Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 07-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2016 |
07-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
161.92 |
161.01 |
-0.91 |
-0.6% |
163.46 |
High |
162.12 |
161.99 |
-0.13 |
-0.1% |
163.87 |
Low |
161.09 |
160.96 |
-0.13 |
-0.1% |
160.92 |
Close |
161.30 |
161.74 |
0.44 |
0.3% |
162.58 |
Range |
1.03 |
1.03 |
0.00 |
0.0% |
2.95 |
ATR |
1.07 |
1.07 |
0.00 |
-0.3% |
0.00 |
Volume |
944,103 |
1,271,104 |
327,001 |
34.6% |
1,829,264 |
|
Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.65 |
164.23 |
162.31 |
|
R3 |
163.62 |
163.20 |
162.02 |
|
R2 |
162.59 |
162.59 |
161.93 |
|
R1 |
162.17 |
162.17 |
161.83 |
162.38 |
PP |
161.56 |
161.56 |
161.56 |
161.67 |
S1 |
161.14 |
161.14 |
161.65 |
161.35 |
S2 |
160.53 |
160.53 |
161.55 |
|
S3 |
159.50 |
160.11 |
161.46 |
|
S4 |
158.47 |
159.08 |
161.17 |
|
|
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 |
163.06 |
160.92 |
2.14 |
1.3% |
1.41 |
0.9% |
38% |
False |
False |
884,144 |
10 |
163.87 |
160.92 |
2.95 |
1.8% |
1.07 |
0.7% |
28% |
False |
False |
512,927 |
20 |
163.87 |
160.72 |
3.15 |
1.9% |
1.02 |
0.6% |
32% |
False |
False |
279,310 |
40 |
166.84 |
160.72 |
6.12 |
3.8% |
0.89 |
0.5% |
17% |
False |
False |
146,880 |
60 |
168.93 |
160.72 |
8.21 |
5.1% |
0.80 |
0.5% |
12% |
False |
False |
99,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.37 |
2.618 |
164.69 |
1.618 |
163.66 |
1.000 |
163.02 |
0.618 |
162.63 |
HIGH |
161.99 |
0.618 |
161.60 |
0.500 |
161.48 |
0.382 |
161.35 |
LOW |
160.96 |
0.618 |
160.32 |
1.000 |
159.93 |
1.618 |
159.29 |
2.618 |
158.26 |
4.250 |
156.58 |
|
|
Fisher Pivots for day following 07-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
161.65 |
162.01 |
PP |
161.56 |
161.92 |
S1 |
161.48 |
161.83 |
|