Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 21-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2016 |
21-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
166.22 |
166.30 |
0.08 |
0.0% |
165.90 |
High |
166.62 |
166.70 |
0.08 |
0.0% |
166.60 |
Low |
166.22 |
166.18 |
-0.04 |
0.0% |
164.90 |
Close |
166.56 |
166.19 |
-0.37 |
-0.2% |
166.31 |
Range |
0.40 |
0.52 |
0.12 |
30.0% |
1.70 |
ATR |
0.68 |
0.66 |
-0.01 |
-1.6% |
0.00 |
Volume |
11,772 |
5,285 |
-6,487 |
-55.1% |
9,045 |
|
Daily Pivots for day following 21-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.92 |
167.57 |
166.48 |
|
R3 |
167.40 |
167.05 |
166.33 |
|
R2 |
166.88 |
166.88 |
166.29 |
|
R1 |
166.53 |
166.53 |
166.24 |
166.45 |
PP |
166.36 |
166.36 |
166.36 |
166.31 |
S1 |
166.01 |
166.01 |
166.14 |
165.93 |
S2 |
165.84 |
165.84 |
166.09 |
|
S3 |
165.32 |
165.49 |
166.05 |
|
S4 |
164.80 |
164.97 |
165.90 |
|
|
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 |
168.91 |
2.618 |
168.06 |
1.618 |
167.54 |
1.000 |
167.22 |
0.618 |
167.02 |
HIGH |
166.70 |
0.618 |
166.50 |
0.500 |
166.44 |
0.382 |
166.38 |
LOW |
166.18 |
0.618 |
165.86 |
1.000 |
165.66 |
1.618 |
165.34 |
2.618 |
164.82 |
4.250 |
163.97 |
|
|
Fisher Pivots for day following 21-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
166.44 |
166.35 |
PP |
166.36 |
166.30 |
S1 |
166.27 |
166.24 |
|