Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 05-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2016 |
05-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
161.33 |
163.00 |
1.67 |
1.0% |
163.46 |
High |
162.72 |
163.06 |
0.34 |
0.2% |
163.87 |
Low |
161.19 |
161.23 |
0.04 |
0.0% |
160.92 |
Close |
162.58 |
161.83 |
-0.75 |
-0.5% |
162.58 |
Range |
1.53 |
1.83 |
0.30 |
19.6% |
2.95 |
ATR |
1.01 |
1.07 |
0.06 |
5.7% |
0.00 |
Volume |
853,025 |
979,365 |
126,340 |
14.8% |
1,829,264 |
|
Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.53 |
166.51 |
162.84 |
|
R3 |
165.70 |
164.68 |
162.33 |
|
R2 |
163.87 |
163.87 |
162.17 |
|
R1 |
162.85 |
162.85 |
162.00 |
162.45 |
PP |
162.04 |
162.04 |
162.04 |
161.84 |
S1 |
161.02 |
161.02 |
161.66 |
160.62 |
S2 |
160.21 |
160.21 |
161.49 |
|
S3 |
158.38 |
159.19 |
161.33 |
|
S4 |
156.55 |
157.36 |
160.82 |
|
|
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 |
163.77 |
160.92 |
2.85 |
1.8% |
1.41 |
0.9% |
32% |
False |
False |
539,273 |
10 |
163.87 |
160.92 |
2.95 |
1.8% |
1.10 |
0.7% |
31% |
False |
False |
313,868 |
20 |
165.26 |
160.72 |
4.54 |
2.8% |
1.08 |
0.7% |
24% |
False |
False |
170,810 |
40 |
166.84 |
160.72 |
6.12 |
3.8% |
0.86 |
0.5% |
18% |
False |
False |
91,849 |
60 |
168.93 |
160.72 |
8.21 |
5.1% |
0.80 |
0.5% |
14% |
False |
False |
62,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
170.84 |
2.618 |
167.85 |
1.618 |
166.02 |
1.000 |
164.89 |
0.618 |
164.19 |
HIGH |
163.06 |
0.618 |
162.36 |
0.500 |
162.15 |
0.382 |
161.93 |
LOW |
161.23 |
0.618 |
160.10 |
1.000 |
159.40 |
1.618 |
158.27 |
2.618 |
156.44 |
4.250 |
153.45 |
|
|
Fisher Pivots for day following 05-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
162.15 |
161.99 |
PP |
162.04 |
161.94 |
S1 |
161.94 |
161.88 |
|