Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 25-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2016 |
25-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
163.00 |
162.87 |
-0.13 |
-0.1% |
162.60 |
High |
163.16 |
163.34 |
0.18 |
0.1% |
163.52 |
Low |
162.66 |
162.83 |
0.17 |
0.1% |
162.07 |
Close |
162.77 |
163.11 |
0.34 |
0.2% |
163.11 |
Range |
0.50 |
0.51 |
0.01 |
2.0% |
1.45 |
ATR |
0.93 |
0.90 |
-0.03 |
-2.8% |
0.00 |
Volume |
32,757 |
72,678 |
39,921 |
121.9% |
379,506 |
|
Daily Pivots for day following 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.62 |
164.38 |
163.39 |
|
R3 |
164.11 |
163.87 |
163.25 |
|
R2 |
163.60 |
163.60 |
163.20 |
|
R1 |
163.36 |
163.36 |
163.16 |
163.48 |
PP |
163.09 |
163.09 |
163.09 |
163.16 |
S1 |
162.85 |
162.85 |
163.06 |
162.97 |
S2 |
162.58 |
162.58 |
163.02 |
|
S3 |
162.07 |
162.34 |
162.97 |
|
S4 |
161.56 |
161.83 |
162.83 |
|
|
Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.25 |
166.63 |
163.91 |
|
R3 |
165.80 |
165.18 |
163.51 |
|
R2 |
164.35 |
164.35 |
163.38 |
|
R1 |
163.73 |
163.73 |
163.24 |
164.04 |
PP |
162.90 |
162.90 |
162.90 |
163.06 |
S1 |
162.28 |
162.28 |
162.98 |
162.59 |
S2 |
161.45 |
161.45 |
162.84 |
|
S3 |
160.00 |
160.83 |
162.71 |
|
S4 |
158.55 |
159.38 |
162.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.52 |
162.07 |
1.45 |
0.9% |
0.75 |
0.5% |
72% |
False |
False |
75,901 |
10 |
163.52 |
160.72 |
2.80 |
1.7% |
0.82 |
0.5% |
85% |
False |
False |
51,054 |
20 |
165.26 |
160.72 |
4.54 |
2.8% |
0.87 |
0.5% |
53% |
False |
False |
34,216 |
40 |
168.29 |
160.72 |
7.57 |
4.6% |
0.78 |
0.5% |
32% |
False |
False |
22,219 |
60 |
168.93 |
160.72 |
8.21 |
5.0% |
0.74 |
0.5% |
29% |
False |
False |
15,889 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.51 |
2.618 |
164.68 |
1.618 |
164.17 |
1.000 |
163.85 |
0.618 |
163.66 |
HIGH |
163.34 |
0.618 |
163.15 |
0.500 |
163.09 |
0.382 |
163.02 |
LOW |
162.83 |
0.618 |
162.51 |
1.000 |
162.32 |
1.618 |
162.00 |
2.618 |
161.49 |
4.250 |
160.66 |
|
|
Fisher Pivots for day following 25-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
163.10 |
163.01 |
PP |
163.09 |
162.90 |
S1 |
163.09 |
162.80 |
|