0.23 |
0.1% |
158.73 |
| Close |
160.20 |
160.03 |
-0.17 |
-0.1% |
159.82 |
| Range |
0.68 |
0.59 |
-0.09 |
-13.2% |
1.72 |
| ATR |
0.80 |
0.79 |
-0.02 |
-1.9% |
0.00 |
| Volume |
745,141 |
536,788 |
-208,353 |
-28.0% |
3,402,976 |
|
| Daily Pivots for day following 23-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161.90 |
161.55 |
160.35 |
|
| R3 |
161.31 |
160.96 |
160.19 |
|
| R2 |
160.72 |
160.72 |
160.14 |
|
| R1 |
160.37 |
160.37 |
160.08 |
160.25 |
| PP |
160.13 |
160.13 |
160.13 |
160.07 |
| S1 |
159.78 |
159.78 |
159.98 |
159.66 |
| S2 |
159.54 |
159.54 |
159.92 |
|
| S3 |
158.95 |
159.19 |
159.87 |
|
| S4 |
158.36 |
158.60 |
159.71 |
|
|
| 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 |
160.47 |
159.09 |
1.38 |
0.9% |
0.67 |
0.4% |
68% |
True |
False |
702,856 |
| 10 |
160.47 |
158.73 |
1.74 |
1.1% |
0.83 |
0.5% |
75% |
True |
False |
699,896 |
| 20 |
163.12 |
158.73 |
4.39 |
2.7% |
0.78 |
0.5% |
30% |
False |
False |
695,435 |
| 40 |
163.12 |
158.28 |
4.84 |
3.0% |
0.72 |
0.4% |
36% |
False |
False |
360,876 |
| 60 |
163.12 |
158.24 |
4.88 |
3.0% |
0.69 |
0.4% |
37% |
False |
False |
242,014 |
| 80 |
163.12 |
157.28 |
5.84 |
3.6% |
0.64 |
0.4% |
47% |
False |
False |
181,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162.98 |
|
2.618 |
162.01 |
|
1.618 |
161.42 |
|
1.000 |
161.06 |
|
0.618 |
160.83 |
|
HIGH |
160.47 |
|
0.618 |
160.24 |
|
0.500 |
160.18 |
|
0.382 |
160.11 |
|
LOW |
159.88 |
|
0.618 |
159.52 |
|
1.000 |
159.29 |
|
1.618 |
158.93 |
|
2.618 |
158.34 |
|
4.250 |
157.37 |
|
|
| Fisher Pivots for day following 23-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
160.18 |
159.95 |
| PP |
160.13 |
159.87 |
| S1 |
160.08 |
159.80 |
|