Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 06-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2017 |
06-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
163.51 |
163.64 |
0.13 |
0.1% |
164.07 |
High |
163.74 |
163.67 |
-0.07 |
0.0% |
164.94 |
Low |
162.81 |
162.67 |
-0.14 |
-0.1% |
162.67 |
Close |
163.54 |
162.84 |
-0.70 |
-0.4% |
162.84 |
Range |
0.93 |
1.00 |
0.07 |
7.5% |
2.27 |
ATR |
0.89 |
0.90 |
0.01 |
0.9% |
0.00 |
Volume |
635,978 |
599,720 |
-36,258 |
-5.7% |
3,743,598 |
|
Daily Pivots for day following 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.06 |
165.45 |
163.39 |
|
R3 |
165.06 |
164.45 |
163.12 |
|
R2 |
164.06 |
164.06 |
163.02 |
|
R1 |
163.45 |
163.45 |
162.93 |
163.26 |
PP |
163.06 |
163.06 |
163.06 |
162.96 |
S1 |
162.45 |
162.45 |
162.75 |
162.26 |
S2 |
162.06 |
162.06 |
162.66 |
|
S3 |
161.06 |
161.45 |
162.57 |
|
S4 |
160.06 |
160.45 |
162.29 |
|
|
Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170.29 |
168.84 |
164.09 |
|
R3 |
168.02 |
166.57 |
163.46 |
|
R2 |
165.75 |
165.75 |
163.26 |
|
R1 |
164.30 |
164.30 |
163.05 |
163.89 |
PP |
163.48 |
163.48 |
163.48 |
163.28 |
S1 |
162.03 |
162.03 |
162.63 |
161.62 |
S2 |
161.21 |
161.21 |
162.42 |
|
S3 |
158.94 |
159.76 |
162.22 |
|
S4 |
156.67 |
157.49 |
161.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
164.94 |
162.67 |
2.27 |
1.4% |
0.97 |
0.6% |
7% |
False |
True |
748,719 |
10 |
164.94 |
162.67 |
2.27 |
1.4% |
0.74 |
0.5% |
7% |
False |
True |
480,350 |
20 |
164.94 |
160.80 |
4.14 |
2.5% |
0.80 |
0.5% |
49% |
False |
False |
490,659 |
40 |
164.94 |
159.91 |
5.03 |
3.1% |
0.92 |
0.6% |
58% |
False |
False |
405,315 |
60 |
166.84 |
159.91 |
6.93 |
4.3% |
0.88 |
0.5% |
42% |
False |
False |
275,261 |
80 |
168.93 |
159.91 |
9.02 |
5.5% |
0.82 |
0.5% |
32% |
False |
False |
207,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.92 |
2.618 |
166.29 |
1.618 |
165.29 |
1.000 |
164.67 |
0.618 |
164.29 |
HIGH |
163.67 |
0.618 |
163.29 |
0.500 |
163.17 |
0.382 |
163.05 |
LOW |
162.67 |
0.618 |
162.05 |
1.000 |
161.67 |
1.618 |
161.05 |
2.618 |
160.05 |
4.250 |
158.42 |
|
|
Fisher Pivots for day following 06-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
163.17 |
163.21 |
PP |
163.06 |
163.08 |
S1 |
162.95 |
162.96 |
|