Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 24-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2017 |
24-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
162.77 |
163.14 |
0.37 |
0.2% |
163.73 |
High |
163.38 |
163.23 |
-0.15 |
-0.1% |
164.45 |
Low |
162.45 |
162.48 |
0.03 |
0.0% |
162.20 |
Close |
163.13 |
162.76 |
-0.37 |
-0.2% |
162.29 |
Range |
0.93 |
0.75 |
-0.18 |
-19.4% |
2.25 |
ATR |
0.90 |
0.89 |
-0.01 |
-1.2% |
0.00 |
Volume |
723,034 |
1,047,398 |
324,364 |
44.9% |
3,176,090 |
|
Daily Pivots for day following 24-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.07 |
164.67 |
163.17 |
|
R3 |
164.32 |
163.92 |
162.97 |
|
R2 |
163.57 |
163.57 |
162.90 |
|
R1 |
163.17 |
163.17 |
162.83 |
163.00 |
PP |
162.82 |
162.82 |
162.82 |
162.74 |
S1 |
162.42 |
162.42 |
162.69 |
162.25 |
S2 |
162.07 |
162.07 |
162.62 |
|
S3 |
161.32 |
161.67 |
162.55 |
|
S4 |
160.57 |
160.92 |
162.35 |
|
|
Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
169.73 |
168.26 |
163.53 |
|
R3 |
167.48 |
166.01 |
162.91 |
|
R2 |
165.23 |
165.23 |
162.70 |
|
R1 |
163.76 |
163.76 |
162.50 |
163.37 |
PP |
162.98 |
162.98 |
162.98 |
162.79 |
S1 |
161.51 |
161.51 |
162.08 |
161.12 |
S2 |
160.73 |
160.73 |
161.88 |
|
S3 |
158.48 |
159.26 |
161.67 |
|
S4 |
156.23 |
157.01 |
161.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
163.82 |
162.20 |
1.62 |
1.0% |
0.81 |
0.5% |
35% |
False |
False |
832,152 |
10 |
164.45 |
162.20 |
2.25 |
1.4% |
0.78 |
0.5% |
25% |
False |
False |
787,642 |
20 |
164.94 |
162.20 |
2.74 |
1.7% |
0.77 |
0.5% |
20% |
False |
False |
657,486 |
40 |
164.94 |
159.91 |
5.03 |
3.1% |
0.91 |
0.6% |
57% |
False |
False |
604,162 |
60 |
165.26 |
159.91 |
5.35 |
3.3% |
0.89 |
0.5% |
53% |
False |
False |
414,180 |
80 |
168.29 |
159.91 |
8.38 |
5.1% |
0.84 |
0.5% |
34% |
False |
False |
313,191 |
100 |
168.93 |
159.91 |
9.02 |
5.5% |
0.81 |
0.5% |
32% |
False |
False |
251,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.42 |
2.618 |
165.19 |
1.618 |
164.44 |
1.000 |
163.98 |
0.618 |
163.69 |
HIGH |
163.23 |
0.618 |
162.94 |
0.500 |
162.86 |
0.382 |
162.77 |
LOW |
162.48 |
0.618 |
162.02 |
1.000 |
161.73 |
1.618 |
161.27 |
2.618 |
160.52 |
4.250 |
159.29 |
|
|
Fisher Pivots for day following 24-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
162.86 |
162.79 |
PP |
162.82 |
162.78 |
S1 |
162.79 |
162.77 |
|