Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 26-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2017 |
26-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
162.44 |
161.60 |
-0.84 |
-0.5% |
163.73 |
High |
162.49 |
161.88 |
-0.61 |
-0.4% |
164.45 |
Low |
161.52 |
161.31 |
-0.21 |
-0.1% |
162.20 |
Close |
161.76 |
161.43 |
-0.33 |
-0.2% |
162.29 |
Range |
0.97 |
0.57 |
-0.40 |
-41.2% |
2.25 |
ATR |
0.91 |
0.89 |
-0.02 |
-2.7% |
0.00 |
Volume |
875,402 |
699,866 |
-175,536 |
-20.1% |
3,176,090 |
|
Daily Pivots for day following 26-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.25 |
162.91 |
161.74 |
|
R3 |
162.68 |
162.34 |
161.59 |
|
R2 |
162.11 |
162.11 |
161.53 |
|
R1 |
161.77 |
161.77 |
161.48 |
161.66 |
PP |
161.54 |
161.54 |
161.54 |
161.48 |
S1 |
161.20 |
161.20 |
161.38 |
161.09 |
S2 |
160.97 |
160.97 |
161.33 |
|
S3 |
160.40 |
160.63 |
161.27 |
|
S4 |
159.83 |
160.06 |
161.12 |
|
|
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 |
161.31 |
2.07 |
1.3% |
0.86 |
0.5% |
6% |
False |
True |
827,822 |
10 |
164.45 |
161.31 |
3.14 |
1.9% |
0.79 |
0.5% |
4% |
False |
True |
772,310 |
20 |
164.94 |
161.31 |
3.63 |
2.2% |
0.79 |
0.5% |
3% |
False |
True |
711,591 |
40 |
164.94 |
159.91 |
5.03 |
3.1% |
0.91 |
0.6% |
30% |
False |
False |
636,540 |
60 |
165.26 |
159.91 |
5.35 |
3.3% |
0.90 |
0.6% |
28% |
False |
False |
439,967 |
80 |
167.46 |
159.91 |
7.55 |
4.7% |
0.85 |
0.5% |
20% |
False |
False |
332,792 |
100 |
168.93 |
159.91 |
9.02 |
5.6% |
0.81 |
0.5% |
17% |
False |
False |
266,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.30 |
2.618 |
163.37 |
1.618 |
162.80 |
1.000 |
162.45 |
0.618 |
162.23 |
HIGH |
161.88 |
0.618 |
161.66 |
0.500 |
161.60 |
0.382 |
161.53 |
LOW |
161.31 |
0.618 |
160.96 |
1.000 |
160.74 |
1.618 |
160.39 |
2.618 |
159.82 |
4.250 |
158.89 |
|
|
Fisher Pivots for day following 26-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
161.60 |
162.27 |
PP |
161.54 |
161.99 |
S1 |
161.49 |
161.71 |
|