Euro Bund Future March 2017
| Trading Metrics calculated at close of trading on 05-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2016 |
05-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
167.90 |
167.30 |
-0.60 |
-0.4% |
167.79 |
| High |
168.11 |
167.46 |
-0.65 |
-0.4% |
168.93 |
| Low |
167.11 |
166.50 |
-0.61 |
-0.4% |
167.73 |
| Close |
167.75 |
166.55 |
-1.20 |
-0.7% |
168.22 |
| Range |
1.00 |
0.96 |
-0.04 |
-4.0% |
1.20 |
| ATR |
0.70 |
0.74 |
0.04 |
5.6% |
0.00 |
| Volume |
6,486 |
2,918 |
-3,568 |
-55.0% |
7,655 |
|
| Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169.72 |
169.09 |
167.08 |
|
| R3 |
168.76 |
168.13 |
166.81 |
|
| R2 |
167.80 |
167.80 |
166.73 |
|
| R1 |
167.17 |
167.17 |
166.64 |
167.01 |
| PP |
166.84 |
166.84 |
166.84 |
166.75 |
| S1 |
166.21 |
166.21 |
166.46 |
166.05 |
| S2 |
165.88 |
165.88 |
166.37 |
|
| S3 |
164.92 |
165.25 |
166.29 |
|
| S4 |
163.96 |
164.29 |
166.02 |
|
|
| 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 |
171.54 |
|
2.618 |
169.97 |
|
1.618 |
169.01 |
|
1.000 |
168.42 |
|
0.618 |
168.05 |
|
HIGH |
167.46 |
|
0.618 |
167.09 |
|
0.500 |
166.98 |
|
0.382 |
166.87 |
|
LOW |
166.50 |
|
0.618 |
165.91 |
|
1.000 |
165.54 |
|
1.618 |
164.95 |
|
2.618 |
163.99 |
|
4.250 |
162.42 |
|
|
| Fisher Pivots for day following 05-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
166.98 |
167.40 |
| PP |
166.84 |
167.11 |
| S1 |
166.69 |
166.83 |
|