Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 30-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2016 |
30-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
163.77 |
163.61 |
-0.16 |
-0.1% |
162.60 |
High |
163.77 |
163.71 |
-0.06 |
0.0% |
163.52 |
Low |
163.01 |
162.41 |
-0.60 |
-0.4% |
162.07 |
Close |
163.19 |
162.68 |
-0.51 |
-0.3% |
163.11 |
Range |
0.76 |
1.30 |
0.54 |
71.1% |
1.45 |
ATR |
0.89 |
0.92 |
0.03 |
3.3% |
0.00 |
Volume |
167,873 |
322,983 |
155,110 |
92.4% |
379,506 |
|
Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.83 |
166.06 |
163.40 |
|
R3 |
165.53 |
164.76 |
163.04 |
|
R2 |
164.23 |
164.23 |
162.92 |
|
R1 |
163.46 |
163.46 |
162.80 |
163.20 |
PP |
162.93 |
162.93 |
162.93 |
162.80 |
S1 |
162.16 |
162.16 |
162.56 |
161.90 |
S2 |
161.63 |
161.63 |
162.44 |
|
S3 |
160.33 |
160.86 |
162.32 |
|
S4 |
159.03 |
159.56 |
161.97 |
|
|
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 |
162.41 |
1.46 |
0.9% |
0.74 |
0.5% |
18% |
False |
True |
141,710 |
10 |
163.87 |
161.70 |
2.17 |
1.3% |
0.83 |
0.5% |
45% |
False |
False |
104,317 |
20 |
165.26 |
160.72 |
4.54 |
2.8% |
0.91 |
0.6% |
43% |
False |
False |
62,057 |
40 |
167.22 |
160.72 |
6.50 |
4.0% |
0.79 |
0.5% |
30% |
False |
False |
37,045 |
60 |
168.93 |
160.72 |
8.21 |
5.0% |
0.76 |
0.5% |
24% |
False |
False |
25,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.24 |
2.618 |
167.11 |
1.618 |
165.81 |
1.000 |
165.01 |
0.618 |
164.51 |
HIGH |
163.71 |
0.618 |
163.21 |
0.500 |
163.06 |
0.382 |
162.91 |
LOW |
162.41 |
0.618 |
161.61 |
1.000 |
161.11 |
1.618 |
160.31 |
2.618 |
159.01 |
4.250 |
156.89 |
|
|
Fisher Pivots for day following 30-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
163.06 |
163.14 |
PP |
162.93 |
162.99 |
S1 |
162.81 |
162.83 |
|