Euro Bund Future March 2017
| Trading Metrics calculated at close of trading on 20-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
162.12 |
163.20 |
1.08 |
0.7% |
161.38 |
| High |
163.52 |
163.29 |
-0.23 |
-0.1% |
162.62 |
| Low |
162.04 |
162.84 |
0.80 |
0.5% |
160.80 |
| Close |
163.15 |
163.04 |
-0.11 |
-0.1% |
162.19 |
| Range |
1.48 |
0.45 |
-1.03 |
-69.6% |
1.82 |
| ATR |
1.14 |
1.09 |
-0.05 |
-4.3% |
0.00 |
| Volume |
420,584 |
337,082 |
-83,502 |
-19.9% |
3,093,587 |
|
| Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.41 |
164.17 |
163.29 |
|
| R3 |
163.96 |
163.72 |
163.16 |
|
| R2 |
163.51 |
163.51 |
163.12 |
|
| R1 |
163.27 |
163.27 |
163.08 |
163.17 |
| PP |
163.06 |
163.06 |
163.06 |
163.00 |
| S1 |
162.82 |
162.82 |
163.00 |
162.72 |
| S2 |
162.61 |
162.61 |
162.96 |
|
| S3 |
162.16 |
162.37 |
162.92 |
|
| S4 |
161.71 |
161.92 |
162.79 |
|
|
| 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 |
161.19 |
2.33 |
1.4% |
1.00 |
0.6% |
79% |
False |
False |
513,880 |
| 10 |
163.52 |
159.91 |
3.61 |
2.2% |
1.06 |
0.7% |
87% |
False |
False |
663,262 |
| 20 |
163.87 |
159.91 |
3.96 |
2.4% |
1.09 |
0.7% |
79% |
False |
False |
533,095 |
| 40 |
166.23 |
159.91 |
6.32 |
3.9% |
1.01 |
0.6% |
50% |
False |
False |
278,557 |
| 60 |
168.93 |
159.91 |
9.02 |
5.5% |
0.87 |
0.5% |
35% |
False |
False |
187,972 |
| 80 |
168.93 |
159.91 |
9.02 |
5.5% |
0.81 |
0.5% |
35% |
False |
False |
141,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.20 |
|
2.618 |
164.47 |
|
1.618 |
164.02 |
|
1.000 |
163.74 |
|
0.618 |
163.57 |
|
HIGH |
163.29 |
|
0.618 |
163.12 |
|
0.500 |
163.07 |
|
0.382 |
163.01 |
|
LOW |
162.84 |
|
0.618 |
162.56 |
|
1.000 |
162.39 |
|
1.618 |
162.11 |
|
2.618 |
161.66 |
|
4.250 |
160.93 |
|
|
| Fisher Pivots for day following 20-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
163.07 |
162.92 |
| PP |
163.06 |
162.79 |
| S1 |
163.05 |
162.67 |
|