Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 08-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2016 |
08-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
161.01 |
161.63 |
0.62 |
0.4% |
163.46 |
High |
161.99 |
161.78 |
-0.21 |
-0.1% |
163.87 |
Low |
160.96 |
159.91 |
-1.05 |
-0.7% |
160.92 |
Close |
161.74 |
161.12 |
-0.62 |
-0.4% |
162.58 |
Range |
1.03 |
1.87 |
0.84 |
81.6% |
2.95 |
ATR |
1.07 |
1.12 |
0.06 |
5.4% |
0.00 |
Volume |
1,271,104 |
835,096 |
-436,008 |
-34.3% |
1,829,264 |
|
Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.55 |
165.70 |
162.15 |
|
R3 |
164.68 |
163.83 |
161.63 |
|
R2 |
162.81 |
162.81 |
161.46 |
|
R1 |
161.96 |
161.96 |
161.29 |
161.45 |
PP |
160.94 |
160.94 |
160.94 |
160.68 |
S1 |
160.09 |
160.09 |
160.95 |
159.58 |
S2 |
159.07 |
159.07 |
160.78 |
|
S3 |
157.20 |
158.22 |
160.61 |
|
S4 |
155.33 |
156.35 |
160.09 |
|
|
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 |
159.91 |
3.15 |
2.0% |
1.46 |
0.9% |
38% |
False |
True |
976,538 |
10 |
163.87 |
159.91 |
3.96 |
2.5% |
1.21 |
0.8% |
31% |
False |
True |
593,161 |
20 |
163.87 |
159.91 |
3.96 |
2.5% |
1.03 |
0.6% |
31% |
False |
True |
319,971 |
40 |
166.84 |
159.91 |
6.93 |
4.3% |
0.92 |
0.6% |
17% |
False |
True |
167,561 |
60 |
168.93 |
159.91 |
9.02 |
5.6% |
0.82 |
0.5% |
13% |
False |
True |
112,999 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.73 |
2.618 |
166.68 |
1.618 |
164.81 |
1.000 |
163.65 |
0.618 |
162.94 |
HIGH |
161.78 |
0.618 |
161.07 |
0.500 |
160.85 |
0.382 |
160.62 |
LOW |
159.91 |
0.618 |
158.75 |
1.000 |
158.04 |
1.618 |
156.88 |
2.618 |
155.01 |
4.250 |
151.96 |
|
|
Fisher Pivots for day following 08-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
161.03 |
161.09 |
PP |
160.94 |
161.05 |
S1 |
160.85 |
161.02 |
|