Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 11-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2016 |
11-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
163.14 |
162.32 |
-0.82 |
-0.5% |
164.08 |
High |
163.39 |
162.32 |
-1.07 |
-0.7% |
165.26 |
Low |
161.79 |
161.48 |
-0.31 |
-0.2% |
161.48 |
Close |
162.38 |
161.97 |
-0.41 |
-0.3% |
161.97 |
Range |
1.60 |
0.84 |
-0.76 |
-47.5% |
3.78 |
ATR |
0.95 |
0.95 |
0.00 |
-0.4% |
0.00 |
Volume |
21,875 |
29,952 |
8,077 |
36.9% |
109,487 |
|
Daily Pivots for day following 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164.44 |
164.05 |
162.43 |
|
R3 |
163.60 |
163.21 |
162.20 |
|
R2 |
162.76 |
162.76 |
162.12 |
|
R1 |
162.37 |
162.37 |
162.05 |
162.15 |
PP |
161.92 |
161.92 |
161.92 |
161.81 |
S1 |
161.53 |
161.53 |
161.89 |
161.31 |
S2 |
161.08 |
161.08 |
161.82 |
|
S3 |
160.24 |
160.69 |
161.74 |
|
S4 |
159.40 |
159.85 |
161.51 |
|
|
Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174.24 |
171.89 |
164.05 |
|
R3 |
170.46 |
168.11 |
163.01 |
|
R2 |
166.68 |
166.68 |
162.66 |
|
R1 |
164.33 |
164.33 |
162.32 |
163.62 |
PP |
162.90 |
162.90 |
162.90 |
162.55 |
S1 |
160.55 |
160.55 |
161.62 |
159.84 |
S2 |
159.12 |
159.12 |
161.28 |
|
S3 |
155.34 |
156.77 |
160.93 |
|
S4 |
151.56 |
152.99 |
159.89 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.89 |
2.618 |
164.52 |
1.618 |
163.68 |
1.000 |
163.16 |
0.618 |
162.84 |
HIGH |
162.32 |
0.618 |
162.00 |
0.500 |
161.90 |
0.382 |
161.80 |
LOW |
161.48 |
0.618 |
160.96 |
1.000 |
160.64 |
1.618 |
160.12 |
2.618 |
159.28 |
4.250 |
157.91 |
|
|
Fisher Pivots for day following 11-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
161.95 |
163.37 |
PP |
161.92 |
162.90 |
S1 |
161.90 |
162.44 |
|