Euro Bund Future March 2017
| Trading Metrics calculated at close of trading on 04-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2017 |
04-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
164.39 |
163.46 |
-0.93 |
-0.6% |
163.55 |
| High |
164.52 |
163.62 |
-0.90 |
-0.5% |
164.65 |
| Low |
162.99 |
163.10 |
0.11 |
0.1% |
163.55 |
| Close |
163.21 |
163.19 |
-0.02 |
0.0% |
164.15 |
| Range |
1.53 |
0.52 |
-1.01 |
-66.0% |
1.10 |
| ATR |
0.91 |
0.88 |
-0.03 |
-3.1% |
0.00 |
| Volume |
655,358 |
1,019,510 |
364,152 |
55.6% |
911,756 |
|
| Daily Pivots for day following 04-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.86 |
164.55 |
163.48 |
|
| R3 |
164.34 |
164.03 |
163.33 |
|
| R2 |
163.82 |
163.82 |
163.29 |
|
| R1 |
163.51 |
163.51 |
163.24 |
163.41 |
| PP |
163.30 |
163.30 |
163.30 |
163.25 |
| S1 |
162.99 |
162.99 |
163.14 |
162.89 |
| S2 |
162.78 |
162.78 |
163.09 |
|
| S3 |
162.26 |
162.47 |
163.05 |
|
| S4 |
161.74 |
161.95 |
162.90 |
|
|
| 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% |
0.75 |
0.5% |
10% |
False |
False |
585,298 |
| 10 |
164.94 |
162.88 |
2.06 |
1.3% |
0.64 |
0.4% |
15% |
False |
False |
405,106 |
| 20 |
164.94 |
159.91 |
5.03 |
3.1% |
0.85 |
0.5% |
65% |
False |
False |
534,184 |
| 40 |
165.26 |
159.91 |
5.35 |
3.3% |
0.97 |
0.6% |
61% |
False |
False |
375,805 |
| 60 |
166.84 |
159.91 |
6.93 |
4.2% |
0.87 |
0.5% |
47% |
False |
False |
254,901 |
| 80 |
168.93 |
159.91 |
9.02 |
5.5% |
0.81 |
0.5% |
36% |
False |
False |
192,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.83 |
|
2.618 |
164.98 |
|
1.618 |
164.46 |
|
1.000 |
164.14 |
|
0.618 |
163.94 |
|
HIGH |
163.62 |
|
0.618 |
163.42 |
|
0.500 |
163.36 |
|
0.382 |
163.30 |
|
LOW |
163.10 |
|
0.618 |
162.78 |
|
1.000 |
162.58 |
|
1.618 |
162.26 |
|
2.618 |
161.74 |
|
4.250 |
160.89 |
|
|
| Fisher Pivots for day following 04-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
163.36 |
163.97 |
| PP |
163.30 |
163.71 |
| S1 |
163.25 |
163.45 |
|