Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 25-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2017 |
25-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
163.14 |
162.44 |
-0.70 |
-0.4% |
163.73 |
High |
163.23 |
162.49 |
-0.74 |
-0.5% |
164.45 |
Low |
162.48 |
161.52 |
-0.96 |
-0.6% |
162.20 |
Close |
162.76 |
161.76 |
-1.00 |
-0.6% |
162.29 |
Range |
0.75 |
0.97 |
0.22 |
29.3% |
2.25 |
ATR |
0.89 |
0.91 |
0.03 |
2.9% |
0.00 |
Volume |
1,047,398 |
875,402 |
-171,996 |
-16.4% |
3,176,090 |
|
Daily Pivots for day following 25-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.83 |
164.27 |
162.29 |
|
R3 |
163.86 |
163.30 |
162.03 |
|
R2 |
162.89 |
162.89 |
161.94 |
|
R1 |
162.33 |
162.33 |
161.85 |
162.13 |
PP |
161.92 |
161.92 |
161.92 |
161.82 |
S1 |
161.36 |
161.36 |
161.67 |
161.16 |
S2 |
160.95 |
160.95 |
161.58 |
|
S3 |
159.98 |
160.39 |
161.49 |
|
S4 |
159.01 |
159.42 |
161.23 |
|
|
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 |
163.38 |
161.52 |
1.86 |
1.1% |
0.85 |
0.5% |
13% |
False |
True |
833,218 |
10 |
164.45 |
161.52 |
2.93 |
1.8% |
0.83 |
0.5% |
8% |
False |
True |
784,502 |
20 |
164.94 |
161.52 |
3.42 |
2.1% |
0.79 |
0.5% |
7% |
False |
True |
689,746 |
40 |
164.94 |
159.91 |
5.03 |
3.1% |
0.92 |
0.6% |
37% |
False |
False |
623,241 |
60 |
165.26 |
159.91 |
5.35 |
3.3% |
0.91 |
0.6% |
35% |
False |
False |
428,405 |
80 |
168.11 |
159.91 |
8.20 |
5.1% |
0.85 |
0.5% |
23% |
False |
False |
324,125 |
100 |
168.93 |
159.91 |
9.02 |
5.6% |
0.81 |
0.5% |
21% |
False |
False |
259,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.61 |
2.618 |
165.03 |
1.618 |
164.06 |
1.000 |
163.46 |
0.618 |
163.09 |
HIGH |
162.49 |
0.618 |
162.12 |
0.500 |
162.01 |
0.382 |
161.89 |
LOW |
161.52 |
0.618 |
160.92 |
1.000 |
160.55 |
1.618 |
159.95 |
2.618 |
158.98 |
4.250 |
157.40 |
|
|
Fisher Pivots for day following 25-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
162.01 |
162.45 |
PP |
161.92 |
162.22 |
S1 |
161.84 |
161.99 |
|