Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 19-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
161.91 |
162.12 |
0.21 |
0.1% |
161.38 |
High |
162.58 |
163.52 |
0.94 |
0.6% |
162.62 |
Low |
161.82 |
162.04 |
0.22 |
0.1% |
160.80 |
Close |
162.19 |
163.15 |
0.96 |
0.6% |
162.19 |
Range |
0.76 |
1.48 |
0.72 |
94.7% |
1.82 |
ATR |
1.11 |
1.14 |
0.03 |
2.4% |
0.00 |
Volume |
506,858 |
420,584 |
-86,274 |
-17.0% |
3,093,587 |
|
Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.34 |
166.73 |
163.96 |
|
R3 |
165.86 |
165.25 |
163.56 |
|
R2 |
164.38 |
164.38 |
163.42 |
|
R1 |
163.77 |
163.77 |
163.29 |
164.08 |
PP |
162.90 |
162.90 |
162.90 |
163.06 |
S1 |
162.29 |
162.29 |
163.01 |
162.60 |
S2 |
161.42 |
161.42 |
162.88 |
|
S3 |
159.94 |
160.81 |
162.74 |
|
S4 |
158.46 |
159.33 |
162.34 |
|
|
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 |
163.52 |
161.08 |
2.44 |
1.5% |
1.08 |
0.7% |
85% |
True |
False |
575,278 |
10 |
163.52 |
159.91 |
3.61 |
2.2% |
1.12 |
0.7% |
90% |
True |
False |
723,964 |
20 |
163.87 |
159.91 |
3.96 |
2.4% |
1.11 |
0.7% |
82% |
False |
False |
518,916 |
40 |
166.45 |
159.91 |
6.54 |
4.0% |
1.01 |
0.6% |
50% |
False |
False |
270,794 |
60 |
168.93 |
159.91 |
9.02 |
5.5% |
0.88 |
0.5% |
36% |
False |
False |
182,367 |
80 |
168.93 |
159.91 |
9.02 |
5.5% |
0.81 |
0.5% |
36% |
False |
False |
137,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.81 |
2.618 |
167.39 |
1.618 |
165.91 |
1.000 |
165.00 |
0.618 |
164.43 |
HIGH |
163.52 |
0.618 |
162.95 |
0.500 |
162.78 |
0.382 |
162.61 |
LOW |
162.04 |
0.618 |
161.13 |
1.000 |
160.56 |
1.618 |
159.65 |
2.618 |
158.17 |
4.250 |
155.75 |
|
|
Fisher Pivots for day following 19-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
163.03 |
162.89 |
PP |
162.90 |
162.62 |
S1 |
162.78 |
162.36 |
|