Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 18-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2017 |
18-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
163.73 |
163.81 |
0.08 |
0.0% |
162.70 |
High |
164.45 |
163.82 |
-0.63 |
-0.4% |
164.19 |
Low |
163.71 |
163.04 |
-0.67 |
-0.4% |
162.47 |
Close |
163.90 |
163.42 |
-0.48 |
-0.3% |
163.41 |
Range |
0.74 |
0.78 |
0.04 |
5.4% |
1.72 |
ATR |
0.87 |
0.87 |
0.00 |
-0.1% |
0.00 |
Volume |
785,761 |
870,073 |
84,312 |
10.7% |
3,547,860 |
|
Daily Pivots for day following 18-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.77 |
165.37 |
163.85 |
|
R3 |
164.99 |
164.59 |
163.63 |
|
R2 |
164.21 |
164.21 |
163.56 |
|
R1 |
163.81 |
163.81 |
163.49 |
163.62 |
PP |
163.43 |
163.43 |
163.43 |
163.33 |
S1 |
163.03 |
163.03 |
163.35 |
162.84 |
S2 |
162.65 |
162.65 |
163.28 |
|
S3 |
161.87 |
162.25 |
163.21 |
|
S4 |
161.09 |
161.47 |
162.99 |
|
|
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 |
163.04 |
1.41 |
0.9% |
0.81 |
0.5% |
27% |
False |
True |
735,787 |
10 |
164.45 |
162.47 |
1.98 |
1.2% |
0.78 |
0.5% |
48% |
False |
False |
745,890 |
20 |
164.94 |
162.47 |
2.47 |
1.5% |
0.71 |
0.4% |
38% |
False |
False |
541,376 |
40 |
164.94 |
159.91 |
5.03 |
3.1% |
0.91 |
0.6% |
70% |
False |
False |
530,146 |
60 |
166.45 |
159.91 |
6.54 |
4.0% |
0.91 |
0.6% |
54% |
False |
False |
360,988 |
80 |
168.93 |
159.91 |
9.02 |
5.5% |
0.84 |
0.5% |
39% |
False |
False |
272,119 |
100 |
168.93 |
159.91 |
9.02 |
5.5% |
0.79 |
0.5% |
39% |
False |
False |
218,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.14 |
2.618 |
165.86 |
1.618 |
165.08 |
1.000 |
164.60 |
0.618 |
164.30 |
HIGH |
163.82 |
0.618 |
163.52 |
0.500 |
163.43 |
0.382 |
163.34 |
LOW |
163.04 |
0.618 |
162.56 |
1.000 |
162.26 |
1.618 |
161.78 |
2.618 |
161.00 |
4.250 |
159.73 |
|
|
Fisher Pivots for day following 18-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
163.43 |
163.75 |
PP |
163.43 |
163.64 |
S1 |
163.42 |
163.53 |
|