Euro Bund Future March 2017
| Trading Metrics calculated at close of trading on 07-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2016 |
07-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
164.23 |
164.08 |
-0.15 |
-0.1% |
164.07 |
| High |
164.65 |
164.38 |
-0.27 |
-0.2% |
164.85 |
| Low |
164.19 |
163.98 |
-0.21 |
-0.1% |
163.51 |
| Close |
164.55 |
164.32 |
-0.23 |
-0.1% |
164.55 |
| Range |
0.46 |
0.40 |
-0.06 |
-13.0% |
1.34 |
| ATR |
0.74 |
0.72 |
-0.01 |
-1.6% |
0.00 |
| Volume |
9,884 |
12,450 |
2,566 |
26.0% |
64,290 |
|
| Daily Pivots for day following 07-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.43 |
165.27 |
164.54 |
|
| R3 |
165.03 |
164.87 |
164.43 |
|
| R2 |
164.63 |
164.63 |
164.39 |
|
| R1 |
164.47 |
164.47 |
164.36 |
164.55 |
| PP |
164.23 |
164.23 |
164.23 |
164.27 |
| S1 |
164.07 |
164.07 |
164.28 |
164.15 |
| S2 |
163.83 |
163.83 |
164.25 |
|
| S3 |
163.43 |
163.67 |
164.21 |
|
| S4 |
163.03 |
163.27 |
164.10 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168.32 |
167.78 |
165.29 |
|
| R3 |
166.98 |
166.44 |
164.92 |
|
| R2 |
165.64 |
165.64 |
164.80 |
|
| R1 |
165.10 |
165.10 |
164.67 |
165.37 |
| PP |
164.30 |
164.30 |
164.30 |
164.44 |
| S1 |
163.76 |
163.76 |
164.43 |
164.03 |
| S2 |
162.96 |
162.96 |
164.30 |
|
| S3 |
161.62 |
162.42 |
164.18 |
|
| S4 |
160.28 |
161.08 |
163.81 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.08 |
|
2.618 |
165.43 |
|
1.618 |
165.03 |
|
1.000 |
164.78 |
|
0.618 |
164.63 |
|
HIGH |
164.38 |
|
0.618 |
164.23 |
|
0.500 |
164.18 |
|
0.382 |
164.13 |
|
LOW |
163.98 |
|
0.618 |
163.73 |
|
1.000 |
163.58 |
|
1.618 |
163.33 |
|
2.618 |
162.93 |
|
4.250 |
162.28 |
|
|
| Fisher Pivots for day following 07-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
164.27 |
164.37 |
| PP |
164.23 |
164.35 |
| S1 |
164.18 |
164.34 |
|