Euro Bund Future March 2017
| Trading Metrics calculated at close of trading on 31-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2016 |
31-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
163.82 |
164.07 |
0.25 |
0.2% |
166.68 |
| High |
164.28 |
164.38 |
0.10 |
0.1% |
166.84 |
| Low |
163.31 |
164.07 |
0.76 |
0.5% |
163.31 |
| Close |
164.12 |
164.21 |
0.09 |
0.1% |
164.12 |
| Range |
0.97 |
0.31 |
-0.66 |
-68.0% |
3.53 |
| ATR |
0.76 |
0.72 |
-0.03 |
-4.2% |
0.00 |
| Volume |
14,657 |
21,906 |
7,249 |
49.5% |
112,203 |
|
| Daily Pivots for day following 31-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.15 |
164.99 |
164.38 |
|
| R3 |
164.84 |
164.68 |
164.30 |
|
| R2 |
164.53 |
164.53 |
164.27 |
|
| R1 |
164.37 |
164.37 |
164.24 |
164.45 |
| PP |
164.22 |
164.22 |
164.22 |
164.26 |
| S1 |
164.06 |
164.06 |
164.18 |
164.14 |
| S2 |
163.91 |
163.91 |
164.15 |
|
| S3 |
163.60 |
163.75 |
164.12 |
|
| S4 |
163.29 |
163.44 |
164.04 |
|
|
| 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 |
165.70 |
|
2.618 |
165.19 |
|
1.618 |
164.88 |
|
1.000 |
164.69 |
|
0.618 |
164.57 |
|
HIGH |
164.38 |
|
0.618 |
164.26 |
|
0.500 |
164.23 |
|
0.382 |
164.19 |
|
LOW |
164.07 |
|
0.618 |
163.88 |
|
1.000 |
163.76 |
|
1.618 |
163.57 |
|
2.618 |
163.26 |
|
4.250 |
162.75 |
|
|
| Fisher Pivots for day following 31-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164.23 |
164.30 |
| PP |
164.22 |
164.27 |
| S1 |
164.22 |
164.24 |
|