Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 19-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2017 |
19-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
163.81 |
163.00 |
-0.81 |
-0.5% |
162.70 |
High |
163.82 |
163.15 |
-0.67 |
-0.4% |
164.19 |
Low |
163.04 |
162.62 |
-0.42 |
-0.3% |
162.47 |
Close |
163.42 |
163.03 |
-0.39 |
-0.2% |
163.41 |
Range |
0.78 |
0.53 |
-0.25 |
-32.1% |
1.72 |
ATR |
0.87 |
0.87 |
-0.01 |
-0.6% |
0.00 |
Volume |
870,073 |
726,842 |
-143,231 |
-16.5% |
3,547,860 |
|
Daily Pivots for day following 19-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.52 |
164.31 |
163.32 |
|
R3 |
163.99 |
163.78 |
163.18 |
|
R2 |
163.46 |
163.46 |
163.13 |
|
R1 |
163.25 |
163.25 |
163.08 |
163.36 |
PP |
162.93 |
162.93 |
162.93 |
162.99 |
S1 |
162.72 |
162.72 |
162.98 |
162.83 |
S2 |
162.40 |
162.40 |
162.93 |
|
S3 |
161.87 |
162.19 |
162.88 |
|
S4 |
161.34 |
161.66 |
162.74 |
|
|
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 |
162.62 |
1.83 |
1.1% |
0.72 |
0.4% |
22% |
False |
True |
716,798 |
10 |
164.45 |
162.47 |
1.98 |
1.2% |
0.78 |
0.5% |
28% |
False |
False |
716,623 |
20 |
164.94 |
162.47 |
2.47 |
1.5% |
0.71 |
0.4% |
23% |
False |
False |
560,864 |
40 |
164.94 |
159.91 |
5.03 |
3.1% |
0.90 |
0.6% |
62% |
False |
False |
546,980 |
60 |
166.23 |
159.91 |
6.32 |
3.9% |
0.91 |
0.6% |
49% |
False |
False |
372,659 |
80 |
168.93 |
159.91 |
9.02 |
5.5% |
0.83 |
0.5% |
35% |
False |
False |
281,195 |
100 |
168.93 |
159.91 |
9.02 |
5.5% |
0.79 |
0.5% |
35% |
False |
False |
225,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.40 |
2.618 |
164.54 |
1.618 |
164.01 |
1.000 |
163.68 |
0.618 |
163.48 |
HIGH |
163.15 |
0.618 |
162.95 |
0.500 |
162.89 |
0.382 |
162.82 |
LOW |
162.62 |
0.618 |
162.29 |
1.000 |
162.09 |
1.618 |
161.76 |
2.618 |
161.23 |
4.250 |
160.37 |
|
|
Fisher Pivots for day following 19-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
162.98 |
163.54 |
PP |
162.93 |
163.37 |
S1 |
162.89 |
163.20 |
|