Euro Bund Future March 2017
| Trading Metrics calculated at close of trading on 03-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2016 |
03-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
168.60 |
168.14 |
-0.46 |
-0.3% |
167.79 |
| High |
168.93 |
168.29 |
-0.64 |
-0.4% |
168.93 |
| Low |
168.10 |
167.80 |
-0.30 |
-0.2% |
167.73 |
| Close |
168.22 |
167.90 |
-0.32 |
-0.2% |
168.22 |
| Range |
0.83 |
0.49 |
-0.34 |
-41.0% |
1.20 |
| ATR |
0.69 |
0.68 |
-0.01 |
-2.1% |
0.00 |
| Volume |
1,116 |
689 |
-427 |
-38.3% |
7,655 |
|
| Daily Pivots for day following 03-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169.47 |
169.17 |
168.17 |
|
| R3 |
168.98 |
168.68 |
168.03 |
|
| R2 |
168.49 |
168.49 |
167.99 |
|
| R1 |
168.19 |
168.19 |
167.94 |
168.10 |
| PP |
168.00 |
168.00 |
168.00 |
167.95 |
| S1 |
167.70 |
167.70 |
167.86 |
167.61 |
| S2 |
167.51 |
167.51 |
167.81 |
|
| S3 |
167.02 |
167.21 |
167.77 |
|
| S4 |
166.53 |
166.72 |
167.63 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171.89 |
171.26 |
168.88 |
|
| R3 |
170.69 |
170.06 |
168.55 |
|
| R2 |
169.49 |
169.49 |
168.44 |
|
| R1 |
168.86 |
168.86 |
168.33 |
169.18 |
| PP |
168.29 |
168.29 |
168.29 |
168.45 |
| S1 |
167.66 |
167.66 |
168.11 |
167.98 |
| S2 |
167.09 |
167.09 |
168.00 |
|
| S3 |
165.89 |
166.46 |
167.89 |
|
| S4 |
164.69 |
165.26 |
167.56 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170.37 |
|
2.618 |
169.57 |
|
1.618 |
169.08 |
|
1.000 |
168.78 |
|
0.618 |
168.59 |
|
HIGH |
168.29 |
|
0.618 |
168.10 |
|
0.500 |
168.05 |
|
0.382 |
167.99 |
|
LOW |
167.80 |
|
0.618 |
167.50 |
|
1.000 |
167.31 |
|
1.618 |
167.01 |
|
2.618 |
166.52 |
|
4.250 |
165.72 |
|
|
| Fisher Pivots for day following 03-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
168.05 |
168.37 |
| PP |
168.00 |
168.21 |
| S1 |
167.95 |
168.06 |
|