Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 22-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2016 |
22-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
166.30 |
166.74 |
0.44 |
0.3% |
165.90 |
High |
166.70 |
167.80 |
1.10 |
0.7% |
166.60 |
Low |
166.18 |
166.74 |
0.56 |
0.3% |
164.90 |
Close |
166.19 |
167.71 |
1.52 |
0.9% |
166.31 |
Range |
0.52 |
1.06 |
0.54 |
103.8% |
1.70 |
ATR |
0.66 |
0.73 |
0.07 |
10.2% |
0.00 |
Volume |
5,285 |
2,817 |
-2,468 |
-46.7% |
9,045 |
|
Daily Pivots for day following 22-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170.60 |
170.21 |
168.29 |
|
R3 |
169.54 |
169.15 |
168.00 |
|
R2 |
168.48 |
168.48 |
167.90 |
|
R1 |
168.09 |
168.09 |
167.81 |
168.29 |
PP |
167.42 |
167.42 |
167.42 |
167.51 |
S1 |
167.03 |
167.03 |
167.61 |
167.23 |
S2 |
166.36 |
166.36 |
167.52 |
|
S3 |
165.30 |
165.97 |
167.42 |
|
S4 |
164.24 |
164.91 |
167.13 |
|
|
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 |
172.31 |
2.618 |
170.58 |
1.618 |
169.52 |
1.000 |
168.86 |
0.618 |
168.46 |
HIGH |
167.80 |
0.618 |
167.40 |
0.500 |
167.27 |
0.382 |
167.14 |
LOW |
166.74 |
0.618 |
166.08 |
1.000 |
165.68 |
1.618 |
165.02 |
2.618 |
163.96 |
4.250 |
162.24 |
|
|
Fisher Pivots for day following 22-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
167.56 |
167.47 |
PP |
167.42 |
167.23 |
S1 |
167.27 |
166.99 |
|