Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 28-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2016 |
28-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
162.87 |
163.46 |
0.59 |
0.4% |
162.60 |
High |
163.34 |
163.87 |
0.53 |
0.3% |
163.52 |
Low |
162.83 |
163.25 |
0.42 |
0.3% |
162.07 |
Close |
163.11 |
163.79 |
0.68 |
0.4% |
163.11 |
Range |
0.51 |
0.62 |
0.11 |
21.6% |
1.45 |
ATR |
0.90 |
0.89 |
-0.01 |
-1.1% |
0.00 |
Volume |
72,678 |
112,260 |
39,582 |
54.5% |
379,506 |
|
Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.50 |
165.26 |
164.13 |
|
R3 |
164.88 |
164.64 |
163.96 |
|
R2 |
164.26 |
164.26 |
163.90 |
|
R1 |
164.02 |
164.02 |
163.85 |
164.14 |
PP |
163.64 |
163.64 |
163.64 |
163.70 |
S1 |
163.40 |
163.40 |
163.73 |
163.52 |
S2 |
163.02 |
163.02 |
163.68 |
|
S3 |
162.40 |
162.78 |
163.62 |
|
S4 |
161.78 |
162.16 |
163.45 |
|
|
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 |
163.87 |
162.07 |
1.80 |
1.1% |
0.79 |
0.5% |
96% |
True |
False |
88,463 |
10 |
163.87 |
161.52 |
2.35 |
1.4% |
0.75 |
0.5% |
97% |
True |
False |
60,614 |
20 |
165.26 |
160.72 |
4.54 |
2.8% |
0.88 |
0.5% |
68% |
False |
False |
38,733 |
40 |
168.11 |
160.72 |
7.39 |
4.5% |
0.79 |
0.5% |
42% |
False |
False |
25,008 |
60 |
168.93 |
160.72 |
8.21 |
5.0% |
0.75 |
0.5% |
37% |
False |
False |
17,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.51 |
2.618 |
165.49 |
1.618 |
164.87 |
1.000 |
164.49 |
0.618 |
164.25 |
HIGH |
163.87 |
0.618 |
163.63 |
0.500 |
163.56 |
0.382 |
163.49 |
LOW |
163.25 |
0.618 |
162.87 |
1.000 |
162.63 |
1.618 |
162.25 |
2.618 |
161.63 |
4.250 |
160.62 |
|
|
Fisher Pivots for day following 28-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
163.71 |
163.62 |
PP |
163.64 |
163.44 |
S1 |
163.56 |
163.27 |
|