Euro Bund Future March 2017
| Trading Metrics calculated at close of trading on 10-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2017 |
10-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
162.70 |
163.14 |
0.44 |
0.3% |
164.07 |
| High |
163.33 |
163.36 |
0.03 |
0.0% |
164.94 |
| Low |
162.47 |
162.92 |
0.45 |
0.3% |
162.67 |
| Close |
162.95 |
163.12 |
0.17 |
0.1% |
162.84 |
| Range |
0.86 |
0.44 |
-0.42 |
-48.8% |
2.27 |
| ATR |
0.89 |
0.86 |
-0.03 |
-3.6% |
0.00 |
| Volume |
617,957 |
906,802 |
288,845 |
46.7% |
3,743,598 |
|
| Daily Pivots for day following 10-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164.45 |
164.23 |
163.36 |
|
| R3 |
164.01 |
163.79 |
163.24 |
|
| R2 |
163.57 |
163.57 |
163.20 |
|
| R1 |
163.35 |
163.35 |
163.16 |
163.24 |
| PP |
163.13 |
163.13 |
163.13 |
163.08 |
| S1 |
162.91 |
162.91 |
163.08 |
162.80 |
| S2 |
162.69 |
162.69 |
163.04 |
|
| S3 |
162.25 |
162.47 |
163.00 |
|
| S4 |
161.81 |
162.03 |
162.88 |
|
|
| 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 |
163.74 |
162.47 |
1.27 |
0.8% |
0.75 |
0.5% |
51% |
False |
False |
755,993 |
| 10 |
164.94 |
162.47 |
2.47 |
1.5% |
0.74 |
0.5% |
26% |
False |
False |
594,990 |
| 20 |
164.94 |
161.08 |
3.86 |
2.4% |
0.77 |
0.5% |
53% |
False |
False |
501,249 |
| 40 |
164.94 |
159.91 |
5.03 |
3.1% |
0.90 |
0.5% |
64% |
False |
False |
442,269 |
| 60 |
166.84 |
159.91 |
6.93 |
4.2% |
0.88 |
0.5% |
46% |
False |
False |
300,563 |
| 80 |
168.93 |
159.91 |
9.02 |
5.5% |
0.82 |
0.5% |
36% |
False |
False |
226,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.23 |
|
2.618 |
164.51 |
|
1.618 |
164.07 |
|
1.000 |
163.80 |
|
0.618 |
163.63 |
|
HIGH |
163.36 |
|
0.618 |
163.19 |
|
0.500 |
163.14 |
|
0.382 |
163.09 |
|
LOW |
162.92 |
|
0.618 |
162.65 |
|
1.000 |
162.48 |
|
1.618 |
162.21 |
|
2.618 |
161.77 |
|
4.250 |
161.05 |
|
|
| Fisher Pivots for day following 10-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
163.14 |
163.10 |
| PP |
163.13 |
163.09 |
| S1 |
163.13 |
163.07 |
|