Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 13-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2017 |
13-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
163.86 |
163.52 |
-0.34 |
-0.2% |
162.70 |
High |
164.19 |
164.04 |
-0.15 |
-0.1% |
164.19 |
Low |
163.52 |
163.14 |
-0.38 |
-0.2% |
162.47 |
Close |
163.89 |
163.41 |
-0.48 |
-0.3% |
163.41 |
Range |
0.67 |
0.90 |
0.23 |
34.3% |
1.72 |
ATR |
0.86 |
0.86 |
0.00 |
0.4% |
0.00 |
Volume |
746,074 |
455,244 |
-290,830 |
-39.0% |
3,547,860 |
|
Daily Pivots for day following 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.23 |
165.72 |
163.91 |
|
R3 |
165.33 |
164.82 |
163.66 |
|
R2 |
164.43 |
164.43 |
163.58 |
|
R1 |
163.92 |
163.92 |
163.49 |
163.73 |
PP |
163.53 |
163.53 |
163.53 |
163.43 |
S1 |
163.02 |
163.02 |
163.33 |
162.83 |
S2 |
162.63 |
162.63 |
163.25 |
|
S3 |
161.73 |
162.12 |
163.16 |
|
S4 |
160.83 |
161.22 |
162.92 |
|
|
Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
168.52 |
167.68 |
164.36 |
|
R3 |
166.80 |
165.96 |
163.88 |
|
R2 |
165.08 |
165.08 |
163.73 |
|
R1 |
164.24 |
164.24 |
163.57 |
164.66 |
PP |
163.36 |
163.36 |
163.36 |
163.57 |
S1 |
162.52 |
162.52 |
163.25 |
162.94 |
S2 |
161.64 |
161.64 |
163.09 |
|
S3 |
159.92 |
160.80 |
162.94 |
|
S4 |
158.20 |
159.08 |
162.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
164.19 |
162.47 |
1.72 |
1.1% |
0.76 |
0.5% |
55% |
False |
False |
709,572 |
10 |
164.94 |
162.47 |
2.47 |
1.5% |
0.87 |
0.5% |
38% |
False |
False |
729,145 |
20 |
164.94 |
161.82 |
3.12 |
1.9% |
0.74 |
0.5% |
51% |
False |
False |
504,957 |
40 |
164.94 |
159.91 |
5.03 |
3.1% |
0.91 |
0.6% |
70% |
False |
False |
490,744 |
60 |
166.84 |
159.91 |
6.93 |
4.2% |
0.90 |
0.5% |
51% |
False |
False |
333,741 |
80 |
168.93 |
159.91 |
9.02 |
5.5% |
0.83 |
0.5% |
39% |
False |
False |
251,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.87 |
2.618 |
166.40 |
1.618 |
165.50 |
1.000 |
164.94 |
0.618 |
164.60 |
HIGH |
164.04 |
0.618 |
163.70 |
0.500 |
163.59 |
0.382 |
163.48 |
LOW |
163.14 |
0.618 |
162.58 |
1.000 |
162.24 |
1.618 |
161.68 |
2.618 |
160.78 |
4.250 |
159.32 |
|
|
Fisher Pivots for day following 13-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
163.59 |
163.62 |
PP |
163.53 |
163.55 |
S1 |
163.47 |
163.48 |
|