Euro Bund Future March 2017
| Trading Metrics calculated at close of trading on 26-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
167.60 |
167.79 |
0.19 |
0.1% |
166.34 |
| High |
167.75 |
168.22 |
0.47 |
0.3% |
167.80 |
| Low |
167.48 |
167.73 |
0.25 |
0.1% |
166.00 |
| Close |
167.50 |
168.01 |
0.51 |
0.3% |
167.50 |
| Range |
0.27 |
0.49 |
0.22 |
81.5% |
1.80 |
| ATR |
0.70 |
0.70 |
0.00 |
0.2% |
0.00 |
| Volume |
2,359 |
2,679 |
320 |
13.6% |
23,908 |
|
| Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169.46 |
169.22 |
168.28 |
|
| R3 |
168.97 |
168.73 |
168.14 |
|
| R2 |
168.48 |
168.48 |
168.10 |
|
| R1 |
168.24 |
168.24 |
168.05 |
168.36 |
| PP |
167.99 |
167.99 |
167.99 |
168.05 |
| S1 |
167.75 |
167.75 |
167.97 |
167.87 |
| S2 |
167.50 |
167.50 |
167.92 |
|
| S3 |
167.01 |
167.26 |
167.88 |
|
| S4 |
166.52 |
166.77 |
167.74 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172.50 |
171.80 |
168.49 |
|
| R3 |
170.70 |
170.00 |
168.00 |
|
| R2 |
168.90 |
168.90 |
167.83 |
|
| R1 |
168.20 |
168.20 |
167.67 |
168.55 |
| PP |
167.10 |
167.10 |
167.10 |
167.28 |
| S1 |
166.40 |
166.40 |
167.34 |
166.75 |
| S2 |
165.30 |
165.30 |
167.17 |
|
| S3 |
163.50 |
164.60 |
167.01 |
|
| S4 |
161.70 |
162.80 |
166.51 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170.30 |
|
2.618 |
169.50 |
|
1.618 |
169.01 |
|
1.000 |
168.71 |
|
0.618 |
168.52 |
|
HIGH |
168.22 |
|
0.618 |
168.03 |
|
0.500 |
167.98 |
|
0.382 |
167.92 |
|
LOW |
167.73 |
|
0.618 |
167.43 |
|
1.000 |
167.24 |
|
1.618 |
166.94 |
|
2.618 |
166.45 |
|
4.250 |
165.65 |
|
|
| Fisher Pivots for day following 26-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
168.00 |
167.83 |
| PP |
167.99 |
167.66 |
| S1 |
167.98 |
167.48 |
|