Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 15-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
161.94 |
161.80 |
-0.14 |
-0.1% |
163.00 |
High |
162.62 |
162.55 |
-0.07 |
0.0% |
163.06 |
Low |
161.69 |
161.19 |
-0.50 |
-0.3% |
159.91 |
Close |
162.46 |
161.58 |
-0.88 |
-0.5% |
161.86 |
Range |
0.93 |
1.36 |
0.43 |
46.2% |
3.15 |
ATR |
1.10 |
1.12 |
0.02 |
1.7% |
0.00 |
Volume |
765,364 |
539,512 |
-225,852 |
-29.5% |
4,704,841 |
|
Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.85 |
165.08 |
162.33 |
|
R3 |
164.49 |
163.72 |
161.95 |
|
R2 |
163.13 |
163.13 |
161.83 |
|
R1 |
162.36 |
162.36 |
161.70 |
162.07 |
PP |
161.77 |
161.77 |
161.77 |
161.63 |
S1 |
161.00 |
161.00 |
161.46 |
160.71 |
S2 |
160.41 |
160.41 |
161.33 |
|
S3 |
159.05 |
159.64 |
161.21 |
|
S4 |
157.69 |
158.28 |
160.83 |
|
|
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 |
162.62 |
160.80 |
1.82 |
1.1% |
1.01 |
0.6% |
43% |
False |
False |
652,380 |
10 |
163.06 |
159.91 |
3.15 |
1.9% |
1.23 |
0.8% |
53% |
False |
False |
814,459 |
20 |
163.87 |
159.91 |
3.96 |
2.5% |
1.08 |
0.7% |
42% |
False |
False |
476,530 |
40 |
166.84 |
159.91 |
6.93 |
4.3% |
0.98 |
0.6% |
24% |
False |
False |
248,133 |
60 |
168.93 |
159.91 |
9.02 |
5.6% |
0.85 |
0.5% |
19% |
False |
False |
166,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.33 |
2.618 |
166.11 |
1.618 |
164.75 |
1.000 |
163.91 |
0.618 |
163.39 |
HIGH |
162.55 |
0.618 |
162.03 |
0.500 |
161.87 |
0.382 |
161.71 |
LOW |
161.19 |
0.618 |
160.35 |
1.000 |
159.83 |
1.618 |
158.99 |
2.618 |
157.63 |
4.250 |
155.41 |
|
|
Fisher Pivots for day following 15-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
161.87 |
161.85 |
PP |
161.77 |
161.76 |
S1 |
161.68 |
161.67 |
|