Euro Bund Future March 2017
| Trading Metrics calculated at close of trading on 28-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2016 |
28-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
165.10 |
163.82 |
-1.28 |
-0.8% |
166.68 |
| High |
165.28 |
164.28 |
-1.00 |
-0.6% |
166.84 |
| Low |
163.73 |
163.31 |
-0.42 |
-0.3% |
163.31 |
| Close |
163.98 |
164.12 |
0.14 |
0.1% |
164.12 |
| Range |
1.55 |
0.97 |
-0.58 |
-37.4% |
3.53 |
| ATR |
0.74 |
0.76 |
0.02 |
2.2% |
0.00 |
| Volume |
38,319 |
14,657 |
-23,662 |
-61.8% |
112,203 |
|
| Daily Pivots for day following 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.81 |
166.44 |
164.65 |
|
| R3 |
165.84 |
165.47 |
164.39 |
|
| R2 |
164.87 |
164.87 |
164.30 |
|
| R1 |
164.50 |
164.50 |
164.21 |
164.69 |
| PP |
163.90 |
163.90 |
163.90 |
164.00 |
| S1 |
163.53 |
163.53 |
164.03 |
163.72 |
| S2 |
162.93 |
162.93 |
163.94 |
|
| S3 |
161.96 |
162.56 |
163.85 |
|
| S4 |
160.99 |
161.59 |
163.59 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175.35 |
173.26 |
166.06 |
|
| R3 |
171.82 |
169.73 |
165.09 |
|
| R2 |
168.29 |
168.29 |
164.77 |
|
| R1 |
166.20 |
166.20 |
164.44 |
165.48 |
| PP |
164.76 |
164.76 |
164.76 |
164.40 |
| S1 |
162.67 |
162.67 |
163.80 |
161.95 |
| S2 |
161.23 |
161.23 |
163.47 |
|
| S3 |
157.70 |
159.14 |
163.15 |
|
| S4 |
154.17 |
155.61 |
162.18 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
168.40 |
|
2.618 |
166.82 |
|
1.618 |
165.85 |
|
1.000 |
165.25 |
|
0.618 |
164.88 |
|
HIGH |
164.28 |
|
0.618 |
163.91 |
|
0.500 |
163.80 |
|
0.382 |
163.68 |
|
LOW |
163.31 |
|
0.618 |
162.71 |
|
1.000 |
162.34 |
|
1.618 |
161.74 |
|
2.618 |
160.77 |
|
4.250 |
159.19 |
|
|
| Fisher Pivots for day following 28-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164.01 |
164.77 |
| PP |
163.90 |
164.55 |
| S1 |
163.80 |
164.34 |
|