Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 21-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2016 |
21-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
161.97 |
162.60 |
0.63 |
0.4% |
161.40 |
High |
162.89 |
162.71 |
-0.18 |
-0.1% |
162.89 |
Low |
161.70 |
162.28 |
0.58 |
0.4% |
160.72 |
Close |
162.51 |
162.54 |
0.03 |
0.0% |
162.51 |
Range |
1.19 |
0.43 |
-0.76 |
-63.9% |
2.17 |
ATR |
0.95 |
0.92 |
-0.04 |
-3.9% |
0.00 |
Volume |
30,275 |
49,450 |
19,175 |
63.3% |
131,039 |
|
Daily Pivots for day following 21-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.80 |
163.60 |
162.78 |
|
R3 |
163.37 |
163.17 |
162.66 |
|
R2 |
162.94 |
162.94 |
162.62 |
|
R1 |
162.74 |
162.74 |
162.58 |
162.63 |
PP |
162.51 |
162.51 |
162.51 |
162.45 |
S1 |
162.31 |
162.31 |
162.50 |
162.20 |
S2 |
162.08 |
162.08 |
162.46 |
|
S3 |
161.65 |
161.88 |
162.42 |
|
S4 |
161.22 |
161.45 |
162.30 |
|
|
Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.55 |
167.70 |
163.70 |
|
R3 |
166.38 |
165.53 |
163.11 |
|
R2 |
164.21 |
164.21 |
162.91 |
|
R1 |
163.36 |
163.36 |
162.71 |
163.79 |
PP |
162.04 |
162.04 |
162.04 |
162.25 |
S1 |
161.19 |
161.19 |
162.31 |
161.62 |
S2 |
159.87 |
159.87 |
162.11 |
|
S3 |
157.70 |
159.02 |
161.91 |
|
S4 |
155.53 |
156.85 |
161.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
162.89 |
161.52 |
1.37 |
0.8% |
0.71 |
0.4% |
74% |
False |
False |
32,765 |
10 |
165.26 |
160.72 |
4.54 |
2.8% |
1.07 |
0.7% |
40% |
False |
False |
27,752 |
20 |
166.45 |
160.72 |
5.73 |
3.5% |
0.91 |
0.6% |
32% |
False |
False |
22,671 |
40 |
168.93 |
160.72 |
8.21 |
5.1% |
0.76 |
0.5% |
22% |
False |
False |
14,092 |
60 |
168.93 |
160.72 |
8.21 |
5.1% |
0.72 |
0.4% |
22% |
False |
False |
10,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.54 |
2.618 |
163.84 |
1.618 |
163.41 |
1.000 |
163.14 |
0.618 |
162.98 |
HIGH |
162.71 |
0.618 |
162.55 |
0.500 |
162.50 |
0.382 |
162.44 |
LOW |
162.28 |
0.618 |
162.01 |
1.000 |
161.85 |
1.618 |
161.58 |
2.618 |
161.15 |
4.250 |
160.45 |
|
|
Fisher Pivots for day following 21-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
162.53 |
162.46 |
PP |
162.51 |
162.38 |
S1 |
162.50 |
162.30 |
|