Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 06-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
163.00 |
161.92 |
-1.08 |
-0.7% |
163.46 |
High |
163.06 |
162.12 |
-0.94 |
-0.6% |
163.87 |
Low |
161.23 |
161.09 |
-0.14 |
-0.1% |
160.92 |
Close |
161.83 |
161.30 |
-0.53 |
-0.3% |
162.58 |
Range |
1.83 |
1.03 |
-0.80 |
-43.7% |
2.95 |
ATR |
1.07 |
1.07 |
0.00 |
-0.3% |
0.00 |
Volume |
979,365 |
944,103 |
-35,262 |
-3.6% |
1,829,264 |
|
Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.59 |
163.98 |
161.87 |
|
R3 |
163.56 |
162.95 |
161.58 |
|
R2 |
162.53 |
162.53 |
161.49 |
|
R1 |
161.92 |
161.92 |
161.39 |
161.71 |
PP |
161.50 |
161.50 |
161.50 |
161.40 |
S1 |
160.89 |
160.89 |
161.21 |
160.68 |
S2 |
160.47 |
160.47 |
161.11 |
|
S3 |
159.44 |
159.86 |
161.02 |
|
S4 |
158.41 |
158.83 |
160.73 |
|
|
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 |
163.71 |
160.92 |
2.79 |
1.7% |
1.46 |
0.9% |
14% |
False |
False |
694,519 |
10 |
163.87 |
160.92 |
2.95 |
1.8% |
1.12 |
0.7% |
13% |
False |
False |
402,928 |
20 |
165.26 |
160.72 |
4.54 |
2.8% |
1.10 |
0.7% |
13% |
False |
False |
217,427 |
40 |
166.84 |
160.72 |
6.12 |
3.8% |
0.88 |
0.5% |
9% |
False |
False |
115,260 |
60 |
168.93 |
160.72 |
8.21 |
5.1% |
0.79 |
0.5% |
7% |
False |
False |
77,953 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.50 |
2.618 |
164.82 |
1.618 |
163.79 |
1.000 |
163.15 |
0.618 |
162.76 |
HIGH |
162.12 |
0.618 |
161.73 |
0.500 |
161.61 |
0.382 |
161.48 |
LOW |
161.09 |
0.618 |
160.45 |
1.000 |
160.06 |
1.618 |
159.42 |
2.618 |
158.39 |
4.250 |
156.71 |
|
|
Fisher Pivots for day following 06-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
161.61 |
162.08 |
PP |
161.50 |
161.82 |
S1 |
161.40 |
161.56 |
|