Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 02-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2016 |
02-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
162.42 |
161.33 |
-1.09 |
-0.7% |
163.46 |
High |
162.54 |
162.72 |
0.18 |
0.1% |
163.87 |
Low |
160.92 |
161.19 |
0.27 |
0.2% |
160.92 |
Close |
161.73 |
162.58 |
0.85 |
0.5% |
162.58 |
Range |
1.62 |
1.53 |
-0.09 |
-5.6% |
2.95 |
ATR |
0.98 |
1.01 |
0.04 |
4.1% |
0.00 |
Volume |
373,123 |
853,025 |
479,902 |
128.6% |
1,829,264 |
|
Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.75 |
166.20 |
163.42 |
|
R3 |
165.22 |
164.67 |
163.00 |
|
R2 |
163.69 |
163.69 |
162.86 |
|
R1 |
163.14 |
163.14 |
162.72 |
163.42 |
PP |
162.16 |
162.16 |
162.16 |
162.30 |
S1 |
161.61 |
161.61 |
162.44 |
161.89 |
S2 |
160.63 |
160.63 |
162.30 |
|
S3 |
159.10 |
160.08 |
162.16 |
|
S4 |
157.57 |
158.55 |
161.74 |
|
|
Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
171.31 |
169.89 |
164.20 |
|
R3 |
168.36 |
166.94 |
163.39 |
|
R2 |
165.41 |
165.41 |
163.12 |
|
R1 |
163.99 |
163.99 |
162.85 |
163.23 |
PP |
162.46 |
162.46 |
162.46 |
162.07 |
S1 |
161.04 |
161.04 |
162.31 |
160.28 |
S2 |
159.51 |
159.51 |
162.04 |
|
S3 |
156.56 |
158.09 |
161.77 |
|
S4 |
153.61 |
155.14 |
160.96 |
|
|
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% |
1.17 |
0.7% |
56% |
False |
False |
365,852 |
10 |
163.87 |
160.92 |
2.95 |
1.8% |
0.96 |
0.6% |
56% |
False |
False |
220,877 |
20 |
165.26 |
160.72 |
4.54 |
2.8% |
1.01 |
0.6% |
41% |
False |
False |
122,464 |
40 |
166.84 |
160.72 |
6.12 |
3.8% |
0.83 |
0.5% |
30% |
False |
False |
67,493 |
60 |
168.93 |
160.72 |
8.21 |
5.0% |
0.77 |
0.5% |
23% |
False |
False |
45,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.22 |
2.618 |
166.73 |
1.618 |
165.20 |
1.000 |
164.25 |
0.618 |
163.67 |
HIGH |
162.72 |
0.618 |
162.14 |
0.500 |
161.96 |
0.382 |
161.77 |
LOW |
161.19 |
0.618 |
160.24 |
1.000 |
159.66 |
1.618 |
158.71 |
2.618 |
157.18 |
4.250 |
154.69 |
|
|
Fisher Pivots for day following 02-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
162.37 |
162.49 |
PP |
162.16 |
162.40 |
S1 |
161.96 |
162.32 |
|