Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 01-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2016 |
01-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
163.61 |
162.42 |
-1.19 |
-0.7% |
162.60 |
High |
163.71 |
162.54 |
-1.17 |
-0.7% |
163.52 |
Low |
162.41 |
160.92 |
-1.49 |
-0.9% |
162.07 |
Close |
162.68 |
161.73 |
-0.95 |
-0.6% |
163.11 |
Range |
1.30 |
1.62 |
0.32 |
24.6% |
1.45 |
ATR |
0.92 |
0.98 |
0.06 |
6.6% |
0.00 |
Volume |
322,983 |
373,123 |
50,140 |
15.5% |
379,506 |
|
Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.59 |
165.78 |
162.62 |
|
R3 |
164.97 |
164.16 |
162.18 |
|
R2 |
163.35 |
163.35 |
162.03 |
|
R1 |
162.54 |
162.54 |
161.88 |
162.14 |
PP |
161.73 |
161.73 |
161.73 |
161.53 |
S1 |
160.92 |
160.92 |
161.58 |
160.52 |
S2 |
160.11 |
160.11 |
161.43 |
|
S3 |
158.49 |
159.30 |
161.28 |
|
S4 |
156.87 |
157.68 |
160.84 |
|
|
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 |
160.92 |
2.95 |
1.8% |
0.96 |
0.6% |
27% |
False |
True |
209,783 |
10 |
163.87 |
160.92 |
2.95 |
1.8% |
0.93 |
0.6% |
27% |
False |
True |
138,602 |
20 |
165.26 |
160.72 |
4.54 |
2.8% |
0.96 |
0.6% |
22% |
False |
False |
80,307 |
40 |
166.84 |
160.72 |
6.12 |
3.8% |
0.81 |
0.5% |
17% |
False |
False |
46,211 |
60 |
168.93 |
160.72 |
8.21 |
5.1% |
0.77 |
0.5% |
12% |
False |
False |
32,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.43 |
2.618 |
166.78 |
1.618 |
165.16 |
1.000 |
164.16 |
0.618 |
163.54 |
HIGH |
162.54 |
0.618 |
161.92 |
0.500 |
161.73 |
0.382 |
161.54 |
LOW |
160.92 |
0.618 |
159.92 |
1.000 |
159.30 |
1.618 |
158.30 |
2.618 |
156.68 |
4.250 |
154.04 |
|
|
Fisher Pivots for day following 01-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
161.73 |
162.35 |
PP |
161.73 |
162.14 |
S1 |
161.73 |
161.94 |
|