Euro Bund Future March 2017
| Trading Metrics calculated at close of trading on 13-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2016 |
13-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
165.79 |
165.89 |
0.10 |
0.1% |
168.14 |
| High |
166.03 |
166.13 |
0.10 |
0.1% |
168.29 |
| Low |
165.35 |
165.79 |
0.44 |
0.3% |
166.00 |
| Close |
165.50 |
166.02 |
0.52 |
0.3% |
166.18 |
| Range |
0.68 |
0.34 |
-0.34 |
-50.0% |
2.29 |
| ATR |
0.71 |
0.70 |
-0.01 |
-0.8% |
0.00 |
| Volume |
6,283 |
7,850 |
1,567 |
24.9% |
18,294 |
|
| Daily Pivots for day following 13-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167.00 |
166.85 |
166.21 |
|
| R3 |
166.66 |
166.51 |
166.11 |
|
| R2 |
166.32 |
166.32 |
166.08 |
|
| R1 |
166.17 |
166.17 |
166.05 |
166.25 |
| PP |
165.98 |
165.98 |
165.98 |
166.02 |
| S1 |
165.83 |
165.83 |
165.99 |
165.91 |
| S2 |
165.64 |
165.64 |
165.96 |
|
| S3 |
165.30 |
165.49 |
165.93 |
|
| S4 |
164.96 |
165.15 |
165.83 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173.69 |
172.23 |
167.44 |
|
| R3 |
171.40 |
169.94 |
166.81 |
|
| R2 |
169.11 |
169.11 |
166.60 |
|
| R1 |
167.65 |
167.65 |
166.39 |
167.24 |
| PP |
166.82 |
166.82 |
166.82 |
166.62 |
| S1 |
165.36 |
165.36 |
165.97 |
164.95 |
| S2 |
164.53 |
164.53 |
165.76 |
|
| S3 |
162.24 |
163.07 |
165.55 |
|
| S4 |
159.95 |
160.78 |
164.92 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167.58 |
|
2.618 |
167.02 |
|
1.618 |
166.68 |
|
1.000 |
166.47 |
|
0.618 |
166.34 |
|
HIGH |
166.13 |
|
0.618 |
166.00 |
|
0.500 |
165.96 |
|
0.382 |
165.92 |
|
LOW |
165.79 |
|
0.618 |
165.58 |
|
1.000 |
165.45 |
|
1.618 |
165.24 |
|
2.618 |
164.90 |
|
4.250 |
164.35 |
|
|
| Fisher Pivots for day following 13-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
166.00 |
165.93 |
| PP |
165.98 |
165.83 |
| S1 |
165.96 |
165.74 |
|