Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 11-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2017 |
11-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
163.14 |
163.16 |
0.02 |
0.0% |
164.07 |
High |
163.36 |
163.98 |
0.62 |
0.4% |
164.94 |
Low |
162.92 |
163.04 |
0.12 |
0.1% |
162.67 |
Close |
163.12 |
163.48 |
0.36 |
0.2% |
162.84 |
Range |
0.44 |
0.94 |
0.50 |
113.6% |
2.27 |
ATR |
0.86 |
0.87 |
0.01 |
0.7% |
0.00 |
Volume |
906,802 |
821,783 |
-85,019 |
-9.4% |
3,743,598 |
|
Daily Pivots for day following 11-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.32 |
165.84 |
164.00 |
|
R3 |
165.38 |
164.90 |
163.74 |
|
R2 |
164.44 |
164.44 |
163.65 |
|
R1 |
163.96 |
163.96 |
163.57 |
164.20 |
PP |
163.50 |
163.50 |
163.50 |
163.62 |
S1 |
163.02 |
163.02 |
163.39 |
163.26 |
S2 |
162.56 |
162.56 |
163.31 |
|
S3 |
161.62 |
162.08 |
163.22 |
|
S4 |
160.68 |
161.14 |
162.96 |
|
|
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 |
163.98 |
162.47 |
1.51 |
0.9% |
0.83 |
0.5% |
67% |
True |
False |
716,448 |
10 |
164.94 |
162.47 |
2.47 |
1.5% |
0.79 |
0.5% |
41% |
False |
False |
650,873 |
20 |
164.94 |
161.19 |
3.75 |
2.3% |
0.78 |
0.5% |
61% |
False |
False |
510,135 |
40 |
164.94 |
159.91 |
5.03 |
3.1% |
0.91 |
0.6% |
71% |
False |
False |
462,126 |
60 |
166.84 |
159.91 |
6.93 |
4.2% |
0.89 |
0.5% |
52% |
False |
False |
314,076 |
80 |
168.93 |
159.91 |
9.02 |
5.5% |
0.83 |
0.5% |
40% |
False |
False |
236,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.98 |
2.618 |
166.44 |
1.618 |
165.50 |
1.000 |
164.92 |
0.618 |
164.56 |
HIGH |
163.98 |
0.618 |
163.62 |
0.500 |
163.51 |
0.382 |
163.40 |
LOW |
163.04 |
0.618 |
162.46 |
1.000 |
162.10 |
1.618 |
161.52 |
2.618 |
160.58 |
4.250 |
159.05 |
|
|
Fisher Pivots for day following 11-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
163.51 |
163.40 |
PP |
163.50 |
163.31 |
S1 |
163.49 |
163.23 |
|