Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 24-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2016 |
24-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
163.14 |
163.00 |
-0.14 |
-0.1% |
161.40 |
High |
163.52 |
163.16 |
-0.36 |
-0.2% |
162.89 |
Low |
162.07 |
162.66 |
0.59 |
0.4% |
160.72 |
Close |
162.52 |
162.77 |
0.25 |
0.2% |
162.51 |
Range |
1.45 |
0.50 |
-0.95 |
-65.5% |
2.17 |
ATR |
0.95 |
0.93 |
-0.02 |
-2.3% |
0.00 |
Volume |
171,118 |
32,757 |
-138,361 |
-80.9% |
131,039 |
|
Daily Pivots for day following 24-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.36 |
164.07 |
163.05 |
|
R3 |
163.86 |
163.57 |
162.91 |
|
R2 |
163.36 |
163.36 |
162.86 |
|
R1 |
163.07 |
163.07 |
162.82 |
162.97 |
PP |
162.86 |
162.86 |
162.86 |
162.81 |
S1 |
162.57 |
162.57 |
162.72 |
162.47 |
S2 |
162.36 |
162.36 |
162.68 |
|
S3 |
161.86 |
162.07 |
162.63 |
|
S4 |
161.36 |
161.57 |
162.50 |
|
|
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 |
163.52 |
161.70 |
1.82 |
1.1% |
0.89 |
0.5% |
59% |
False |
False |
67,420 |
10 |
163.52 |
160.72 |
2.80 |
1.7% |
0.86 |
0.5% |
73% |
False |
False |
46,781 |
20 |
165.26 |
160.72 |
4.54 |
2.8% |
0.89 |
0.5% |
45% |
False |
False |
31,315 |
40 |
168.93 |
160.72 |
8.21 |
5.0% |
0.79 |
0.5% |
25% |
False |
False |
20,430 |
60 |
168.93 |
160.72 |
8.21 |
5.0% |
0.74 |
0.5% |
25% |
False |
False |
14,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.29 |
2.618 |
164.47 |
1.618 |
163.97 |
1.000 |
163.66 |
0.618 |
163.47 |
HIGH |
163.16 |
0.618 |
162.97 |
0.500 |
162.91 |
0.382 |
162.85 |
LOW |
162.66 |
0.618 |
162.35 |
1.000 |
162.16 |
1.618 |
161.85 |
2.618 |
161.35 |
4.250 |
160.54 |
|
|
Fisher Pivots for day following 24-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
162.91 |
162.80 |
PP |
162.86 |
162.79 |
S1 |
162.82 |
162.78 |
|