Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 09-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
161.63 |
161.10 |
-0.53 |
-0.3% |
163.00 |
High |
161.78 |
162.29 |
0.51 |
0.3% |
163.06 |
Low |
159.91 |
161.00 |
1.09 |
0.7% |
159.91 |
Close |
161.12 |
161.86 |
0.74 |
0.5% |
161.86 |
Range |
1.87 |
1.29 |
-0.58 |
-31.0% |
3.15 |
ATR |
1.12 |
1.14 |
0.01 |
1.1% |
0.00 |
Volume |
835,096 |
675,173 |
-159,923 |
-19.2% |
4,704,841 |
|
Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.59 |
165.01 |
162.57 |
|
R3 |
164.30 |
163.72 |
162.21 |
|
R2 |
163.01 |
163.01 |
162.10 |
|
R1 |
162.43 |
162.43 |
161.98 |
162.72 |
PP |
161.72 |
161.72 |
161.72 |
161.86 |
S1 |
161.14 |
161.14 |
161.74 |
161.43 |
S2 |
160.43 |
160.43 |
161.62 |
|
S3 |
159.14 |
159.85 |
161.51 |
|
S4 |
157.85 |
158.56 |
161.15 |
|
|
Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
171.06 |
169.61 |
163.59 |
|
R3 |
167.91 |
166.46 |
162.73 |
|
R2 |
164.76 |
164.76 |
162.44 |
|
R1 |
163.31 |
163.31 |
162.15 |
162.46 |
PP |
161.61 |
161.61 |
161.61 |
161.19 |
S1 |
160.16 |
160.16 |
161.57 |
159.31 |
S2 |
158.46 |
158.46 |
161.28 |
|
S3 |
155.31 |
157.01 |
160.99 |
|
S4 |
152.16 |
153.86 |
160.13 |
|
|
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 |
1.9% |
1.41 |
0.9% |
62% |
False |
False |
940,968 |
10 |
163.87 |
159.91 |
3.96 |
2.4% |
1.29 |
0.8% |
49% |
False |
False |
653,410 |
20 |
163.87 |
159.91 |
3.96 |
2.4% |
1.06 |
0.7% |
49% |
False |
False |
352,232 |
40 |
166.84 |
159.91 |
6.93 |
4.3% |
0.94 |
0.6% |
28% |
False |
False |
184,303 |
60 |
168.93 |
159.91 |
9.02 |
5.6% |
0.83 |
0.5% |
22% |
False |
False |
124,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.77 |
2.618 |
165.67 |
1.618 |
164.38 |
1.000 |
163.58 |
0.618 |
163.09 |
HIGH |
162.29 |
0.618 |
161.80 |
0.500 |
161.65 |
0.382 |
161.49 |
LOW |
161.00 |
0.618 |
160.20 |
1.000 |
159.71 |
1.618 |
158.91 |
2.618 |
157.62 |
4.250 |
155.52 |
|
|
Fisher Pivots for day following 09-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
161.79 |
161.61 |
PP |
161.72 |
161.35 |
S1 |
161.65 |
161.10 |
|