Euro Bund Future March 2017
| Trading Metrics calculated at close of trading on 12-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
161.10 |
161.38 |
0.28 |
0.2% |
163.00 |
| High |
162.29 |
161.40 |
-0.89 |
-0.5% |
163.06 |
| Low |
161.00 |
160.80 |
-0.20 |
-0.1% |
159.91 |
| Close |
161.86 |
161.05 |
-0.81 |
-0.5% |
161.86 |
| Range |
1.29 |
0.60 |
-0.69 |
-53.5% |
3.15 |
| ATR |
1.14 |
1.13 |
-0.01 |
-0.5% |
0.00 |
| Volume |
675,173 |
637,777 |
-37,396 |
-5.5% |
4,704,841 |
|
| Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162.88 |
162.57 |
161.38 |
|
| R3 |
162.28 |
161.97 |
161.22 |
|
| R2 |
161.68 |
161.68 |
161.16 |
|
| R1 |
161.37 |
161.37 |
161.11 |
161.23 |
| PP |
161.08 |
161.08 |
161.08 |
161.01 |
| S1 |
160.77 |
160.77 |
161.00 |
160.63 |
| S2 |
160.48 |
160.48 |
160.94 |
|
| S3 |
159.88 |
160.17 |
160.89 |
|
| S4 |
159.28 |
159.57 |
160.72 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171.06 |
169.61 |
163.59 |
|
| R3 |
167.91 |
166.46 |
162.73 |
|
| R2 |
164.76 |
164.76 |
162.44 |
|
| R1 |
163.31 |
163.31 |
162.15 |
162.46 |
| PP |
161.61 |
161.61 |
161.61 |
161.19 |
| S1 |
160.16 |
160.16 |
161.57 |
159.31 |
| S2 |
158.46 |
158.46 |
161.28 |
|
| S3 |
155.31 |
157.01 |
160.99 |
|
| S4 |
152.16 |
153.86 |
160.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
162.29 |
159.91 |
2.38 |
1.5% |
1.16 |
0.7% |
48% |
False |
False |
872,650 |
| 10 |
163.77 |
159.91 |
3.86 |
2.4% |
1.29 |
0.8% |
30% |
False |
False |
705,962 |
| 20 |
163.87 |
159.91 |
3.96 |
2.5% |
1.02 |
0.6% |
29% |
False |
False |
383,288 |
| 40 |
166.84 |
159.91 |
6.93 |
4.3% |
0.94 |
0.6% |
16% |
False |
False |
200,220 |
| 60 |
168.93 |
159.91 |
9.02 |
5.6% |
0.83 |
0.5% |
13% |
False |
False |
134,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163.95 |
|
2.618 |
162.97 |
|
1.618 |
162.37 |
|
1.000 |
162.00 |
|
0.618 |
161.77 |
|
HIGH |
161.40 |
|
0.618 |
161.17 |
|
0.500 |
161.10 |
|
0.382 |
161.03 |
|
LOW |
160.80 |
|
0.618 |
160.43 |
|
1.000 |
160.20 |
|
1.618 |
159.83 |
|
2.618 |
159.23 |
|
4.250 |
158.25 |
|
|
| Fisher Pivots for day following 12-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
161.10 |
161.10 |
| PP |
161.08 |
161.08 |
| S1 |
161.07 |
161.07 |
|