Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 23-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2016 |
23-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
163.33 |
163.23 |
-0.10 |
-0.1% |
162.12 |
High |
163.45 |
163.79 |
0.34 |
0.2% |
163.79 |
Low |
162.88 |
163.17 |
0.29 |
0.2% |
162.04 |
Close |
163.17 |
163.66 |
0.49 |
0.3% |
163.66 |
Range |
0.57 |
0.62 |
0.05 |
8.8% |
1.75 |
ATR |
1.00 |
0.98 |
-0.03 |
-2.7% |
0.00 |
Volume |
166,472 |
148,150 |
-18,322 |
-11.0% |
1,389,075 |
|
Daily Pivots for day following 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.40 |
165.15 |
164.00 |
|
R3 |
164.78 |
164.53 |
163.83 |
|
R2 |
164.16 |
164.16 |
163.77 |
|
R1 |
163.91 |
163.91 |
163.72 |
164.04 |
PP |
163.54 |
163.54 |
163.54 |
163.60 |
S1 |
163.29 |
163.29 |
163.60 |
163.42 |
S2 |
162.92 |
162.92 |
163.55 |
|
S3 |
162.30 |
162.67 |
163.49 |
|
S4 |
161.68 |
162.05 |
163.32 |
|
|
Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.41 |
167.79 |
164.62 |
|
R3 |
166.66 |
166.04 |
164.14 |
|
R2 |
164.91 |
164.91 |
163.98 |
|
R1 |
164.29 |
164.29 |
163.82 |
164.60 |
PP |
163.16 |
163.16 |
163.16 |
163.32 |
S1 |
162.54 |
162.54 |
163.50 |
162.85 |
S2 |
161.41 |
161.41 |
163.34 |
|
S3 |
159.66 |
160.79 |
163.18 |
|
S4 |
157.91 |
159.04 |
162.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.79 |
162.04 |
1.75 |
1.1% |
0.70 |
0.4% |
93% |
True |
False |
277,815 |
10 |
163.79 |
160.80 |
2.99 |
1.8% |
0.80 |
0.5% |
96% |
True |
False |
448,266 |
20 |
163.87 |
159.91 |
3.96 |
2.4% |
1.04 |
0.6% |
95% |
False |
False |
550,838 |
40 |
165.26 |
159.91 |
5.35 |
3.3% |
0.96 |
0.6% |
70% |
False |
False |
292,527 |
60 |
168.29 |
159.91 |
8.38 |
5.1% |
0.87 |
0.5% |
45% |
False |
False |
198,425 |
80 |
168.93 |
159.91 |
9.02 |
5.5% |
0.82 |
0.5% |
42% |
False |
False |
149,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.43 |
2.618 |
165.41 |
1.618 |
164.79 |
1.000 |
164.41 |
0.618 |
164.17 |
HIGH |
163.79 |
0.618 |
163.55 |
0.500 |
163.48 |
0.382 |
163.41 |
LOW |
163.17 |
0.618 |
162.79 |
1.000 |
162.55 |
1.618 |
162.17 |
2.618 |
161.55 |
4.250 |
160.54 |
|
|
Fisher Pivots for day following 23-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
163.60 |
163.55 |
PP |
163.54 |
163.44 |
S1 |
163.48 |
163.34 |
|