Euro Bund Future March 2017
| Trading Metrics calculated at close of trading on 27-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2016 |
27-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
166.19 |
165.10 |
-1.09 |
-0.7% |
165.51 |
| High |
166.23 |
165.28 |
-0.95 |
-0.6% |
166.61 |
| Low |
165.08 |
163.73 |
-1.35 |
-0.8% |
164.98 |
| Close |
165.20 |
163.98 |
-1.22 |
-0.7% |
166.52 |
| Range |
1.15 |
1.55 |
0.40 |
34.8% |
1.63 |
| ATR |
0.68 |
0.74 |
0.06 |
9.2% |
0.00 |
| Volume |
19,624 |
38,319 |
18,695 |
95.3% |
41,501 |
|
| Daily Pivots for day following 27-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168.98 |
168.03 |
164.83 |
|
| R3 |
167.43 |
166.48 |
164.41 |
|
| R2 |
165.88 |
165.88 |
164.26 |
|
| R1 |
164.93 |
164.93 |
164.12 |
164.63 |
| PP |
164.33 |
164.33 |
164.33 |
164.18 |
| S1 |
163.38 |
163.38 |
163.84 |
163.08 |
| S2 |
162.78 |
162.78 |
163.70 |
|
| S3 |
161.23 |
161.83 |
163.55 |
|
| S4 |
159.68 |
160.28 |
163.13 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170.93 |
170.35 |
167.42 |
|
| R3 |
169.30 |
168.72 |
166.97 |
|
| R2 |
167.67 |
167.67 |
166.82 |
|
| R1 |
167.09 |
167.09 |
166.67 |
167.38 |
| PP |
166.04 |
166.04 |
166.04 |
166.18 |
| S1 |
165.46 |
165.46 |
166.37 |
165.75 |
| S2 |
164.41 |
164.41 |
166.22 |
|
| S3 |
162.78 |
163.83 |
166.07 |
|
| S4 |
161.15 |
162.20 |
165.62 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171.87 |
|
2.618 |
169.34 |
|
1.618 |
167.79 |
|
1.000 |
166.83 |
|
0.618 |
166.24 |
|
HIGH |
165.28 |
|
0.618 |
164.69 |
|
0.500 |
164.51 |
|
0.382 |
164.32 |
|
LOW |
163.73 |
|
0.618 |
162.77 |
|
1.000 |
162.18 |
|
1.618 |
161.22 |
|
2.618 |
159.67 |
|
4.250 |
157.14 |
|
|
| Fisher Pivots for day following 27-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164.51 |
165.09 |
| PP |
164.33 |
164.72 |
| S1 |
164.16 |
164.35 |
|