Euro Bund Future March 2017
| Trading Metrics calculated at close of trading on 23-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2016 |
23-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
162.51 |
163.14 |
0.63 |
0.4% |
161.40 |
| High |
163.35 |
163.52 |
0.17 |
0.1% |
162.89 |
| Low |
162.47 |
162.07 |
-0.40 |
-0.2% |
160.72 |
| Close |
163.18 |
162.52 |
-0.66 |
-0.4% |
162.51 |
| Range |
0.88 |
1.45 |
0.57 |
64.8% |
2.17 |
| ATR |
0.91 |
0.95 |
0.04 |
4.2% |
0.00 |
| Volume |
53,503 |
171,118 |
117,615 |
219.8% |
131,039 |
|
| Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
167.05 |
166.24 |
163.32 |
|
| R3 |
165.60 |
164.79 |
162.92 |
|
| R2 |
164.15 |
164.15 |
162.79 |
|
| R1 |
163.34 |
163.34 |
162.65 |
163.02 |
| PP |
162.70 |
162.70 |
162.70 |
162.55 |
| S1 |
161.89 |
161.89 |
162.39 |
161.57 |
| S2 |
161.25 |
161.25 |
162.25 |
|
| S3 |
159.80 |
160.44 |
162.12 |
|
| S4 |
158.35 |
158.99 |
161.72 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168.55 |
167.70 |
163.70 |
|
| R3 |
166.38 |
165.53 |
163.11 |
|
| R2 |
164.21 |
164.21 |
162.91 |
|
| R1 |
163.36 |
163.36 |
162.71 |
163.79 |
| PP |
162.04 |
162.04 |
162.04 |
162.25 |
| S1 |
161.19 |
161.19 |
162.31 |
161.62 |
| S2 |
159.87 |
159.87 |
162.11 |
|
| S3 |
157.70 |
159.02 |
161.91 |
|
| S4 |
155.53 |
156.85 |
161.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163.52 |
161.70 |
1.82 |
1.1% |
0.92 |
0.6% |
45% |
True |
False |
66,924 |
| 10 |
163.52 |
160.72 |
2.80 |
1.7% |
0.97 |
0.6% |
64% |
True |
False |
45,693 |
| 20 |
165.28 |
160.72 |
4.56 |
2.8% |
0.94 |
0.6% |
39% |
False |
False |
31,593 |
| 40 |
168.93 |
160.72 |
8.21 |
5.1% |
0.79 |
0.5% |
22% |
False |
False |
19,633 |
| 60 |
168.93 |
160.72 |
8.21 |
5.1% |
0.74 |
0.5% |
22% |
False |
False |
14,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169.68 |
|
2.618 |
167.32 |
|
1.618 |
165.87 |
|
1.000 |
164.97 |
|
0.618 |
164.42 |
|
HIGH |
163.52 |
|
0.618 |
162.97 |
|
0.500 |
162.80 |
|
0.382 |
162.62 |
|
LOW |
162.07 |
|
0.618 |
161.17 |
|
1.000 |
160.62 |
|
1.618 |
159.72 |
|
2.618 |
158.27 |
|
4.250 |
155.91 |
|
|
| Fisher Pivots for day following 23-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
162.80 |
162.80 |
| PP |
162.70 |
162.70 |
| S1 |
162.61 |
162.61 |
|