Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 16-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
161.80 |
161.91 |
0.11 |
0.1% |
161.38 |
High |
162.55 |
162.58 |
0.03 |
0.0% |
162.62 |
Low |
161.19 |
161.82 |
0.63 |
0.4% |
160.80 |
Close |
161.58 |
162.19 |
0.61 |
0.4% |
162.19 |
Range |
1.36 |
0.76 |
-0.60 |
-44.1% |
1.82 |
ATR |
1.12 |
1.11 |
-0.01 |
-0.8% |
0.00 |
Volume |
539,512 |
506,858 |
-32,654 |
-6.1% |
3,093,587 |
|
Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.48 |
164.09 |
162.61 |
|
R3 |
163.72 |
163.33 |
162.40 |
|
R2 |
162.96 |
162.96 |
162.33 |
|
R1 |
162.57 |
162.57 |
162.26 |
162.77 |
PP |
162.20 |
162.20 |
162.20 |
162.29 |
S1 |
161.81 |
161.81 |
162.12 |
162.01 |
S2 |
161.44 |
161.44 |
162.05 |
|
S3 |
160.68 |
161.05 |
161.98 |
|
S4 |
159.92 |
160.29 |
161.77 |
|
|
Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.33 |
166.58 |
163.19 |
|
R3 |
165.51 |
164.76 |
162.69 |
|
R2 |
163.69 |
163.69 |
162.52 |
|
R1 |
162.94 |
162.94 |
162.36 |
163.32 |
PP |
161.87 |
161.87 |
161.87 |
162.06 |
S1 |
161.12 |
161.12 |
162.02 |
161.50 |
S2 |
160.05 |
160.05 |
161.86 |
|
S3 |
158.23 |
159.30 |
161.69 |
|
S4 |
156.41 |
157.48 |
161.19 |
|
|
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% |
0.90 |
0.6% |
76% |
False |
False |
618,717 |
10 |
163.06 |
159.91 |
3.15 |
1.9% |
1.16 |
0.7% |
72% |
False |
False |
779,842 |
20 |
163.87 |
159.91 |
3.96 |
2.4% |
1.06 |
0.7% |
58% |
False |
False |
500,359 |
40 |
166.84 |
159.91 |
6.93 |
4.3% |
0.99 |
0.6% |
33% |
False |
False |
260,605 |
60 |
168.93 |
159.91 |
9.02 |
5.6% |
0.86 |
0.5% |
25% |
False |
False |
175,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.81 |
2.618 |
164.57 |
1.618 |
163.81 |
1.000 |
163.34 |
0.618 |
163.05 |
HIGH |
162.58 |
0.618 |
162.29 |
0.500 |
162.20 |
0.382 |
162.11 |
LOW |
161.82 |
0.618 |
161.35 |
1.000 |
161.06 |
1.618 |
160.59 |
2.618 |
159.83 |
4.250 |
158.59 |
|
|
Fisher Pivots for day following 16-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
162.20 |
162.10 |
PP |
162.20 |
162.00 |
S1 |
162.19 |
161.91 |
|