Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 03-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2017 |
03-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
164.07 |
164.39 |
0.32 |
0.2% |
163.55 |
High |
164.94 |
164.52 |
-0.42 |
-0.3% |
164.65 |
Low |
164.07 |
162.99 |
-1.08 |
-0.7% |
163.55 |
Close |
164.47 |
163.21 |
-1.26 |
-0.8% |
164.15 |
Range |
0.87 |
1.53 |
0.66 |
75.9% |
1.10 |
ATR |
0.87 |
0.91 |
0.05 |
5.5% |
0.00 |
Volume |
833,032 |
655,358 |
-177,674 |
-21.3% |
911,756 |
|
Daily Pivots for day following 03-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.16 |
167.22 |
164.05 |
|
R3 |
166.63 |
165.69 |
163.63 |
|
R2 |
165.10 |
165.10 |
163.49 |
|
R1 |
164.16 |
164.16 |
163.35 |
163.87 |
PP |
163.57 |
163.57 |
163.57 |
163.43 |
S1 |
162.63 |
162.63 |
163.07 |
162.34 |
S2 |
162.04 |
162.04 |
162.93 |
|
S3 |
160.51 |
161.10 |
162.79 |
|
S4 |
158.98 |
159.57 |
162.37 |
|
|
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 |
162.99 |
1.95 |
1.2% |
0.74 |
0.5% |
11% |
False |
True |
433,986 |
10 |
164.94 |
162.84 |
2.10 |
1.3% |
0.63 |
0.4% |
18% |
False |
False |
336,863 |
20 |
164.94 |
159.91 |
5.03 |
3.1% |
0.88 |
0.5% |
66% |
False |
False |
530,414 |
40 |
165.26 |
159.91 |
5.35 |
3.3% |
0.98 |
0.6% |
62% |
False |
False |
350,612 |
60 |
166.84 |
159.91 |
6.93 |
4.2% |
0.87 |
0.5% |
48% |
False |
False |
238,037 |
80 |
168.93 |
159.91 |
9.02 |
5.5% |
0.82 |
0.5% |
37% |
False |
False |
179,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
171.02 |
2.618 |
168.53 |
1.618 |
167.00 |
1.000 |
166.05 |
0.618 |
165.47 |
HIGH |
164.52 |
0.618 |
163.94 |
0.500 |
163.76 |
0.382 |
163.57 |
LOW |
162.99 |
0.618 |
162.04 |
1.000 |
161.46 |
1.618 |
160.51 |
2.618 |
158.98 |
4.250 |
156.49 |
|
|
Fisher Pivots for day following 03-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
163.76 |
163.97 |
PP |
163.57 |
163.71 |
S1 |
163.39 |
163.46 |
|