Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 17-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2017 |
17-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
163.52 |
163.73 |
0.21 |
0.1% |
162.70 |
High |
164.04 |
164.45 |
0.41 |
0.2% |
164.19 |
Low |
163.14 |
163.71 |
0.57 |
0.3% |
162.47 |
Close |
163.41 |
163.90 |
0.49 |
0.3% |
163.41 |
Range |
0.90 |
0.74 |
-0.16 |
-17.8% |
1.72 |
ATR |
0.86 |
0.87 |
0.01 |
1.5% |
0.00 |
Volume |
455,244 |
785,761 |
330,517 |
72.6% |
3,547,860 |
|
Daily Pivots for day following 17-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.24 |
165.81 |
164.31 |
|
R3 |
165.50 |
165.07 |
164.10 |
|
R2 |
164.76 |
164.76 |
164.04 |
|
R1 |
164.33 |
164.33 |
163.97 |
164.55 |
PP |
164.02 |
164.02 |
164.02 |
164.13 |
S1 |
163.59 |
163.59 |
163.83 |
163.81 |
S2 |
163.28 |
163.28 |
163.76 |
|
S3 |
162.54 |
162.85 |
163.70 |
|
S4 |
161.80 |
162.11 |
163.49 |
|
|
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 |
164.45 |
162.92 |
1.53 |
0.9% |
0.74 |
0.5% |
64% |
True |
False |
743,132 |
10 |
164.52 |
162.47 |
2.05 |
1.3% |
0.85 |
0.5% |
70% |
False |
False |
724,418 |
20 |
164.94 |
162.04 |
2.90 |
1.8% |
0.74 |
0.5% |
64% |
False |
False |
518,902 |
40 |
164.94 |
159.91 |
5.03 |
3.1% |
0.90 |
0.5% |
79% |
False |
False |
509,631 |
60 |
166.84 |
159.91 |
6.93 |
4.2% |
0.91 |
0.6% |
58% |
False |
False |
346,704 |
80 |
168.93 |
159.91 |
9.02 |
5.5% |
0.83 |
0.5% |
44% |
False |
False |
261,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.60 |
2.618 |
166.39 |
1.618 |
165.65 |
1.000 |
165.19 |
0.618 |
164.91 |
HIGH |
164.45 |
0.618 |
164.17 |
0.500 |
164.08 |
0.382 |
163.99 |
LOW |
163.71 |
0.618 |
163.25 |
1.000 |
162.97 |
1.618 |
162.51 |
2.618 |
161.77 |
4.250 |
160.57 |
|
|
Fisher Pivots for day following 17-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
164.08 |
163.87 |
PP |
164.02 |
163.83 |
S1 |
163.96 |
163.80 |
|