Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 15-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2016 |
15-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
161.40 |
161.87 |
0.47 |
0.3% |
164.08 |
High |
162.08 |
162.37 |
0.29 |
0.2% |
165.26 |
Low |
160.72 |
161.87 |
1.15 |
0.7% |
161.48 |
Close |
161.53 |
162.15 |
0.62 |
0.4% |
161.97 |
Range |
1.36 |
0.50 |
-0.86 |
-63.2% |
3.78 |
ATR |
0.98 |
0.97 |
-0.01 |
-1.0% |
0.00 |
Volume |
16,664 |
27,465 |
10,801 |
64.8% |
109,487 |
|
Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.63 |
163.39 |
162.43 |
|
R3 |
163.13 |
162.89 |
162.29 |
|
R2 |
162.63 |
162.63 |
162.24 |
|
R1 |
162.39 |
162.39 |
162.20 |
162.51 |
PP |
162.13 |
162.13 |
162.13 |
162.19 |
S1 |
161.89 |
161.89 |
162.10 |
162.01 |
S2 |
161.63 |
161.63 |
162.06 |
|
S3 |
161.13 |
161.39 |
162.01 |
|
S4 |
160.63 |
160.89 |
161.88 |
|
|
Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174.24 |
171.89 |
164.05 |
|
R3 |
170.46 |
168.11 |
163.01 |
|
R2 |
166.68 |
166.68 |
162.66 |
|
R1 |
164.33 |
164.33 |
162.32 |
163.62 |
PP |
162.90 |
162.90 |
162.90 |
162.55 |
S1 |
160.55 |
160.55 |
161.62 |
159.84 |
S2 |
159.12 |
159.12 |
161.28 |
|
S3 |
155.34 |
156.77 |
160.93 |
|
S4 |
151.56 |
152.99 |
159.89 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.50 |
2.618 |
163.68 |
1.618 |
163.18 |
1.000 |
162.87 |
0.618 |
162.68 |
HIGH |
162.37 |
0.618 |
162.18 |
0.500 |
162.12 |
0.382 |
162.06 |
LOW |
161.87 |
0.618 |
161.56 |
1.000 |
161.37 |
1.618 |
161.06 |
2.618 |
160.56 |
4.250 |
159.75 |
|
|
Fisher Pivots for day following 15-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
162.14 |
161.95 |
PP |
162.13 |
161.75 |
S1 |
162.12 |
161.55 |
|