Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 13-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
161.38 |
161.37 |
-0.01 |
0.0% |
163.00 |
High |
161.40 |
161.95 |
0.55 |
0.3% |
163.06 |
Low |
160.80 |
161.08 |
0.28 |
0.2% |
159.91 |
Close |
161.05 |
161.71 |
0.66 |
0.4% |
161.86 |
Range |
0.60 |
0.87 |
0.27 |
45.0% |
3.15 |
ATR |
1.13 |
1.11 |
-0.02 |
-1.5% |
0.00 |
Volume |
637,777 |
644,076 |
6,299 |
1.0% |
4,704,841 |
|
Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.19 |
163.82 |
162.19 |
|
R3 |
163.32 |
162.95 |
161.95 |
|
R2 |
162.45 |
162.45 |
161.87 |
|
R1 |
162.08 |
162.08 |
161.79 |
162.27 |
PP |
161.58 |
161.58 |
161.58 |
161.67 |
S1 |
161.21 |
161.21 |
161.63 |
161.40 |
S2 |
160.71 |
160.71 |
161.55 |
|
S3 |
159.84 |
160.34 |
161.47 |
|
S4 |
158.97 |
159.47 |
161.23 |
|
|
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 |
162.29 |
159.91 |
2.38 |
1.5% |
1.13 |
0.7% |
76% |
False |
False |
812,645 |
10 |
163.71 |
159.91 |
3.80 |
2.3% |
1.30 |
0.8% |
47% |
False |
False |
753,582 |
20 |
163.87 |
159.91 |
3.96 |
2.4% |
1.04 |
0.6% |
45% |
False |
False |
414,118 |
40 |
166.84 |
159.91 |
6.93 |
4.3% |
0.95 |
0.6% |
26% |
False |
False |
216,046 |
60 |
168.93 |
159.91 |
9.02 |
5.6% |
0.84 |
0.5% |
20% |
False |
False |
145,381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.65 |
2.618 |
164.23 |
1.618 |
163.36 |
1.000 |
162.82 |
0.618 |
162.49 |
HIGH |
161.95 |
0.618 |
161.62 |
0.500 |
161.52 |
0.382 |
161.41 |
LOW |
161.08 |
0.618 |
160.54 |
1.000 |
160.21 |
1.618 |
159.67 |
2.618 |
158.80 |
4.250 |
157.38 |
|
|
Fisher Pivots for day following 13-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
161.65 |
161.66 |
PP |
161.58 |
161.60 |
S1 |
161.52 |
161.55 |
|