Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 20-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2016 |
20-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
166.34 |
166.22 |
-0.12 |
-0.1% |
165.90 |
High |
166.34 |
166.62 |
0.28 |
0.2% |
166.60 |
Low |
166.00 |
166.22 |
0.22 |
0.1% |
164.90 |
Close |
166.08 |
166.56 |
0.48 |
0.3% |
166.31 |
Range |
0.34 |
0.40 |
0.06 |
17.6% |
1.70 |
ATR |
0.69 |
0.68 |
-0.01 |
-1.5% |
0.00 |
Volume |
1,675 |
11,772 |
10,097 |
602.8% |
9,045 |
|
Daily Pivots for day following 20-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.67 |
167.51 |
166.78 |
|
R3 |
167.27 |
167.11 |
166.67 |
|
R2 |
166.87 |
166.87 |
166.63 |
|
R1 |
166.71 |
166.71 |
166.60 |
166.79 |
PP |
166.47 |
166.47 |
166.47 |
166.51 |
S1 |
166.31 |
166.31 |
166.52 |
166.39 |
S2 |
166.07 |
166.07 |
166.49 |
|
S3 |
165.67 |
165.91 |
166.45 |
|
S4 |
165.27 |
165.51 |
166.34 |
|
|
Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
171.04 |
170.37 |
167.25 |
|
R3 |
169.34 |
168.67 |
166.78 |
|
R2 |
167.64 |
167.64 |
166.62 |
|
R1 |
166.97 |
166.97 |
166.47 |
167.31 |
PP |
165.94 |
165.94 |
165.94 |
166.10 |
S1 |
165.27 |
165.27 |
166.15 |
165.61 |
S2 |
164.24 |
164.24 |
166.00 |
|
S3 |
162.54 |
163.57 |
165.84 |
|
S4 |
160.84 |
161.87 |
165.38 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.32 |
2.618 |
167.67 |
1.618 |
167.27 |
1.000 |
167.02 |
0.618 |
166.87 |
HIGH |
166.62 |
0.618 |
166.47 |
0.500 |
166.42 |
0.382 |
166.37 |
LOW |
166.22 |
0.618 |
165.97 |
1.000 |
165.82 |
1.618 |
165.57 |
2.618 |
165.17 |
4.250 |
164.52 |
|
|
Fisher Pivots for day following 20-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
166.51 |
166.48 |
PP |
166.47 |
166.39 |
S1 |
166.42 |
166.31 |
|