Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 20-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2016 |
20-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
166.07 |
165.89 |
-0.18 |
-0.1% |
166.20 |
High |
166.21 |
166.60 |
0.39 |
0.2% |
166.21 |
Low |
165.98 |
165.57 |
-0.41 |
-0.2% |
165.35 |
Close |
166.06 |
166.60 |
0.54 |
0.3% |
165.66 |
Range |
0.23 |
1.03 |
0.80 |
347.8% |
0.86 |
ATR |
0.65 |
0.68 |
0.03 |
4.1% |
0.00 |
Volume |
13,428 |
7,976 |
-5,452 |
-40.6% |
32,467 |
|
Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.35 |
169.00 |
167.17 |
|
R3 |
168.32 |
167.97 |
166.88 |
|
R2 |
167.29 |
167.29 |
166.79 |
|
R1 |
166.94 |
166.94 |
166.69 |
167.12 |
PP |
166.26 |
166.26 |
166.26 |
166.34 |
S1 |
165.91 |
165.91 |
166.51 |
166.09 |
S2 |
165.23 |
165.23 |
166.41 |
|
S3 |
164.20 |
164.88 |
166.32 |
|
S4 |
163.17 |
163.85 |
166.03 |
|
|
Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.32 |
167.85 |
166.13 |
|
R3 |
167.46 |
166.99 |
165.90 |
|
R2 |
166.60 |
166.60 |
165.82 |
|
R1 |
166.13 |
166.13 |
165.74 |
165.94 |
PP |
165.74 |
165.74 |
165.74 |
165.64 |
S1 |
165.27 |
165.27 |
165.58 |
165.08 |
S2 |
164.88 |
164.88 |
165.50 |
|
S3 |
164.02 |
164.41 |
165.42 |
|
S4 |
163.16 |
163.55 |
165.19 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
170.98 |
2.618 |
169.30 |
1.618 |
168.27 |
1.000 |
167.63 |
0.618 |
167.24 |
HIGH |
166.60 |
0.618 |
166.21 |
0.500 |
166.09 |
0.382 |
165.96 |
LOW |
165.57 |
0.618 |
164.93 |
1.000 |
164.54 |
1.618 |
163.90 |
2.618 |
162.87 |
4.250 |
161.19 |
|
|
Fisher Pivots for day following 20-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
166.43 |
166.42 |
PP |
166.26 |
166.24 |
S1 |
166.09 |
166.07 |
|