Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 29-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2016 |
29-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
163.46 |
163.77 |
0.31 |
0.2% |
162.60 |
High |
163.87 |
163.77 |
-0.10 |
-0.1% |
163.52 |
Low |
163.25 |
163.01 |
-0.24 |
-0.1% |
162.07 |
Close |
163.79 |
163.19 |
-0.60 |
-0.4% |
163.11 |
Range |
0.62 |
0.76 |
0.14 |
22.6% |
1.45 |
ATR |
0.89 |
0.89 |
-0.01 |
-0.9% |
0.00 |
Volume |
112,260 |
167,873 |
55,613 |
49.5% |
379,506 |
|
Daily Pivots for day following 29-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.60 |
165.16 |
163.61 |
|
R3 |
164.84 |
164.40 |
163.40 |
|
R2 |
164.08 |
164.08 |
163.33 |
|
R1 |
163.64 |
163.64 |
163.26 |
163.48 |
PP |
163.32 |
163.32 |
163.32 |
163.25 |
S1 |
162.88 |
162.88 |
163.12 |
162.72 |
S2 |
162.56 |
162.56 |
163.05 |
|
S3 |
161.80 |
162.12 |
162.98 |
|
S4 |
161.04 |
161.36 |
162.77 |
|
|
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% |
0.77 |
0.5% |
62% |
False |
False |
111,337 |
10 |
163.87 |
161.52 |
2.35 |
1.4% |
0.78 |
0.5% |
71% |
False |
False |
74,654 |
20 |
165.26 |
160.72 |
4.54 |
2.8% |
0.88 |
0.5% |
54% |
False |
False |
46,821 |
40 |
167.46 |
160.72 |
6.74 |
4.1% |
0.78 |
0.5% |
37% |
False |
False |
29,043 |
60 |
168.93 |
160.72 |
8.21 |
5.0% |
0.74 |
0.5% |
30% |
False |
False |
20,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.00 |
2.618 |
165.76 |
1.618 |
165.00 |
1.000 |
164.53 |
0.618 |
164.24 |
HIGH |
163.77 |
0.618 |
163.48 |
0.500 |
163.39 |
0.382 |
163.30 |
LOW |
163.01 |
0.618 |
162.54 |
1.000 |
162.25 |
1.618 |
161.78 |
2.618 |
161.02 |
4.250 |
159.78 |
|
|
Fisher Pivots for day following 29-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
163.39 |
163.35 |
PP |
163.32 |
163.30 |
S1 |
163.26 |
163.24 |
|