Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 22-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2016 |
22-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
162.60 |
162.51 |
-0.09 |
-0.1% |
161.40 |
High |
162.71 |
163.35 |
0.64 |
0.4% |
162.89 |
Low |
162.28 |
162.47 |
0.19 |
0.1% |
160.72 |
Close |
162.54 |
163.18 |
0.64 |
0.4% |
162.51 |
Range |
0.43 |
0.88 |
0.45 |
104.7% |
2.17 |
ATR |
0.92 |
0.91 |
0.00 |
-0.3% |
0.00 |
Volume |
49,450 |
53,503 |
4,053 |
8.2% |
131,039 |
|
Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.64 |
165.29 |
163.66 |
|
R3 |
164.76 |
164.41 |
163.42 |
|
R2 |
163.88 |
163.88 |
163.34 |
|
R1 |
163.53 |
163.53 |
163.26 |
163.71 |
PP |
163.00 |
163.00 |
163.00 |
163.09 |
S1 |
162.65 |
162.65 |
163.10 |
162.83 |
S2 |
162.12 |
162.12 |
163.02 |
|
S3 |
161.24 |
161.77 |
162.94 |
|
S4 |
160.36 |
160.89 |
162.70 |
|
|
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 |
163.35 |
161.52 |
1.83 |
1.1% |
0.78 |
0.5% |
91% |
True |
False |
37,972 |
10 |
165.26 |
160.72 |
4.54 |
2.8% |
1.08 |
0.7% |
54% |
False |
False |
31,925 |
20 |
166.23 |
160.72 |
5.51 |
3.4% |
0.93 |
0.6% |
45% |
False |
False |
24,018 |
40 |
168.93 |
160.72 |
8.21 |
5.0% |
0.76 |
0.5% |
30% |
False |
False |
15,411 |
60 |
168.93 |
160.72 |
8.21 |
5.0% |
0.72 |
0.4% |
30% |
False |
False |
11,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.09 |
2.618 |
165.65 |
1.618 |
164.77 |
1.000 |
164.23 |
0.618 |
163.89 |
HIGH |
163.35 |
0.618 |
163.01 |
0.500 |
162.91 |
0.382 |
162.81 |
LOW |
162.47 |
0.618 |
161.93 |
1.000 |
161.59 |
1.618 |
161.05 |
2.618 |
160.17 |
4.250 |
158.73 |
|
|
Fisher Pivots for day following 22-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
163.09 |
162.96 |
PP |
163.00 |
162.74 |
S1 |
162.91 |
162.53 |
|