Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 12-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
167.00 |
165.90 |
-1.10 |
-0.7% |
167.00 |
High |
167.10 |
166.04 |
-1.06 |
-0.6% |
168.21 |
Low |
166.00 |
165.60 |
-0.40 |
-0.2% |
166.00 |
Close |
166.05 |
165.70 |
-0.35 |
-0.2% |
166.05 |
Range |
1.10 |
0.44 |
-0.66 |
-60.0% |
2.21 |
ATR |
|
|
|
|
|
Volume |
17,516 |
2,732 |
-14,784 |
-84.4% |
23,986 |
|
Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.10 |
166.84 |
165.94 |
|
R3 |
166.66 |
166.40 |
165.82 |
|
R2 |
166.22 |
166.22 |
165.78 |
|
R1 |
165.96 |
165.96 |
165.74 |
165.87 |
PP |
165.78 |
165.78 |
165.78 |
165.74 |
S1 |
165.52 |
165.52 |
165.66 |
165.43 |
S2 |
165.34 |
165.34 |
165.62 |
|
S3 |
164.90 |
165.08 |
165.58 |
|
S4 |
164.46 |
164.64 |
165.46 |
|
|
Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173.38 |
171.93 |
167.27 |
|
R3 |
171.17 |
169.72 |
166.66 |
|
R2 |
168.96 |
168.96 |
166.46 |
|
R1 |
167.51 |
167.51 |
166.25 |
167.13 |
PP |
166.75 |
166.75 |
166.75 |
166.57 |
S1 |
165.30 |
165.30 |
165.85 |
164.92 |
S2 |
164.54 |
164.54 |
165.64 |
|
S3 |
162.33 |
163.09 |
165.44 |
|
S4 |
160.12 |
160.88 |
164.83 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.91 |
2.618 |
167.19 |
1.618 |
166.75 |
1.000 |
166.48 |
0.618 |
166.31 |
HIGH |
166.04 |
0.618 |
165.87 |
0.500 |
165.82 |
0.382 |
165.77 |
LOW |
165.60 |
0.618 |
165.33 |
1.000 |
165.16 |
1.618 |
164.89 |
2.618 |
164.45 |
4.250 |
163.73 |
|
|
Fisher Pivots for day following 12-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
165.82 |
166.91 |
PP |
165.78 |
166.50 |
S1 |
165.74 |
166.10 |
|