Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 02-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2016 |
02-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
164.55 |
164.07 |
-0.48 |
-0.3% |
163.55 |
High |
164.56 |
164.94 |
0.38 |
0.2% |
164.65 |
Low |
164.09 |
164.07 |
-0.02 |
0.0% |
163.55 |
Close |
164.15 |
164.47 |
0.32 |
0.2% |
164.15 |
Range |
0.47 |
0.87 |
0.40 |
85.1% |
1.10 |
ATR |
0.86 |
0.87 |
0.00 |
0.0% |
0.00 |
Volume |
122,958 |
833,032 |
710,074 |
577.5% |
911,756 |
|
Daily Pivots for day following 02-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.10 |
166.66 |
164.95 |
|
R3 |
166.23 |
165.79 |
164.71 |
|
R2 |
165.36 |
165.36 |
164.63 |
|
R1 |
164.92 |
164.92 |
164.55 |
165.14 |
PP |
164.49 |
164.49 |
164.49 |
164.61 |
S1 |
164.05 |
164.05 |
164.39 |
164.27 |
S2 |
163.62 |
163.62 |
164.31 |
|
S3 |
162.75 |
163.18 |
164.23 |
|
S4 |
161.88 |
162.31 |
163.99 |
|
|
Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.42 |
166.88 |
164.76 |
|
R3 |
166.32 |
165.78 |
164.45 |
|
R2 |
165.22 |
165.22 |
164.35 |
|
R1 |
164.68 |
164.68 |
164.25 |
164.95 |
PP |
164.12 |
164.12 |
164.12 |
164.25 |
S1 |
163.58 |
163.58 |
164.05 |
163.85 |
S2 |
163.02 |
163.02 |
163.95 |
|
S3 |
161.92 |
162.48 |
163.85 |
|
S4 |
160.82 |
161.38 |
163.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
164.94 |
163.55 |
1.39 |
0.8% |
0.56 |
0.3% |
66% |
True |
False |
348,957 |
10 |
164.94 |
162.04 |
2.90 |
1.8% |
0.63 |
0.4% |
84% |
True |
False |
313,386 |
20 |
164.94 |
159.91 |
5.03 |
3.1% |
0.89 |
0.5% |
91% |
True |
False |
546,614 |
40 |
165.26 |
159.91 |
5.35 |
3.3% |
0.95 |
0.6% |
85% |
False |
False |
334,539 |
60 |
166.84 |
159.91 |
6.93 |
4.2% |
0.85 |
0.5% |
66% |
False |
False |
227,200 |
80 |
168.93 |
159.91 |
9.02 |
5.5% |
0.80 |
0.5% |
51% |
False |
False |
171,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
168.64 |
2.618 |
167.22 |
1.618 |
166.35 |
1.000 |
165.81 |
0.618 |
165.48 |
HIGH |
164.94 |
0.618 |
164.61 |
0.500 |
164.51 |
0.382 |
164.40 |
LOW |
164.07 |
0.618 |
163.53 |
1.000 |
163.20 |
1.618 |
162.66 |
2.618 |
161.79 |
4.250 |
160.37 |
|
|
Fisher Pivots for day following 02-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
164.51 |
164.51 |
PP |
164.49 |
164.49 |
S1 |
164.48 |
164.48 |
|